Umar Farooq

· Supervise the preparation of Risk Dashboards, MISs (Daily, Monthly, Quarterly) for presentation to Credit & Board Commitee

· Supervise the compiling and assessing analytical data for trending and periodic reporting relating to risk management

· Supervise the analysis of macroeconomic data and identify patterns

· Supervise the maintenance of complex rating models

· Supervise the various data mining & analytics assignments required time by time

· Supervise the development of credit portfolio analytics on a quarterly basis for Credit Risk Management Committee (CRMC) & Board Risk Management Committee (BRMC)

· Supervise the development, testing & troubleshooting of Risk Rating System and deployment in Loan Origination System (LOS)

· Supervise the quarterly monitoring of credit risk appetite

· Supervise the annual development of model risk estimate for internal capital adequacy assessment process (ICAAP)

· Supervise the development of quarterly eligible list for financing against shares (FAS) portfolio

· Supervise the annual vintage analysis, affordability assessment and automation of behavior scoring for consumer portfolio

· Supervise the industry research analysis exercise for sectors with significant exposure

· Supervise the review of IFRS 9 expected loss (EL) calculation for Overseas operations

· Working knowledge of liquidity management and Basel approach to capital assessment

· Supervise the special assignments and tasks pertaining to credit portfolio as per requirement of State Bank of Pakistan, Board Risk Management Committee, Credit Risk Management Committee & Senior Management

· Development of data for Portfolio Monitoring Reports

· Conduct “Industry Research” for sectors with significant exposure

· Development of periodic analysis and comparison with peer banks

· Development and troubleshooting of internal credit risk rating models

· Development of pricing estimation model using EL approach

· Assist in development of Portfolio Monitoring Reports

· Assist in development of “Industry Research” for assisting the bank’s investment and advances decisions in collaboration with marketing & strategic planning division of the bank

· Support in conducting periodic analysis of peer banks

Assisted in application of Credit VaR methodology of JP Morgan on a sample of investments portfolio