Sr. Director, Advanced Data Scientist

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

Summary of the Job

At FNBO, our employees are the heart of our story—and we’re committed to their success! Please see below the details of this career opportunity and how it fits into our organization’s success. Summary of the Job: The Sr. Director, Advanced Data Scientist will provide senior strategic and technical leadership within the Partnership Division's data science and modeling function. This role is responsible for defining and executing multi-year modeling roadmap and overseeing the development and implementation of advanced machine learning models that support credit decisioning and portfolio management. The successful candidate will combine deep quantitative expertise with the organizational influence and executive presence required to shape strategy, drive cross-functional alignment, and deliver measurable business impact at scale.

About This Role

Vision and Strategy

Define and own the multi-year modeling roadmap for the development of several critical custom credit-risk acquisition and portfolio management models, establishing strategic priorities, sequencing, and investment rationale aligned with Partnership Division business objectives. Serve as a senior thought leader and decision-maker on modeling approaches, leading discussions with senior business, credit risk, first line of risk, compliance, and technology stakeholders to align methodology, priorities, and risk considerations. Identify and evaluate emerging modeling capabilities, analytical approaches, and implementation methods that can expand the division's competitive advantage in credit decisioning and customer risk management. Communicate modeling strategy, project status, and key results to senior leaders through clear, executive-ready reporting — translating complex quantitative findings into actionable business insights and ensuring leadership has the visibility needed to make informed decisions.

Model Development

Independently design and develop advanced ML models for credit card acquisition and underwriting and account management and customer risk. Apply advanced statistical and machine learning techniques to large-scale customer and credit datasets. Evaluate and implement algorithms including gradient boosting, random forests, neural networks, generalized additive models, ensemble methods, survival models, 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.

End-to-End Model Ownership

Independently lead model-development projects from problem definition through production implementation. Translate business objectives into well-defined modeling frameworks, target variables, populations, and performance criteria. Perform feature engineering, variable selection, model development, hyperparameter optimization, and performance evaluation. Establish appropriate training, validation, and out-of-time testing strategies. Document modeling methodology, assumptions, limitations, and results. Partner with model validation and model risk management teams to address challenges and incorporate feedback.

Advanced Analytics and Research

Conduct research on emerging ML techniques and assess their applicability to credit risk. Develop innovative approaches for extracting predictive signals from traditional and alternative data sources. Investigate nonlinear relationships, interactions, customer behavior patterns, and temporal dynamics that may not be captured by traditional credit-risk models. Develop interpretable ML approaches that balance predictive performance with regulatory and business requirements. Explore techniques such as explainable AI, causal modeling, ensemble learning, semi-supervised learning, and automated machine learning where appropriate.

Model Performance and Monitoring

Develop model performance and stability monitoring frameworks. Monitor predictive performance, population shifts, variable stability, and model degradation. Identify emerging risks and recommend model recalibration, redevelopment, or replacement when appropriate. Conduct ongoing research to improve model performance and robustness.

Technical Leadership

Serve as a subject-matter expert in advanced ML and credit-risk modeling. Establish best practices for ML model development, testing, documentation, and deployment. Stay current with advances in machine learning, credit-risk analytics, and regulatory expectations.

The Ideal Candidate for This Role

Required Qualifications

• Master's degree or PhD in Statistics, Data Science, Computer Science, Mathematics, Operations Research, Econometrics, or a related quantitative field.
• PhD strongly preferred, particularly for candidates with strong research experience in machine learning, statistics, or quantitative finance.
• 7+ years of experience developing statistical or machine learning models, preferably in financial services or consumer credit with experience developing credit card acquisition and account-management models.
• Strong experience independently developing predictive models using large and complex datasets.
• Demonstrated expertise in Python and/or R; strong SQL skills.
• Experience with gradient boosting/XGBoost/LightGBM, ensemble methods, neural networks, and other advanced ML techniques.
• Experience with model explainability techniques such as SHAP and partial dependence.
• Experience with the full model-development lifecycle, including development, implementation, and monitoring.
• Strong understanding of credit-risk concepts and consumer lending.
• Candidates must possess unrestricted work authorization and not require future sponsorship.

Compensation

Compensation range (base pay): $158,696.00-$269,783.00 This role may have a specific starting pay within this range. Final compensation offer to candidate may vary from posted hiring range based upon work experience, education, and/or skill level.

Work Environment

It is anticipated that the incumbent in this role will work onsite at the posted location. Our onsite environment fosters innovation, mentorship, and a vibrant culture where ideas flow freely and relationships flourish. As part of our team, you'll experience the energy of our collaborative spaces designed to support your professional growth while working alongside talented colleagues who inspire excellence daily. Please note that work location is subject to change based on business needs.

Benefits Overview

We offer a variety of benefits designed to keep you and your family physically and financially healthy. Not only do we offer a competitive salary and work-life balance, we offer benefits to match your needs: Medical, Dental, Vision Insurance 401k, With Matching Contributions Time Off Programs Health Savings Account (HSA)/Dependent Care Employee Banking Growth Opportunities Tuition Assistance Short-Term/Long-Term Disability Insurance Learn more about FNBO benefits here: https://www.fnbo.com/careers/benefits/. For additional information regarding compensation and benefits, e-mail FNBO at [e-mail]. Job number: R-20261856

Equal Opportunity & Belonging

FNBO believes that the quality of our employee experience is at the heart of our customer experience. One key pillar of our intended employee experience is Belonging. Belonging means we are committed to fostering a workplace culture where employees of all backgrounds feel valued, recognized, and empowered to be their authentic selves—no matter their role or where they are in their journey. Learn more here. FNBO is an equal opportunity employer for all employees and applicants and makes employment decisions without regard to status or identity. FNBO is an Equal Opportunity/Affirmative Action/Veterans/Disability Employer - Member FDIC FNBO follows federal law regarding the use of marijuana (this applies to all non-California applicants) Application Deadline: All our jobs will be posted for a minimum of 5 calendar days. Job postings may come down prior to 5 calendar days based on volume of applicants.

Grow Your Career with FNBO!

For 170 years, our holding company - First National of Nebraska (FNNI) - has grown to more than 4,500 employees with locations in nine states and $35 billion in assets. We are proud to serve our customers and communities with banking offices located in Nebraska, Colorado, Illinois, Iowa, Kansas, Missouri, South Dakota, Texas and Wyoming. FNBO (First National Bank of Omaha) believes that a bank should be a force for good in the world; to positively influence the lives of our employees, customers and the success of the communities we serve. Whether you're just beginning your career or taking it to the next level, you'll find your fit here. Bilingual Careers Internships & Trainee Program FNBO believes that the quality of our employee experience is at the heart of our customer experience. One key pillar of our intended employee experience is Belonging. Belonging means we are committed to fostering a workplace culture where employees of all backgrounds feel valued, recognized, and empowered to be their authentic selves—no matter their role or where they are in their journey. FNBO is an equal opportunity employer for all employees and applicants and makes employment decisions without regard to status or identity. We strive to represent the communities in which we serve. Learn more here. FNBO endeavors to make our site accessible to any and all users. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process, please contact HR Solution One via either email or phone using the contact information below. Online (Primary Response Hours: M-F, 8a-5p Central) [e-mail] Phone (Available: M-F, 10a-2p; Central) [phone] [phone]