Yes Bank - VP/Sr VP - Economic Capital Modeling/Model Validation

Designation - Economic Capital Modeling / Model Validation (VP /SVP)

Experience - 5-10 years of Work Experience in Trade

Location - Mumbai

No. of open Position - 1

Operational Risk & Capital Compliance

Qualifications & other skills

- Sound understanding of Credit Risk / Market Risk / Operational Risk Pricing / Capital Models

- Ability to work with various Units for creation and validation of models

- Understanding of BASEL 2 /2.5 / 3 / Regulatory guidelines on migration to IMA / AMA and IRB Model

- Good Quantitative & Statistical modeling Skills