Job Summary

Valuation Methodology (VM) team is the Subject Matter Expert with respect to the fair valuation of the Bank’s positions in Global Markets and Banking, and ensuring the (stress) prudent regulatory requirements are met. The main responsibilities of this role are:

Set up and maintain the model framework for Global Markets and Banking Valuation Methodology team.
Collaborate with model validation, model risk governance and VM production teams to ensure that all the models used by VM team are compliant with internal governance and regulatory requirements.
Provide valuation methodology support including advice on new models, new calibration and potential impact on valuations of different modelling choices.
Develop and implement the methodologies used in valuation space. For example: Independent Price Verification, Bid Offer reserve, Prudent Valuation Adjustments...etc.
Design and implement model performance monitoring.
Perform core model development test and model implementation test.




Prepare the technical development documents for the models used by VM teams and submit to model validation team for review and challenge.

Key Responsibilities

Strategy

Partner with the business as part of the Finance goal to collectively support the evolution of the business through the deploying models of quantitative analytics whilst ensuring the integrity of the control environment.
Continuously review and improve the valuation policies and methodologies to align with evolving regulatory and market requirements.

Business

Coordinate with stakeholders to maintain compliance with accounting, internal model governance and regulatory requirements.

Processes

Design, develop, implement, test, and document the models used in valuation space.

People & Talent

Foster collaboration, and create an workplace of accountability, trust, and excellence.
Build an inclusive and positive work environment.

Risk Management

Identify, measure, and monitor model risks and model limitation

📌 Vice President, Valuation Methodology (Bengaluru)
🏢 Standard Chartered India
📍 Bengaluru