Olga Yashkir

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Olga Yashkir

Locality: London, United Kingdom
Summary: 10+ years experience and a successful record in financial risk management in banks; strong analytical skills, ability to manage and complete projects on time, and to communicate efficiently with businesses; an efficient developer of new methodologies. SUMMARY OF QUALIFICATIONS Development and implementation of new methodologies for credit risk modelling to meet Basel II requirements for the portfolio credit risk. Credit risk estimation (credit spreads, transition matrices evaluation, loss given default, credit cycles, calibration of credit risk model parameters, validation of existing models). Short term rate modelling (fat tail distributions, autocorrelations), correlation algorithms for portfolio risk estimation Applied mathematics: optimization, identification and modelling; development and comparative analysis of iterative numerical algorithms. Proven record of efficient business communication including project management (project requirements, structure development, identification of data sources, data collection) project realization, implementation, impact analysis, Basel II compliance and credit risk monitoring.
Current: Vice President at Deutsche Bank
Past: Manager at TD Bank Senior Analyst at BANK OF MONTREAL, Market Risk (Toronto, Canada) Research Associate at UNIVERSITY OF TORONTO see less...
Industry: Banking
Experience: Deutsche Bank (Public Company; DB; Banking industry): Vice President,  (2007-Present) 
TD Bank (Banking industry): Manager,  (2003-December 2006) 
BANK OF MONTREAL, Market Risk (Toronto, Canada) (Banking industry): Senior Analyst,  (1998-2002) 
UNIVERSITY OF TORONTO (Banking industry): Research Associate,  (1...
Interests: job inquiries, expertise requests, reference requests, getting back in touch

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Articles about the construction :: Even good old tiles, as it ...

"The biggest demand is for precisely those profiles which are produced in Ukraine"," says Olga Yashkir. According to her, as demand for metal roofing is now growing, "Rannila Kiev ...