International Financial Reporting Standards (IFRS) 9 requirements. Produced accurate and timely reports detailing expected credit losses across diverse portfolios.ECL Calculations: Conducted in-depth calculations of Expected Credit Losses (ECL) utilizing advanced statistical models and methodologies. Implemented sophisticated modeling techniques to assess credit risk exposure and predict potential losses under various economic scenarios.Consumer Portfolios including Calculations of Home, Autos and Staff Portfolios ECL calibration .monitoring and Manual Validation of Risk Weight Assets (RWA) for C.A.R calculation..Assistance in Macro Stress Testing, in formation of Forecasting models including all three scenerios (Baseline, Downside and upside)..Formation of Annual Recovery Plan with the help of cross functional department (Annually)

* Conduct comprehensive analysis of financial data to assess credit risk and develop effective strategies for provisioning and impairment forecasting in accordance with IFRS9 standards.* Estimating consumer portfolio ECL and probability of defaults, supporting effective risk management and decision-making in The Bank of Punjab.* I apply statistical techniques, such as probability of default (PD), loss given default (LGD), and exposure at default (EAD), to quantify credit risk and estimate Non-Funded ECL. These models are validated and backtested to ensure their accuracy and reliability in estimating credit risk for off-balance sheet exposures.* Collaborate with cross-functional teams including Finance, Credit Risk, and Audit to ensure compliance with IFRS9 requirements and provide recommendations on risk mitigation strategies.* Prepare accurate and timely financial reports for senior management, regulators, and auditors, providing insights on IFRS9 impacts on financial statements and disclosures.* Stay up-to-date with the latest developments in IFRS9 and relevant regulatory requirements, and provide training to team members on IFRS9 concepts and methodologies.

▪ Daily Risk Report: Formation of Daily Risk Report prudently that shows thoroughly daily position of bank and its losses / gains in every aspects for Senior committee.* Formation of Financial Institution Report to check bank wide NOSTRO Position and Investment in foriegn banks▪ Risk and Self Control Assessment (R.C.S.A) and highlight key Risk indicators related to treasury domain

* As a Market and Liquidity Risk Analyst at Pak Brunei Investment Company Limited (PBICL), I played a critical role in the formation of all regulatory reports related to market and liquidity risk, as well as internal reports for management, including ALCO (Asset Liability Committee) and daily risk reports.* I was responsible for preparing regulatory reports such as Liquidity Coverage Ratio (LCR) ,Net Stable Funding Ratio (NSFR) , Contractual Maturity Mismatches and Gap Analysis, in compliance with local regulatory requirements, such as State Bank of Pakistan (SBP) guidelines, as well as internal risk management policies and procedures. This included generating reports for ALCO meetings, providing insights and recommendations on market and liquidity risk exposures, and supporting senior management in making informed risk management decisions.* I also developed and maintained daily risk reports that provided timely and accurate information on market and liquidity risk metrics, such as value-at-risk (VaR)

* Using balance sheets of multinational companies make them variance analysis and financial Analysis and ratio analysis and suggest them where they need to invest for their free cash flows.* Statistical Modeling: Application of Auto Regressive Conditional Heteroscedasticity (A.R.C.H) and Auto Regressive Moving Average (A.R.M.A) on scrip of PSX data to check future appreciation and depreciation in their future prices.* Beta analysis of companies scrip prices to check behavior wrt to the market movement.