Fahad Ahmed available

Fahad Ahmed

Risk Manager

available
Profileimage by Fahad Ahmed Risk Manager from
  • Freelancer in
  • Graduation: BS Actuarial Sciences & Risk Management
  • Hourly-/Daily rates:
  • Languages: English (Full Professional)
  • Last update: 27.02.2019
KEYWORDS
ATTACHMENTS
SKILLS
Proficient in MS Office: Excel, Word, & Powerpoint
Sound Knowledge of  MATLAB, SPSS, R & EViews
 
PROJECT HISTORY
Habib Metropolitan Bank ( Current Job)
  • To Provide assistance in the development of Enterprise Risk Management function.
  • To Provide Key Contribution in annual revision and updating of Market Risk, Liquidity Risk, PD, Obligor Risk Rating, Facility Risk Rating and other Credit Risk models.
  • To Provide relevant input regarding RMD recommendations in Investment /Financing proposals review
  • Key role in assessing and interpreting data and information requests that are related to production of risk matters including Risk management Framework & ICAAP.
  • Part of Project management team in the Impact Assessment & Implementation of IFRS 9 (with the support of Consultants.)
  • Provide key input in Annual Risk Assessment incorporating of Market, Liquidity, Credit & operational Risk.
  • Provide assistance in Group Risk IRRBB Project.
  • Provide Assistance in the development of Risk Management Policies and Framework.
  • Provide Assistance in the Implementation of Macro econometric stress testing on credit portfolios.
  • Provide assistance in Validation and Backtesting of Market (VaR, FEEL, PVBP, LCR, NSFR & CAR) & Credit Risk (ORR, FRR, PD) Models.
  • Consolidate Periodic reporting of Exposures against Board approved Risk Appetite & Other components (CAR Projections, Stress Testing etc) relative of Enterprise Risk to ALCO, BRCC & ORCC.
  • Liaise with internal/external auditors for relevant reports and controls

Faysal Bank Limited
  • Assist to manage and strengthen Treasury Middle Office & Market Risk functions.
  • Key Contribution in Internal & Regulatory Stress testing.
  • Lead project management team from ERM side and made interaction/ correspondence with respective stakeholders ( CRM, IT, RRM, Vendor & all Business and Administrative Units).
  • Assist to manage and strengthen Treasury Middle Office & Market Risk functions.
  • Key Contributions in the revision of VaR, Equity Obligor Risk Rating Model, Advance Stress Testing & calculation of PD using Excel, Access, Matlab, EViews & SPSS.
  • Key Contribution in Internal & Regulatory Stress testing.
  • Key Contribution in the Development & Implementation of Equity Risk Management Framework ( Individual Script Rating Model).
  • Ensure timely monitoring of different FX, MM & Equity Limits along with Real Time Treasury Limit Monitoring through dashboard on intraday and EOD basis and escalation of exceptions as per the policy and guidelines (if any).
  • Contribution in Periodic reporting of all treasury portfolios relative to all components of TMO & MRM for ALCO, ERMC & BRMC.
  • Provide assistance in the calculation of LCR, NSFR as per SBP guidelines.
  • Provide assistance in the implementation of Interest Rate Risk Management.
  • Monitoring CRR, SLR & SCRR for both Islamic & Conventional Banking.
  • Prepares Peer Group Analysis on various Financial ratios including performance of Treasury & Capital markets.
  • Key Contribution in the preparation of Morning News briefings on Pakistan & International Economy on daily basis.
  • Automation of various internal risk & valuation models and development (in progress) of internal database exclusively use for TMO & MRM.
  • Liaise with internal/external auditors for relevant reports and controls.
  • Provide relevant input regarding ERM recommendations in Investment proposals review.
  • Interaction & Coordination with Capital management team to learn & acquire new skills pertains to Credit Risk Modeling (Altman Z score, PD, LGD & others) & Model Review on periodic basis, backtesting for model, various validation tools and calibration of internal risk rating results
Burj Bank Limited
  • Monitoring of different FX limits and valuations i.e. FEEL, NOP, FX Gap and others.
  • VaR for Equity and FX portfolio.
  • Stress Testing and Management Action Trigger Report on SUKUK portfolio.
  • Periodic reporting of all treasury portfolios relative to all components of Market Risks for ALCO, BRMC, MPR.
  • Monitoring & Calculation of Equity Limits as per SBP requirements (PR-6)
  • MTM, Concentration Profile, Realized and Unrealized Gain/Loss for Equity, scrip wise and sector wise for Equity & MM portfolio.
  • ADR and behavior of Top 10 Borrowers and Depositors Maturities along with maturity profile.
  • CRR and SLR monitoring on daily basis as prescribed by SBP Circulars.
  • Assist in the calculation of Liquidity Stress Testing as prescribed by SBP.
  • Contribution in working for Market Risk Capital Charge and other MCR/CAR working sheets.
  • Key Contributor in automation of Risk reports on TMO internal system (designed with MS excel and MS Access/SQL) & Islamic Treasury Smart System.
  • Key Contribution in implementation of Islamic Smart Treasury System & iMAL along with the various reports pertains to Treasury Middle Office.

 
TIME AND SPATIAL FLEXIBILITY
Anytime
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