Romero, who had been with the lottery since its inception in 1996, had an annual salary of $165,000.
The seven-member, governor-appointed board will interview the finalists on Friday, said lottery spokeswoman Linda Hamlin.
The finalists include the lottery’s interim CEO, David M. Barden, who came under fire for questionable travel and time out of the office while he was with the Arkansas lottery. Barden attributed the controversy to the Arkansas lottery not having needed policies and procedures in place at the time, and resigned from that lottery in the fall of 2011. Barden helped launch the South Carolina and Arkansas lotteries.
When Barden was named interim CEO last December,New Mexico Lottery board chairman Dan Salzwedel said questions about his travel and absences in Arkansas had been resolved to the satisfaction of the board.
The other finalists are:
John A. Martin, assistant director-lottery for the Maryland Lottery and Gaming Control Agency; Tom Trella, director-portfolio strategy and analysis for the Connecticut Lottery; and Dale McDonnell, a Cerrillos, N.M.-based industry consultant and former assistant director and general counsel for the Minnesota State Lottery.