VP, Model Risk Validation: Securitized & Mortgage Models

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