Senior Director, Advanced Data Scientist - Credit Risk

First National Bank; Omaha (NE); On-site; USD 159,000 - 270,000; Full time

Benefits offered by this job

Medical Insurance

Dental Insurance

Vision Insurance

401k with match

Time Off

HSA

Job summary

First National Bank is seeking a Sr. Director, Advanced Data Scientist to lead the modeling roadmap and oversee development of credit-risk ML models. You will drive cross-functional alignment, deliver business impact, and govern model lifecycle from problem framing to production.

The role requires strong quantitative leadership, expertise in Python/R, SQL, and modern ML methods, plus experience with model risk and regulatory considerations. Onsite work in Omaha.”

Qualifications

• Master’s degree or PhD in a quantitative field (Statistics, Data Science, CS, Math).
• PhD strongly preferred with research in ML, stats, or quantitative finance.
• 7+ years in statistical/ML model development, preferably in financial services.
• Strong experience with Python and/or R; solid SQL.
• Experience with gradient boosting, XGBoost, LightGBM, ensembles, neural networks.
• Experience with model explainability techniques (SHAP, partial dependence).
• Full lifecycle of model development, implementation and monitoring.
• Understanding of credit risk concepts and consumer lending.

Responsibilities

• Define multi-year modeling roadmap for credit-risk models.
• Lead end-to-end model development from problem to production.
• Apply ML techniques to large datasets.
• Communicate strategy to senior leaders with executive-ready reports.
• Develop monitoring frameworks for model performance and drift.
• Stay current with advances in ML and regulatory expectations.

Skills

Python

R

SQL

ML

Credit risk

Leadership

Explainable AI

SHAP

Education

Master’s or PhD in quantitative field

PhD strongly preferred

Tools

XGBoost

LightGBM

Neural networks

Ensemble methods

Job description

First National Bank is seeking a Sr. Director, Advanced Data Scientist to lead the modeling roadmap and oversee development of credit-risk ML models. You will drive cross-functional alignment, deliver business impact, and govern model lifecycle from problem framing to production.

The role requires strong quantitative leadership, expertise in Python/R, SQL, and modern ML methods, plus experience with model risk and regulatory considerations. Onsite work in Omaha.”