Senior Director, Credit Risk Analytics & ML Strategy

First National Bank of Omaha; 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

Tuition Assistance

Job summary

First National Bank of Omaha (FNBO) is seeking a Sr. Director, Advanced Data Scientist to lead multi-year modeling initiatives for credit acquisition, underwriting, and portfolio management.

You will guide modeling strategy, oversee development of cutting-edge ML models, and partner with risk, compliance, and technology teams to drive measurable business impact. You will shape the modeling roadmap, ensure robust validation, and champion explainable AI while staying current with regulatory

Qualifications

• Master's or PhD in Statistics, Data Science, Computer Science, Mathematics, Operations Research, Econometrics, or related quantitative field.
• PhD strongly preferred for research experience in ML, statistics, or quantitative finance.
• 7+ years of experience developing statistical or machine learning models in financial services or consumer credit.
• Strong experience independently developing predictive models using large datasets.
• Proficiency in Python and/or R; strong SQL skills.
• Experience with gradient boosting, ensemble methods, neural networks, SHAP, and model explainability.

Responsibilities

• Design and develop advanced ML models for credit card acquisition, underwriting, and customer risk.
• Lead end-to-end model development from problem definition to production deployment.
• Develop monitoring frameworks for model performance and stability.
• Advise on fair lending analyses and risk implications.
• Communicate findings to senior leadership with executive-ready reporting.

Skills

Python

R

SQL

Gradient Boosting

Ensemble Methods

SHAP

Explainable AI

Credit Risk

Education

Master's or PhD in Statistics/Data Science/CS/Math

PhD strongly preferred, ML/quantitative research

Tools

XGBoost

LightGBM

Survival Analysis

Pandas/Numpy

Job description

First National Bank of Omaha (FNBO) is seeking a Sr. Director, Advanced Data Scientist to lead multi-year modeling initiatives for credit acquisition, underwriting, and portfolio management.

You will guide modeling strategy, oversee development of cutting-edge ML models, and partner with risk, compliance, and technology teams to drive measurable business impact. You will shape the modeling roadmap, ensure robust validation, and champion explainable AI while staying current with regulatory