Responsible for maintaining and updating policies and procedures related to Internal Credit Risk Rating Framework, Basel, Stress Testing, RAROC Framework, IFRS9 and ICAAP.
Responsible for developing, implementing and maintaining ORR, PDs, LGDs & CCF models/systems.
Responsible for timely and accurately submission of IFRS 9 reporting/ECL to Finance Department.
Conduct credit rating model validation, back testing & calibration of the bank’s credit portfolio.
Responsible for validating and back testing the PD & LGD models for IFRS 9 implementation.
Responsible for CAR, Stress Testing, ICAAP & IFRS 9 reporting on a regular basis.
Pakistan, Karachi