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Summary
An experienced and skilled Actuarial Science Risk Management graduate with experience in Research and Risk Management. I am currently working as freelancer on risk management projects. I am five years of expereince into market risk.I have risk management system for investment company and also have expeirence of regulatory and internal reporting at bank.
Ability to research having strong quantitative background and excellent critical thinking ability.having good hand on technology implementation, Business Analysis, requirement Analysis, quantitative research, system implementation, automation and prototyping. Excellent MS office skills especially MS excel and Access.
Excellent Interpersonal skills, teamwork and leadership skills. Can work on knowing nothing to know everything approach. Open to work to do research and implementation in any area of life.
Ready for relocation within Pakistan for suitable opportunity.
Experience
Freelancer (Risk Management)
As freelance Researcher did various projects of academic projects econometrics, risk management and quantitative implementation and analysis.
currently involved with the team doing risk management projects especially credit risk. Assisted on credit risk model for financing company on portfolio. Recently assisted in IFRS 9 macro model for auto leasing company forECL calculation. currently working on credit risk model validation. Currently involved in validation of risk models and risk policy project.
Manager Market and Liquidity Risk and ERM
Responsible include collecting, generating and distributing all the internal and external report related to market risk, liquidity risk related to treasury and finance activities. Responsible for managing statistical and quantitative models for monitoring and for reporting internal & external market and liquidity risk.
Market risk Analyst
Responsible for monitoring market risk regulatory statistics and statistical models to assess risks to investment portfolios due to change in equity prices, foreign exchange rates, interest rates and study impact on overall balance sheet through different tools. Stress testing through different tools on portfolio and balance sheet level including shock testing accordingly portfolio type, stress testing on balance sheet through interest rate gaps.
I built VaR calculations models and back testing procedure models for all trading portfolios according to regulatory requirement and best market practices, rebuilt the macroeconomics scenario analysis models on statistical methods covering more economic indicator for in depth risk assessment to all portfolios. Initiated daily VaR analysis report based on real market update and indicators as per policy.
Impactfully contributed in revision of bank wide market risk policies & procedures. Implementation and interpretation of new regulatory requirements, diligently liaison within E.R.M & other related department for timely sharing of data and reports, efficiently coordinated with audit teams on reports related to market risk.
Business Analyst and Coordinator (Technology Implementation Bancassurance )
Implementation and training of Point Of Sale System for Bancassurance Channel.
Research and Risk Analyst
Part of Risk management and Research team with responsibilities for research, development and
implementation of risk management techniques for algorithm based trading and fund management. I involved in researching and application of statistical tools and studies to developed better and more accurate quantities risk tools & strategy and to assist business team for new technical trading strategies.
Involved in Process of research to manual testing, prototyping, automation, back testing & live testing.Developed risk management procedures and policies at all levels. Successfully implemented automated riskmanagement tools for back testing and live trading systems. Kept eye on global macroeconomics news and macroeconomics indicators of relevant currencies pairs for enhanced risk management and monitoring.
