Director - Valuation Risk & Policy

Director, Valuation Risk & Policy (Mumbai)

Lead the Mumbai VRP team to design/validate valuation methodologies (IPV, FVA, Pruval) across all asset classes, ensure governance compliance, and represent the unit globally.

Must-Have Skills & Experience

Technical Expertise:

- Deep understanding of complex structured products and valuation models.

- Proven experience in developing IPV, FVA, and Prudential Valuation Adjustment frameworks.

- Ability to validate Front Office methodologies and address market data/liquidity challenges (e.g., proxy reliance).

Leadership & Management:

- 10+ years in Finance/Risk Control (Investment Banking or top financial consultancy).

- Experience managing technical teams and implementing people strategies (recruitment, retention, development).

- Track record of leading large, complex change projects in banking.

Stakeholder Influence:

- Ability to communicate complex quant concepts to non-technical audiences (traders, regulators, senior management).

- Experience in internal/external governance forums (e.g., Valuation Control Oversight Committee, regulatory meetings).

Critical Competencies:

- Problem-solving under tight deadlines with high-quality outputs.

- Innovative mindset to challenge status quo and drive improvements.

- Strong business/data analysis skills.

Key Responsibilities

- Define team strategy, methodologies, and governance for global valuation policies.

- Provide technical guidance to Valuation Risk teams and validate FO models.

- Represent the unit in senior forums and maintain regulator relationships.

- Foster talent development and succession planning.