I know that there are many characters in Tolkien’s works are inspired by Celtic and Norse mythology. But, I also find the similarities between the Valar and the Greek deities in mythologies too. Still, they are only similar in terms of titles and duties instead of the inner characters, because the Greek gods and goddess and much crueller and spiteful comparing with the benevolence of the Valar. So here is that small portion of similarities:
Manwe: Zeus
Ulmo: Poseidon
Aule: Hades/Hephaestus
Yavanna: Demeter
Varda: Hera
Orome: Orion
Nienna: Psyche (goddess of human suffering)
Vana: Persephone ?
Nienna: Minemosyne (goddess of memories)
Mandos: Thanatos/Hades
Lorien: Morpheus
Este: Epione (Goddess of soothing pain)
Tulkas: Hercules
Nessa: Artemis
Melkor: Seth (Egyptian god of chaos)/Loki/Satan (definitely)
Sauron: Loki (shapeshifter and deceiver)
Melkor and Sauron are the only ones inspired by Celtic/Norse religion. But the others are closer to Greek mythology. I’m not too familiar with Norse mythology actually. It’s find if your disagree my concept and explain the similarities of the Norse deities and the Valar if you could.