VP, Model Validation — Mortgage & Securitized Assets

Nomura Holdings, Inc.; New York, Northern (NY, KY); Hybrid; USD 160,000 - 185,000; Full time

Benefits offered by this job

Sign-on bonus

RSUs

Discretionary awards

Commissions (sales roles)

401(k) and paid time off

Job summary

Nomura Holdings, Inc. is seeking a VP-level professional for the Model Validation Group in the U.S. to validate Agency mortgage and securitized product models. The role focuses on assessing conceptual soundness, monitoring, and risk in model outputs, with presentations to senior leadership.

The candidate should have 3–5 years in model validation or a front-office quantitative role at a major financial institution, strong Python/R/SQL skills, and a Ph.D. in a quantitative field preferred.

Qualifications

• Ph.D. in statistics, mathematics, economics or related field preferred; a Master's with exceptional relevant experience may suffice.
• 3–5 years of experience in model validation or a front-office quantitative group at a major financial institution.

Responsibilities

• Validate models used across the Agency mortgage and securitized products businesses.
• Evaluate model conceptual soundness and monitoring frameworks.
• Identify, analyze, and quantify potential model risk and output robustness.
• Produce comprehensive model validation documentation with findings and risk assessments.
• Present validation results to senior management and governance committees.
• Build collaborative partnerships with stakeholders while maintaining independent challenge.

Skills

Python

R

SQL

Education

Ph.D. in quantitative discipline

Master's degree with exceptional relevant experience

Job description

Nomura Holdings, Inc. is seeking a VP-level professional for the Model Validation Group in the U.S. to validate Agency mortgage and securitized product models. The role focuses on assessing conceptual soundness, monitoring, and risk in model outputs, with presentations to senior leadership.

The candidate should have 3–5 years in model validation or a front-office quantitative role at a major financial institution, strong Python/R/SQL skills, and a Ph.D. in a quantitative field preferred.