Senior Risk Manager
Arab National Bank
مجموع سنوات الخبرة :24 years, 9 أشهر
• Development, implementation, and documentation of Bank’s Internal Capital Adequacy Assessment Plan (ICAAP).
• Development and documentation of Bank’s Risk Appetite Framework covering credit, market, and operational risk.
• Development, implementation, and documentation of Credit Risk Rating Framework. ANB’s rating framework covers different types of obligors including Corporate/Commercial, Banks & Financial Institutions, and Small Medium Enterprise.
• Development of new credit risk rating models/scorecards and manage continuous improvement in existing Risk Rating Methodologies to ensure that they remain compliant with Basel IRB approach and SAMA guidelines.
• Coordinate with Moody’s Analytics in all matters related to credit risk rating. ANB is using Moody’s Analytics product named Risk Analyst as a platform for its rating models & scorecards.
• Conduct annual validation and calibration of credit risk rating models and scorecards.
• Provide senior management with periodic reports about performance of Bank’s rating systems. It involves tracking and performance analysis of Risk Rating Overrides in coordination with Credit Approvals Department.
• Development and documentation of Bank’s Stress Testing Policy covering credit, market, and operational risk.
• Conduct semi-annual Stress Testing exercise covering credit and operational risk. Documentation of Stress Testing report submitted to SAMA on semi-annual basis.
• Manage and coordinate implementation of Basel Internal Rating Based approach for credit risk.
• Development and documentation of framework for compliance with Advance Measurement Approaches (AMA) for operational risk using Loss Distribution Approach (LDA).
• Ensure continuous improvement in Bank’s Pillar 2 assessment methodologies.
• Coordinate with external consultants, vendors, and bank’s internal stakeholder for ensuring timely completion of Basel project plans.
• Manage all regulatory reporting requirements including Pillar 1 & 2 requirements with respect to Basel Project.
Head Basel Project (Risk Management Group)/ Senior Vice President (SVP) Jan 2005- Oct 2007
• Manage improvement in bank’s risk rating methodologies for credit and operational risk in order to comply with Basel-II Internal Rating Based approach- Credit risk and Alternate Standardized Approach- Operational risk.
• Development and implementation of Risk Rating Framework compliant with Internal Rating Based approach under Basel-II.
• Manage collection of data on set of credit default drivers for selected sample of regular as well as defaulted clients.
• Develop and statistically validate the internal risk rating model for credit risk in collaboration with external consultants.
• Development and implementation of operational risk limits setting mechanism based on Value at Risk methodology.
• Finalization of Basel-II project implementation plans in coordination with external consultants covering credit, operational, and market risk.
• Ensuring that all gaps identified during gap analysis are covered in Basel-II implementation plans.
• Monitor implementation status of Basel- II Project implementation plans.
• Ensure compliance to regulatory capital allocation deadlines/ other deadlines w.r.t Basel-II.
Manager Operational Risk (Risk Management Group)/ Vice President (VP) Feb 2004- Dec 2004
• Develop & document Bank's Operational Risk Policy and Framework compliant with Basel-II requirements.
• Establish systems for collecting bank-wide data on operational loss incidents and key control failures.
• Establish system for setting operational risk tolerance limits.
• Establish process for identifying Key Risk Indicators.
• Establish process for conducting Risk Control Self Assessment Exercise.
• Assist Credit Risk Management Division (as and when required) in conducting Basel-II gap analysis with respect to bank’s credit risk rating model.
Unit Head- Credit Approvals & Policy (Risk Management Group)/ AVP/ VP April 2001- Jan 2004
• Lead a team responsible for Credit Risk Analysis & Approval of portfolio in excess of PKR25Billion. The job primarily involved:
o Credit evaluation and financial analysis of working capital/ term finance/ syndicate finance/project finance proposals of Corporate, Commercial, and Islamic banking clients.
o Facility structuring, security coverage analysis, post-disbursement loan monitoring, and industry risk analysis of prospective borrower.
• Development of Value at Risk (VaR) models for financing against equities.
• Development/ improvement of Credit Risk Rating models.
• Review of credit policy related to Textiles sector.
• Developing quantitative/ spread sheet models for calculating working capital requirements of spinning and weaving units in the Textile Sector.
Part of the team responsible for:
-- Feasibility analysis/ Network Planning of ‘New Vision’ PSO Retail Outlets. It included preparation of detailed financial projections and liaison with the field staff to analyze the incremental effect on sales of an outlet after conversion into a ‘new vision’ retail station.
-- Analyzing and determining quarterly sales targets for levels starting division down to individual retail outlet.
-- Managed production for a 72-loom shed giving 92% average efficiency and 97% average export quality fabric. Looked after the production process from Yarn Preparation to Fabric Inspection.
-- Lead the Quality Assurance team responsible for designing and implementing the Quality Assurance System for both Spinning and Weaving Units under the guidelines of ISO 9000 standard. Worked for continuous improvement through activities like corrective and preventive actions, monthly quality targets, training, and reduction of re-work.
-- Planned and conducted Internal Quality Audits.
Masters in Business Administration
Bachelor of Engineering