Work History

Work History
Jul 2009 - Present

Risk Analyst

Pak Kuwait Investment Company
  • Development of broad level Risk Management Policy and comprehensive Risk Management Process Manual.
  • Credit Proposal Evaluations, Approvals and Reviews for Corporate and Investment Banking customers.
  • Credit Portfolio Analysis, Profitability Analysis, Sectoral Analysis, Score Distribution Analysis, Rating Transition, Infection Analysis, Stress Testing.
  • Establishment of Operational Risk Unit and reviewing Internal Controls Environment.
  • Formulation of Operational Risk Implementation Framework and Implementation.
  • Basel II advanced approaches and Internal Capital Adequacy Assessment Process Implementation.
  • Formulation of strategy for development of “Forecasted Probability of Default” model for Credit Risk, identification of variables and proposition of PD model.
  • Calculation of Risk Rating Grade wise Historical Default Probabilities and Value at Risk (VAR) Methodology.
  • Core Banking System and Risk Management System evaluation and selection.
  • Implementation of Credit Risk Reporting and Risk Modeling System named “Oracle Revelues (modules CCRA, RCRA, MRA, ALM, ROR and Modeling Framework)”.
  • Support and vet the Loan Origination and Front Office System named “Oracle Siebels” and “Oracle Treasury”.
  • Review and vet the Treasury Policy, Financial Institutions Policy and Corporate Finance Policy.
  • Internal Risk Rating System development, review and revision for Corporate and FI Customers
Oct 2007 - Jul 2009

Risk Analyst

Faysal Bank Limited
  • Credit Portfolio Analysis, Profitability Analysis, Stress Testing.
  • Review of Credit Risk Rating Models for Corporate, Commercial, and FI Customers.
  • Calculated Capital Adequacy ratio using standardized approaches of Credit, Market and Basic Indicator Approach for Operational Risk.
  • Formulation of monthly Key Risk Indicators and compilation of semi-annual Operational Loss Database.
  • Participated in evaluating foreign and local vendors for Implementation of Basel Calculation engine and Risk Management solution.
  • Conducted Data and System Gap Analysis in context to advanced approaches under Basel II.
  • Evaluated the Risk Management policy and procedural manuals in compliance with Basel II.
  • Evaluated Credit Approval policies and Treasury Manual in compliance with Basel II.
  • Conducted Value at Risk analysis on Trading Book exposures.
  • Conducted analysis and generated reports for Interest rate risk and Liquidity risk.
  • Participated in mapping of Bank’s Income to eight business lines for Operational Risk standardized approach.
  • Jointly conducted RCSA sessions with Ernst & Young team for identification of Bank wide Key Operational Risks.
  • Calculation of Probability of Default on each rating grade.
  • Evaluated Credit Approval Policies and Capital Charge Calculation policy for securitized exposures.
  • Participated in modification of Credit Rating models.
Apr 2006 - Sep 2007

Risk Analyst

National Bank of Pakistan
  • Established Treasury Middle Office and limit monitoring for FX, MM and Equity portfolio regulatory and internal limits.
  • Established Asset & Liability Management Unit and conducted Net Interest Income and Net Portfolio Value analysis for bank wide portfolio (including Trading and Banking Book).
  • Contributed in formulation of draft policies and procedures for;
    1. NBP-Hong Kong Branch to comply with Interest Rate Risk Management requirements of HKMA,
    2. Market and Liquidity Risk covering FX Risk, Equity Position Risk, Money Market Exposure Risk, Interest Rate Risk and Liquidity Risk (Approved by BOD).
    3. Contingency Funding Plan and Business Continuity Plan.
  • Participated in projects like;
    1. SAS Implementation and Risk Automation project with assistance of Abacus Consultants.
    2. Basel II Gap Analysis Report conducted by KPMG on National Bank of Pakistan.
  • Conducted technical analysis like;
    1. Stress Testing on bank wide portfolio and frequent submission to SBP.
    2. Back Testing and Trend Analysis of estimated P&L (Profit and Loss) against realized P&L.
    3. Value at Risk Model based on Historical Simulation and Variance Covariance Techniques.
    4. Evaluated the existing Fund Transfer Pricing mechanism and suggested for improvements
  • Calculated Capital Adequacy ratio using Standardized Approaches of Credit, Market Risk and Basic Indicator Approach for Operational Risk.

Education

Education

Interest

Reading Financial Management Books

Reading Economics and Econometrics Books

Watching Sports

Playing Cricket

Watching and reading NEWS

Objective

To excel in the field, and all the associated fields, of business management and create value for the employer in every activity I perform. To become a valuable resource for my organization, I constantly strive to diversify my knowledge, education and professional knowledge-base.

Skills

Skills

Java

Oracle Systems

Windows 7

MS Office 2010