The problem with your code is that val returns the value attribute of the option, not its text.
var tz = $("#Selector").val();
var loader = "1";
var Sender = "2";
if (tz == loader) {
document.location = '/Admin/Marketing/Load_File';
}
else if (tz == Sender) {
document.location = '/Admin/Marketing/Send_Mail';
}
Simple debugging of your code would have shown you this, if you learn how to debug your code then problems like this are easily solvable yourself. Another way of doing it would be like this;
<select class="form-control input-sm" id="Selector">
<option value="/Admin/Marketing/Load_File">Email Loader</option>
<option value="/Admin/Marketing/Send_Mail">Send email</option>
</select>
var tz = $("#Selector").val();
document.location = tz;