VP, Model Risk Validation: Securitized & Mortgage Models

Selby Jennings; New York (NY); On-site; USD 140,000 - 190,000; Full time

Job summary

Selby Jennings is seeking a VP-level Model Risk professional in New York to join its growing model risk management team. The role centers on independent validation and oversight of models for securitized products, collaborating with quantitative teams, risk management, and senior stakeholders.

This is a highly visible opportunity for someone with strong quantitative and mortgage modeling experience who wants to influence model governance, risk oversight, and decision-making in a complex trading

Qualifications

• 3+ years in Model Risk, Model Validation or a quantitative role within a financial institution.
• Strong knowledge of mortgage-backed securities and the mortgage market.
• Proficiency with Python, R, or SQL for model validation.

Responsibilities

• Independently validate agency securitized products models, assessing methodology, assumptions, performance, and model limitations.
• Analyze and quantify model risk, including sensitivity testing, calibration reviews, and ongoing performance monitoring.
• Present validation findings and risk assessments to senior management, governance committees, and key business stakeholders.

Skills

Quantitative skills

Tools

Python

R

SQL

Job description

Selby Jennings is seeking a VP-level Model Risk professional in New York to join its growing model risk management team. The role centers on independent validation and oversight of models for securitized products, collaborating with quantitative teams, risk management, and senior stakeholders.

This is a highly visible opportunity for someone with strong quantitative and mortgage modeling experience who wants to influence model governance, risk oversight, and decision-making in a complex trading