Monis Jawed Email & Phone Number

Pakistan

Karāchi, Sindh, Pakistan

Karachi Division, Pakistan

• Conduction, monitoring and updating models for ECL calculation under IFRS 9.• Performing MCR calculations.• Deriving behavioral risk rating for consumer portfolio.• Supervising implementation of obligor risk rating models on the banks’ credit approval and processing system (CAPS).• Reporting of FTP and VaR (FX and Equity) on monthly basis.• Development of various risk rating and profiling models.• Assistance in the development of Internal Capital Adequacy Assessment Process (ICAAP) on annual basis.

Karachi Division, Pakistan

• Development and implementation of models pertaining to ECL calculation under IFRS 9.• Development of application and behavioral risk rating models.• Development of risk profiling models for foreign exchange companies, AML/CFT and TBML.• Reporting of FTP and VaR (FX and Equity) on monthly basis.• Assistance in MCR reporting on quarterly basis.• Worked on Industry Risk Rating Models emanating suggestions for business development.

Karachi, Pakistan

• Preparation of daily equity report indicating risk profile of the total portfolio. • Computation of Value at Risk (VaR) for equity portfolio of the bank on monthly basis.• Computation of VaR for foreign currency exposures of the bank on monthly basis.• Preparation of Fund Transfer Pricing (FTP) report on monthly basis.• Preparation of Related party report for the equity portfolio on quarterly basis.• Application of Actuarial Maturity Method for perpetual assets and liabilities for the GAP report • Calculation of Duration and Convexity for the fixed income portfolio of the bank.• Participated in the preparation of Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).• Participated in preparation of Liquidity and ceiling report.• Various other tasks assigned by ALCO and MRMC at different points in time,

Karachi

o Following, updating and extracting economic and financial data from local and global resources including State Bank of Pakistan (SBP), Pakistan Bureau of Statistics (PBS), World Bank (WB) and International Monetary Fund (IMF).o Preparation of Monthly Economic Bulletins on Economic Outlook and Commodity market.o Preparation of Economic Updates on contemporary economic issues including Monetary Policy, Inflation and Debt Profile.o Preparation of industry updates including Textile, Automobiles, Telecommunications, Cement, Fertilizers, Pharmaceutical, Oil Marketing Companies (OMC’s) and Power.o Miscellaneous tasks related to data analysis and research assigned by bank management at different points in time.o Taking part in preparing presentations directly reported to ALCO,

Karachi

o Taught courses such as Continuous Time Finance, Discrete Time Finance and Financial Derivatives at Department of Mathematics, NED University of Engineering and Technology (Undergraduate Level course).o Supervised various students of Computational Finance in making of their final year project. (Undergraduate Research).

o Taught Portfolio Management and Investment Analysis at Applied Economics Research Centre. (Postgraduate level course)o Taught courses such as Risk Theory, Investment Analysis and Portfolio Management, Institutional Investments, Basic Finance, Basic Statistics, Basic Mathematics, Computer Applications at Department of Statistics and Pakistan Insurance Institute (Undergraduate Level Courses).o Taught Portfolio Management and Investment Analysis at Al Hamd Academy affiliated University of Karachi. (Undergraduate level course)o Taught Mathematics for Management, Statistics for Management and Computer Applications at Pakistan Insurance Institute affiliated University of Karachi. (Undergraduate level course)o Conducted a workshop on Applied Time Series Analysis at Applied Economics Research Centre for M. Phil,/ PhD and Faculty Members of the said institute.o Partially taught quantitative courses such Econometrics, Time Series Analysis, Linear Algebra and Numerical Analysis at Department of Statistics. (Undergraduate Level).o Supervised various students of Actuarial Sciences and Risk Management in making of their technical report. (Undergraduate Research).

M.A.S./M. Phil. (Applied Economics), Applied Economic Research Centre, University Of Karachi

Thesis Title " Competing Models of Stock Market Volatility and its Macroeconomic Determinants in Pakistan"

Bs (Actuarial Sciences And Risk Management), Department Of Statistics, University Of Karachi