Expert in fair value valuation for lending portfolios (HTCS / HtC / HtS).
Deep knowledge of discounted cash flow, curves, pricing and credit drivers.
Functional owner of valuation logic and assumptions.
Translates financial theory into clear, implementable calculation rules.
Able to validate, reconcile and explain valuation outcomes end‑to‑end.
Leads impact analysis for model, portfolio, or policy changes.
Supports SOx, audit and model validation discussions.
Strong understanding of data inputs and calculation chains.
Works closely with DS and engineers, providing functional direction.
Drives knowledge transfer and continuity within the squad.
