Gender

Male

Location

Karachi, Pakistan

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• Work and have hand-on experience of Credit, Market and Operational risk as per Basel II Compliant • Work on Credit and Market risk for capital adequacy assessment under FIRB and IMA approaches under Basel II • Work and design ICAAP Model for internal capital adequacy assessment and its implementation • Work and design VaR Models (Variance and Co-Variance, Historical and Monte Carlo Simulation) • Develop and implement regulatory credit, market and operational risk reporting frame as per the guidelines by SBP • Set up and have hand-on experience of Treasury Middle Office framework • Have hand-on experience of Front and Back Office operations • Have hands-on experience of core banking system (MISYS) • Review and have hands-on experience in “Appraisal of a Credit Proposal” • Work and have hands-on experience in “Financing against shares” • Work and have hands-on experience in “Obligor Risk Rating” framework • Work and design Stress Testing Frame as per the guidelines by SBP • Work on Centralized Credit Information Bureau • Develop and design Concentration Risk module based on PD approach for ICAAP requirement • Work and design Asset Liability Management (ALM) framework • Design specification, functional requirements and validation of specification of models • Design and model the effective price modeling of financial instruments • Work and model derivative instruments’ pricing models and its implementation • Work and design specification of Equity Futures framework for computation of credit and market risk components • Work and design Cross Currency Swap Model based on bond and forward curve model for credit and market risk components • Design and model Customer Scoring mechanism to quantify customer attributes and credit worthiness of the customers • Design and model Probability of Default (PD) models for different characteristics using the Mortality approach Specialties: Enterprises Financial Risk Management, Credit Risk, Obligor Risk Rating, Credit Risk Modeling, Regulatory Reporting of Central Bank of Pakistan as per Basel II guidelines, Market Risk, Derivative Pricing and Risk Management, Asset Liability Management & Treasury Front, Middle and Back Office Operations.

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