Senior Manager - Risk Managemnt
Masraf Al Rayan
Total years of experience :17 years, 4 Months
* Reporting to General manager - Chief Risk Officer - Masraf Al Rayan Group level.
* Assets Liabilities Management, Liquidity Risk (LCR, NSFR & ILAAP) and Interest / Profit Rate Risk.
* Preparing ALCO dashboards and Remarks in monthly basis. (Presenting in ALCO monthly & in BoD Risk Committee & BoD meeting Quarterly).
* Developing Stress testing Governance framework & Models: Scenario analysis, Sensitivity analysis and Back stress testing.
* Monthly and Daily Dashboards covering senior managers requirements, to help them to take the best Decisions and to work within the risk appetite.
* Developing (Interest Rate Risk and liquidity Risk), policies and procedures.
* Assets Liabilities Management and Profitability analysis.
* Member of LIBOR transition project.
* Member of (IFRS 9 - Expected Credit loss Implementation committee).
* Developing Liquidity Contingency Funding Plan and Recovery Plan with all internal and external triggers.
* Developing Enterprise Risk Management Framework, Risk strategy, Risk Register, Risk Appetite Framework, ICAAP model, ICAAP Policy and Capital Planning Policy.
* Basel Requirements:(Basel III, ICAAP, Recovery plan, Economic capital calculations, Evaluating the sensitivity and reasonableness of key assumptions used in the Bank’s business plan (Strategy).
* Preparing KRI's report for BoD and Risk management committee.
* Daily P/L reports for trading portfolios and Daily early warning indicators report.
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Training Courses, Qatar:
- Risk Management in Commercial and Islamic Banking, Qatar (2017).
- LEAD NOW Workshop : Leadership Development Course, Qatar (2018).
- AML, CFT & KYC (2018).
- Crisis Management and Business Continuity Plan Internal Course (2018).
- Self & time management (2018).
- Risk in Financial Services by Union of Arab Securities Authorities (2018).
- Combating financial crimes AML & CFT, (2020).
- Information security and Data classification (2021).
- AML, KYC and Compliance training (2021).
CFA, CMA Candidate.
Job Description as Head of Market Risk Unit: (January 2013- August 2015)
* Responsible of Updating (ICAAP) and (Basel III) requirements as the end of 2013, ICAAP Policy, Submission document, Risk appetite framework, ICAAP model and Risk budgeting.
* Support and work closely with the Head of Risk Management to develop and implement Market Risk Management policies, processes and procedures to identify/suggest measures for monitoring Market risk in all business functions.
* Risk identification, assessment, monitoring/reporting and control from an economic, market and quantitative perspective, focus on Market Risk, Liquidity Risk, and Concentration Risk.
* Updating all new and advanced methodologies to help the bank managing and controlling market risk and liquidity risk, and measuring these risks effectively in accordance with best practices in this area.
* Produce full suite of Market Risk reports at appropriate intervals (daily, weekly etc), incorporating all relevant measures including VAR (e.g. FX/Interest Rate /Equity/Commodity), Factor Sensitivity Measures, static income effect on NII.
* Asset/Liability management (Liquidity and interest Rate risk Management)
* Monthly Reporting to the ALCO (Macroeconomics and Market share Reports / ALM, Return, Cost and Spread for the Bank) / Liquidity Risk Reports / Market Risk Reports/Investment Risk Reports/Stress testing/Scenario analysis)
* Monthly Quantitative and Qualitative assessment for Market and Liquidity Risks using Scorecard Models.
* Work on preparing the bank's investment policy in cooperation with head of Risk and investment manager.
* Work with head of Risk management on preparing Stress testing Policy, procedures and comprehensive model for Stress testing and Next Generation Stress testing IMF Papers.
* Daily VAR and ES for trading portfolios (FX Open Positions, Equity)
* Hypothetical and actual back testing for Daily VAR, ES results (FX, Equity) . To calculate Internal Capital for market risk using VAR Approach.
* Support Front Office hedging strategies with ad hoc analysis as required.
* Validate the daily valuation of all types of derivatives (futures contracts, forward contracts, swaps and options) that used to hedge Market Risk.
* VAR Reports, Stress-testing Reports, Valuation Reports, Sensitivities Report and Capital Charge (Economic Capital) reports for Market Risk.
* Daily Monitoring for the bank's investment portfolios. (Bonds, Equities and FX open Positions)
Job Description as Senior Market risk officer: (Oct 2012 - January 2013) Four Months.
* Implementing SUNGARDS's Static & Dynamic ALM (Focus ALM) . Focus ALM is an advanced asset liability management and reporting tool.
* Monitoring and Assessment of the Overall Bank risk profile.
* Writing policies for interest rate risk, and for liquidity risk under Basel ll, Basel III accords.
* Update market risk Policy, whenever required.
* Updated liquidity contingency plan, whenever required.
* Develop market risk measures under internal model approach for the FX, and equity positions through value at risk approach and Expected shortfall approach to set internal limits.
* Develop and implement internal ratios for Liquidity risk and allow stress testing under different scenarios.
* Part of the team of implementing Internal Capital Adequacy Assessment Process (ICAAP)
* Part of the team of implementing (Basel III) requirements.
* Follow-up Basel II, Basel III, requirements, and used the last and advanced methodologies to calculate the economic capital.
July 2009 - July 2011: Master degree in banking and finance from institute of banking studies in Cooperation with Jordan University, with a rate of "Excellent", average (3.97/4) . Honors list.
Jan 2007: B.A. degree in Marketing- Faculty of business Administration from the University of Jordan. I passed the Qualification Test conducted by the Ministry of High Education in the field of Marketing ranked the Third in Jordan.
Jun 2002: High School (Al Tawjeehi) - Scientific Stream from Al Fuhies Secondary school. In the top 5% of the class, average 91.2 %.