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Selby Jennings · 3 days ago

VP Machine Learning Quant (Mortgages)

New York, NY

Full-time

Onsite

Senior Level

$200K/yr - $250K/yr

Selby Jennings is seeking a VP Machine Learning Quant specializing in Global Mortgages and Securitized Products. This role focuses on applying advanced AI/ML techniques to transform mortgage analytics, trading strategies, and risk management, while leading innovation in the field.

BankingEmploymentRecruiting

Hiring Manager

Mike Madsen

Responsibilities

AI/ML Model Development: Design and implement advanced ML models for mortgage prepayment and default forecasting, leveraging deep learning, NLP, and generative AI

LLM Applications: Develop and deploy LLM-based solutions (e.g., ChatGPT-style models) for automating research workflows, extracting insights from unstructured mortgage data, and enhancing decision-making

Data Engineering & Feature Innovation: Integrate traditional mortgage datasets with alternative data sources; build pipelines for large-scale, high-dimensional data

Model Governance & Performance: Ensure compliance with model risk standards (SR 11-7) and maintain robust monitoring for accuracy and stability

Cross-Functional Collaboration: Work closely with Trading, Research, Technology, and Risk teams to embed ML-driven insights into pricing, hedging, and portfolio strategies

Thought Leadership: Drive innovation in AI/ML for structured finance; mentor junior talent and contribute to best practices in generative AI applications

Qualification

Machine LearningDeep LearningNatural Language ProcessingPythonLarge Language ModelsData EngineeringFixed-Income ProductsCloud PlatformsModel Risk GovernanceReinforcement Learning