Job ID: 37905
Location: Singapore, SG
Area of interest: Audit, Accounting & Finance
Job type: Regular Employee
Work style: Hybrid Working
Opening date: 11 Sept 2025

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 DQM (Deterministic Quantitative Method) 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 calculations performed by VM team are compliant with internal governance and regulatory requirements.
• Provide valuation support including advice on new product initiatives, deal pipeline and potential impact on valuations and respond to requests for ad-hoc analysis and reports.
• Define and implement the methodologies used in valuation space. For example: Independent Price Verification, Bid Offer reserve, Prudent Valuation Adjustments…etc.
• Prepare the technical development documents for the calculations performed by VM team and submit to model validation team for review and challenge.
• Perform the PVA Stress Testing (ICAAP or BoE) and prepare the model use test report.
• Automate and streamline the processes within VM to drive the evolution of the valuation ecosystem.

ABOUT STANDARD CHARTERED

We’re an international bank, nimble enough to act, big enough for impact. For more than 170 years, we’ve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you’re looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can’t wait to see the talents you can bring us.
Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you’ll see how we value difference and advocate inclusion.

Together we:

• Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do
• Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well
• Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term

ROLE SPECIFIC TECHNICAL COMPETENCIES

• Financial derivatives valuations across asset classes and products.
• Pricing Models and Analytics
• Experiences in Valuation Methodology for PVA, FVA, IPV.
• Model governance
• Effective Communications
• Programming

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 DQM (Deterministic Quantitative Method) 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 calculations performed by VM team are compliant with internal governance and regulatory requirements.
• Provide valuation support including advice on new product initiatives, deal pipeline and potential impact on valuations and respond to requests for ad-hoc analysis and reports.
• Define and implement the methodologies used in valuation space. For example: Independent Price Verification, Bid Offer reserve, Prudent Valuation Adjustments…etc.
• Prepare the technical development documents for the calculations performed by VM team and submit to model validation team for review and challenge.
• Perform the PVA Stress Testing (ICAAP or BoE) and prepare the model use test report.
• Automate and streamline the processes within VM to drive the evolution of the valuation ecosystem