I am a data scientist working at a big firm in the San Francisco Bay Area. I have a PhD in CS with a specialization in AI / Machine Learning / NLP from a US uni

I am a data scientist working at a big firm in the San Francisco Bay Area. I have a PhD in CS with a specialization in AI / Machine Learning / NLP from a US university. I am from India. So I assume my nationality will be an immigration barrier in most countries. Is this something I should mention while formally applying?