Senior Director, Credit Risk ML & Strategy

First National Bank of Omaha; Kentucky; Remote; USD 159,000 - 270,000; Full time

Benefits offered by this job

Medical Insurance

Dental Insurance

401k with matching

Time Off Programs

Health Savings Account (HSA)

Job summary

First National Bank of Omaha is seeking a Sr. Director, Advanced Data Scientist to lead a multi-year credit-risk modeling roadmap and build advanced ML models for acquisition, underwriting, and portfolio management.

You will drive strategy, partner with risk and technology teams, and deliver measurable business impact at scale. The role emphasizes technical leadership, model explainability (SHAP/partial dependence), and governance across the full model lifecycle, with remote-friendly, nationwide

Qualifications

• Master's degree or PhD in a quantitative field (stats, data science, CS, math, econometrics).
• PhD strongly preferred for candidates with strong research in ML or quantitative finance.
• 7+ years of experience building statistical or ML models, preferably in financial services or consumer credit.

Responsibilities

• Define and own a multi-year modeling roadmap for credit-risk acquisition and portfolio management models.
• Lead discussions with senior stakeholders to align methodology, priorities, and risk considerations.
• Design and develop advanced ML models for credit card acquisition, underwriting, and account management.
• Conduct fair lending analysis and evaluate models for interpretability and regulatory compliance.
• Own end-to-end model development projects from problem framing to production deployment and monitoring.
• Establish training/validation/out-of-time testing strategies and document methodologies.

Skills

Python

R

SQL

Gradient boosting/XGBoost/LightGBM

Neural networks

SHAP

Partial dependence

Model development lifecycle

Credit risk concepts

Education

Master's degree in Statistics, Data Science, CS, Mathematics, OR Econometrics

PhD strongly preferred (ML/quantitative finance)

Tools

None

Job description

First National Bank of Omaha is seeking a Sr. Director, Advanced Data Scientist to lead a multi-year credit-risk modeling roadmap and build advanced ML models for acquisition, underwriting, and portfolio management.

You will drive strategy, partner with risk and technology teams, and deliver measurable business impact at scale. The role emphasizes technical leadership, model explainability (SHAP/partial dependence), and governance across the full model lifecycle, with remote-friendly, nationwide