- Participate in the daily capture, monitor, control and reporting of the Bank’s Market risk exposure and ensure approved limits are complied with.- Assist in the planning and implementation of the market risk policies, market risk management framework and internal controls, and ensure its compliance by the different business units.- Work closely with Treasury and Finance functions and support for the preparation of ALCO, BRC pack and other reports related to the Bank’s Market risk exposure.- Development of Risk Sensitivity Models on the Bank's position. This includes Duration, PVBP & VaR analysis, EVE etc.- Development of NMD (Non-Maturity Deposits) Maturity Model on historical Behavioral data for ALM GAPs.- SBP Stress Testing for Market & Liquidity Risks.- Review of Counterparty Limits & Daily Monitoring of treasury exposures against the approved limits.

• Independently monitor the business’ compliance with the independent limit/trigger framework.• Ensure that reports are in compliance with statutory policies and procedures.• Prepare Market Risk pack for IRMC, ALCO and BRC.• Prepare standard corporate ALCO approved ratios.• Prepare projected liquidity Gap report and Stress Scenarios.• Prepare Maturity and Interest Rate Gap reports.• Review the Market Risk Reports, and ensure that any reasonableness, consistency and completeness issues are appropriately addressed.• Prepare and Monitor Profitability of FX, MM and Equity desk.

- Product Implementation at client-site. From configuring the application to resolving functionality issues with the help of technology team.- Validation of Credit Scoring & Probability of Default (%) model of system Obligor Risk Rating.- Software testing on any new application releases or newly introduced modules/screens in system.- Validation of reports/models on Risk Management system on MS-excel. This includes Liquidity reports, BASEL regulatory reports for Market, Credit & Operational Risk, ICAAP & Stress Testing, Asset Liability Management and VaR Reports.- Getting responses and issues at client-site and coordinating with Managers at local offices to manage expectations of client.- All documentation at the client-site.- Preparing and getting signoffs of the UAT (User Acceptance Tests).- Reconciliation of data extracted from the Core system to Risk system.- Understanding of the Database structure to manage with the data from back end. Have to be hands on with basic SQL queries through which data can be viewed.- Gathering financials information of prospective clients to key-in to Risk system and generate Risk reports for demo purposes.

Taught the Course of Risk Theory & Insurance

• Monitoring daily Treasury activities and guiding the business team to manage the positions as per the risk policies.• Monitoring and validating the profitability of the all the FX exposures of bank including Branches position, Nostro accounts, Forward position revaluation.• Help construct and maintain an independent liquidity risk-reporting framework called as MAR (Market Access requirement) and Stress Test Scenario. Also directing the business team to take positions to comply with the limits provided.• Conduct the rate reasonability checks on FX and MM positions by comparing with the benchmark rates and asking front office team to provide justifications on breaches.• Preparing Minimum Capital Requirement ‘MCR’ report on BASEL II for market risk as required by the regulators (local & parent company).• Monitor limit excesses on an ongoing basis to ensure corrective action is carried out.• Independently monitor the business’ compliance with the independent limit / trigger framework.• Construct and implement standard stress tests.• Produce the Market Risk Reports, and ensure that any reasonableness, consistency and completeness issues are appropriately addressed.• Establish the methodologies for calculating factor sensitivities.• Worked on Alchemy Risk Management, actuaries and analyst system and performs financial modeling to evaluate risk and validating the same.• Establish the statistical techniques and assumptions used for VAR calculations; define the parameters used in the statistical simulation of market risk measurements for internal risk monitoring purposes as well as for external, regulatory reporting purposes.• Assist in the quality control process by reviewing liquidity risk reports for reasonableness, consistency and completeness.• Performing Stress testing focusing on “Simple sensitivity analysis” at different shock levels.• Preparing GAP reports.

• Worked on Investment portfolio of one of the Pakistan’s largest Life insurance company.• Studied the Balance Sheets & Investment portfolios of different Banks, Insurance Companies & Financial Institutions.• Follows up local regulator instructed guidelines & BASEL II Compliance for Banks for Reporting purposes.• Collecting the data from client of the Balance Sheet, Investment Exposures and generating the risk numbers on daily basis.• Validation of the reports generated by the Risk Management system. • Derivative pricing & Modeling• Risk Measures (Value at Risk) for stocks & derivatives like Options, Interest Rate Swaps etc.• Exhaustive testing of the Risk Management system.• Written Technical documents on procedures & reports prescribed by SBP(Local regulator) on Risk Management system.