Talha Khalid

Talha Khalid Email and Phone Number

Assistant Manager - Market, Liquidity and Derivatives Risk @ Bank Alfalah Limited
Karachi, PK
Talha Khalid's Location
Karāchi, Sindh, Pakistan, Pakistan
About Talha Khalid

At Bank Alfalah Limited, I oversee market, liquidity, and derivatives risk management, ensuring compliance with Basel III and IFRS 9 while establishing strategic treasury limits to support regulatory adherence and sustainable growth. My role includes daily reporting on capital markets, money markets, FX reports, and CRR/SCRR compliance, along with managing liquidity and market risk capital charges (CR4) and performing stress testing. I am also responsible for evaluating portfolio performance and IRS hedge effectiveness, reinforcing the Treasury Middle Office's operational resilience.In addition, I prepare comprehensive monthly ALCO reports and quarterly Board Risk Management Committee (BRMC) reports, equipping senior management with critical insights for risk mitigation and strategic decision making. My experience includes proficiency in financial modeling, portfolio optimization, and executing IRS and CCS evaluations.With a BS in Computational Finance from NED University, complemented by specialized training in Advanced Excel Analytics, I excel in data driven financial analysis and risk precision. Skilled in MS Excel, Bloomberg, and Power BI, I am well prepared to contribute effectively to global financial markets, driving growth, stability, and innovation. I am open to relocation and eager to apply my expertise in dynamic finance roles.

Talha Khalid's Current Company Details
Bank Alfalah Limited

Bank Alfalah Limited

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Assistant Manager - Market, Liquidity and Derivatives Risk
Karachi, PK
Website:
bankalfalah.com
Employees:
15346
Talha Khalid Work Experience Details
  • Bank Alfalah Limited
    Assistant Manager - Market, Liquidity And Derivatives Risk
    Bank Alfalah Limited
    Karachi, Pk
  • Bank Alfalah Limited
    Assistant Manager - Market, Liquidity & Derivatives Risk
    Bank Alfalah Limited Jan 2024 - Present
    Karachi Division, Sindh, Pakistan
    - Proficiently managed market risk and derivatives at Bank Alfalah, ensuring Basel III compliance and IFRS 9 implementation while enforcing treasury limits for regulatory compliance.- Conducted daily risk reporting on the Foreign Currency Bonds (FCY) portfolio, including DV01 exposure, stop-loss, and limit compliance. Performed IRS hedge effectiveness tests against the portfolio to optimize performance.-Produced comprehensive Treasury Middle Office (TMO) reports covering capital markets, money markets, forex (FX), and Islamic Banking Group, enabling precise tracking of market fluctuations and risk exposures.- Actively monitored liquidity risk through daily CRR/SCRR reporting, and handled market risk capital charges (CR4) alongside stress testing for the portfolio.- Managed reporting for the Asset Liability Committee (ALCO) and Board Risk Management Committee (BRMC) on a quarterly basis, providing senior management with actionable insights and risk mitigation strategies.- Evaluated Cross-Currency Swaps (CCS) and Interest Rate Swaps (IRS) to enhance the bank’s financial performance and align hedging strategies with risk management objectives.
  • Js Bank
    Credit Risk Trainee
    Js Bank Nov 2023 - Jan 2024
    Karāchi, Sindh, Pakistan
    - Contributed to a 16% reduction in non-performing loans (NPLs) by efficiently managing an early alert watchlist for the business segment, proactively assessing borrower credit history and analyzing financial health using leverage ratios.- Evaluated obligor risk ratings (ORR Model) using both quantitative and qualitative factors, ensuring a thorough understanding of credit risk.- Streamlined the assessment of Letters of Credit and Guarantees, implementing accurate risk identification and mitigation strategies for running finance loans.- Utilized financial data and industry trends to forecast potential loan defaults, optimizing risk-adjusted returns and enhancing overall portfolio performance.
  • Pakistan Mortgage Refinance Company
    Market & Liquidity Risk Intern
    Pakistan Mortgage Refinance Company Jul 2023 - Oct 2023
    Karāchi, Sindh, Pakistan
    • Generated comprehensive maturity mismatch reports for State Bank of Pakistan compliance, ensuring regulatory compliance and proactively mitigating potential risks.• Successfully evaluated portfolio resilience against diverse market fluctuations, safeguarding financial stability through turbulent times and ensuring long-term viability • Contributed to the development and optimization of the ALCO risk pack, leading to improved analysis and mitigation of PKRV fluctuations and a more robust risk mitigation framework.
  • Quants Society
    President
    Quants Society Feb 2022 - Oct 2023
    Karāchi, Sindh, Pakistan
    Led the student body of the NED University and arranged finance and risk management seminars and conferences, securing speakers from banks, insurance companies and firms organized and managed event budgets, negotiated sponsorships, and co-ordinated logistics for the attendees. Increased membership by 240% through successful event execution and marketing campaigns.
  • Quants Society
    Vice President
    Quants Society Jan 2021 - Feb 2022
    Karāchi, Sindh, Pakistan
  • Quants Society
    Director Of Event Management
    Quants Society Feb 2020 - Jan 2021
    Karāchi, Sindh, Pakistan
  • Hinopak Motors Limited
    Finance Intern
    Hinopak Motors Limited Feb 2022 - Jul 2023
    Karachi Division, Pakistan
    Established a clear and efficient flow of information regarding cheque clearance, empowering the company to optimize cash flow management and resource allocation.
  • State Bank Of Pakistan (Sbp)
    Research Enumerator
    State Bank Of Pakistan (Sbp) Feb 2022 - Jul 2023
    Karachi Division, Pakistan
  • State Bank Of Pakistan (Sbp)
    Student Brand Ambassador
    State Bank Of Pakistan (Sbp) Oct 2021 - Feb 2022
    Pakistan
  • Bankislami Pakistan Limited
    Agri - Credit Risk Intern
    Bankislami Pakistan Limited Jul 2021 - Oct 2021
    Karāchi, Sindh, Pakistan
    - Managed MIS and implemented Obligor Risk Rating (ORR) modeling to assess borrower creditworthiness and history using the Electronic Credit Information Bureau (ECIB). Calculated key financial metrics, including Debt-Burden and Leverage Ratios, to evaluate obligor financial health and identify potential Non-Performing Loans (NPLs) for timely intervention. Conducted comprehensive scenario and industry analyses, providing valuable insights for financial risk assessment and mitigation strategies.

Talha Khalid Education Details

Frequently Asked Questions about Talha Khalid

What company does Talha Khalid work for?

Talha Khalid works for Bank Alfalah Limited

What is Talha Khalid's role at the current company?

Talha Khalid's current role is Assistant Manager - Market, Liquidity and Derivatives Risk.

What schools did Talha Khalid attend?

Talha Khalid attended Institute Of Business Administration, Ned University Of Engineering And Technology, Click5, Govt. Degree Boys Science & Commerce College Gulistan E Jauhar.

Who are Talha Khalid's colleagues?

Talha Khalid's colleagues are Kapil Dev, Kazim Siddique, Adnan Ahmad, Sikandar Ali, Muhammad Zeeshan Naqvi, Nabiha Qazi, Usman Naveed Ahmed.

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