Quantitative Valuation Fair Value Accounting Wholesale Lending Location Bangalore Pune Chennai Level Consulting Manager Sr Consulting Manager Notice Period 60 to 90 days Role Summary Lead the development governance and oversight of fair value models for Wholesale Banking - Lending Valuation portfolios ensuring compliance with IFRS 13 ASC 820 internal Model Risk Management MRM policies and regulatory Model Validation standards such as SR 11-7 Drive automation innovation and stakeholder engagement to deliver accurate and transparent valuation processes Key Responsibilities Define and execute valuation strategy for wholesale lending portfolios Oversee model development validation and governance aligned with SR 11-7 principles and ECB TRIM guidelines Partner with Finance Risk and Audit for financial reporting and regulatory reviews Guide a team of Data Scientists and Quant developers and foster a culture of compliance and innovation Drive automation and explore AI ML for valuation and scenario analysis Required Qualifications BE BTech and MBA Master s in Finance Mathematics or related quantitative discipline 10 years in quantitative valuation fair value accounting and model validation Expertise in IFRS 13 ASC 820 SR 11-7 ECB TRIM and wholesale lending products Advanced proficiency in Python SAS SPSS MATLAB any two mandatory and large-scale data wrangling exposure in SQL Hadoop Scala Robust customer facing and stakeholder management skills along with the ability to guide Consultants and grow the practice KPIs MRM Compliance 100 adherence to SR 11-7 and internal governance Model Validation Timely completion of validations and remediation of models Audit Findings Zero high-severity issues related to valuation models Automation Achieve X automation of valuation processes within 12 months Accuracy Maintain valuation variance within acceptable thresholds Preferred Experience with Basel IFRS 9 CECL frameworks Familiarity with governance committees and regulatory interactions Exposure to AI ML for valuation and risk modeling

📌 Quantitative Valuation (fair Value Accounting, Wholesale Lending) - Consulting Manager & Sr Consulting Manager (India)
🏢 People First Consultants
📍 India