• Work on Centralized Credit Information Bureau • Develop and design internal VaR module for Market risk based on MyBank portfolio• Work on ICAAP module based on MyBank portfolio• Develop and design the Liquidity VaR and Earning at Risk module for ICAAP requirement based on MyBank portfolio• Develop and design Concentration Risk module based on PD approach for ICAAP requirement• Set up Middle Office framework along with different monitoring reports like “Counterparty Limit,… Show more • Work on Centralized Credit Information Bureau • Develop and design internal VaR module for Market risk based on MyBank portfolio• Work on ICAAP module based on MyBank portfolio• Develop and design the Liquidity VaR and Earning at Risk module for ICAAP requirement based on MyBank portfolio• Develop and design Concentration Risk module based on PD approach for ICAAP requirement• Set up Middle Office framework along with different monitoring reports like “Counterparty Limit, Reprising Gap, PnL and Gap Analysis”• Monitor Front and Back Office operations to figure out gaps and strengthen the internal controls• Work and monitor the branches operation for Operational risk• Review core banking system (MYSIS) for internal controls to figure out any gaps• Review and have hands-on experience in “Appraisal of a Credit Proposal”• Work and have hands-on experience in “Financing against shares” and “Margin requirements”• Work and have hands-on experience in “Obligor Risk Rating” framework Show less

• 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 which help translate risk analysis• Work on Credit, Market and Operational risk according to Basel II Compliant• Work and design VaR Models ( Variance and Co-Variance, Historical and Monte Carlo Simulation)• Do regulatory credit, market and operational risk reporting to SBP on behalf of different… Show more • 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 which help translate risk analysis• Work on Credit, Market and Operational risk according to Basel II Compliant• Work and design VaR Models ( Variance and Co-Variance, Historical and Monte Carlo Simulation)• Do regulatory credit, market and operational risk reporting to SBP on behalf of different clients on capacity of consultant• Work on Asset Liability Management (ALM) to determine the structured decision-making process for matching the mix of assets and liabilities• Work and design Stress Testing Models to quantify the impact of possible changes in economic environment on the financial institution• Design specification, functional requirements and validation of specification of models• Design and model the effective price modeling of financial instruments and specify the mechanism and working of the same• Work and model derivative instruments’ pricing models and its risk management application and solutions• Work and design specification of Equity Futures and its Model 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 their credit worthiness• Design and model Probability of Default (PD) models for different characteristics using the Mortality approach• Design and model Internal Credit Risk Rating mechanism to determine an obligor rating based on the assigned probability of default and facility rating under central bank of Pakistan and Basel II guidelines • Design and implement Basel II Compliant software solutions for financial institution• Help conduct training sessions for clients on and off sites and also deploy the built-in software at clients’ sites Show less