Senior Director, Credit Risk ML & Strategy

First National Bank of Omaha; Virginia; Hybrid; USD 159,000 - 270,000; Full time

Benefits offered by this job

Medical Insurance

Dental Insurance

Vision Insurance

401k with matching

Paid Time Off

Health Savings Account (HSA)

Employee Banking

Growth Opportunities

Tuition Assistance

Disability Insurance

Job summary

First National Bank of Omaha is seeking a Sr. Director, Advanced Data Scientist to lead the data science and modeling function within the Partnership Division.

You will define a multi-year modeling roadmap and oversee development of advanced ML models for credit decisioning and portfolio management, translating complex analytics into strategic business decisions. The role demands deep quantitative expertise, strong communication with senior leaders, and the ability to influence across risk,

Qualifications

• Master's degree or PhD in Statistics, Data Science, Computer Science, Mathematics, Operations Research, Econometrics, or related quantitative field.
• PhD strongly preferred, particularly for candidates with strong research in ML, statistics, or quantitative finance.

Responsibilities

• Independently design and develop advanced ML models for credit card acquisition and underwriting and account management and customer risk.
• Apply advanced statistical and ML techniques to large-scale customer datasets.
• Evaluate and implement algorithms including gradient boosting, random forests, neural networks, ensemble methods, and other advanced ML approaches.
• Conduct fair lending analysis (e.g., least discriminatory analysis).
• Identify opportunities to improve model performance, stability, interpretability, and business value.

Skills

Python

R

SQL

Gradient boosting

XGBoost

LightGBM

Neural networks

Explainable AI / SHAP

Model validation

Credit risk analytics

Education

Master's degree

PhD strongly preferred

Job description

First National Bank of Omaha is seeking a Sr. Director, Advanced Data Scientist to lead the data science and modeling function within the Partnership Division.

You will define a multi-year modeling roadmap and oversee development of advanced ML models for credit decisioning and portfolio management, translating complex analytics into strategic business decisions. The role demands deep quantitative expertise, strong communication with senior leaders, and the ability to influence across risk,