Khurram S.

Supervised the preparation of Interest Rate Gap reports, Duration, Present Value of Basis Points (PVBP), and stress testing to evaluate interest rate risk exposures. Managed the monitoring and reporting of interest rate and liquidity risks, ensuring proactive risk management. Led analysis of Currency, Country, and Financial Institution (FI) risks, providing insights to mitigate exposures. Supervised in-depth analyses, including Gap analysis, FX, MM & ECM Value at Risk (VaR), and economic scenario assessments to manage currency risk. Oversaw monitoring and reporting processes for Currency, Country, and FI risk exposures, ensuring timely communication of metrics. Assisted the Chief Risk Officer in setting risk limits and designing systems for effective monitoring and compliance. Conducted periodic back testing of internal models to assess accuracy and effectiveness. Directed daily monitoring and reporting of equity risk exposures, alongside Market, Liquidity, Cross-Border, and FI risks. Developed and reviewed Market Risk Management policies and aligned procedures with best practices and regulatory requirements. Supervised regular and ad-hoc analyses and reports for the Asset and Liability Committee (ALCO). Assessed enterprise liquidity under various stress scenarios to ensure preparedness for potential liquidity crises. Conducted liquidity analyses for senior management review, providing insights into liquidity strategies. Developed and tested risk management strategies, analyzing their economic implications to support recommendations to the ALCO committee. Monitored contingency funding plans to address liquidity needs. Supervised development of metrics for measuring and reporting liquidity risk. Defined, implemented, and reviewed Credit Risk appetite, developing a comprehensive risk management strategy. Reported on Credit Risk exposure to the Credit Risk Management Committee (CRMC) and Board Risk Management Committee (BRMC). Managed stress testing for the credit risk portfolio and supervised internal modeling for credit risk metrics across various segments such as Corporate and Consumer. Developed a comprehensive Operational Risk Management and Business Continuity Plan framework, including guidelines for Risk Control Self-Assessment and Key Risk Indicators. Established risk registers to enhance the tracking of operational risks. Led the ORM team in the automation of reporting to ensure efficient monitoring of losses and issues. Directed the BCP team in conducting disaster recovery drills. Supervised the implementation of Basel regulations at the bank, ensuring compliance with international standards. Ensured timely submission of quarterly Capital Adequacy Ratio (CAR) statements, recommending strategies to maintain CAR. Developed automated processes for CAR calculation to enhance efficiency in reporting. Supervised the development and implementation of AML, CFT, and TBML risk frameworks, including policies and monitoring tools. Promoted a risk-aware culture through training programs and contributed to key committees.

Established and led the complete setup of Enterprise Risk Management, developing policies, procedures, models, and tools for risk assessment and reporting. Defined business-specific risk appetite limits and developed a mechanism for monitoring internal and regulatory limits. Promoted a risk-aware culture through targeted training programs and created a comprehensive ERM risk dashboard with analyses of market risk exposures and relevant economic commentary for various committees. Established and facilitated development and automation of critical risk assessment models to enhance the estimation of Expected Credit Loss (ECL).

Monitored, measured, and analyzed risks in Treasury operations. Ensured compliance with internal and external limits applicable to Treasury and Equity Capital Market. Prepared stress testing reports to evaluate market risk exposure and developed VAR model and Shares Valuation Model for individual scrip.

Supervised Money and Foreign Exchange Back office processes, verifying Swift payment messages and posting Foreign Exchange deals. Ensured accuracy in balancing of Foreign Exchange Returns for SBP and prepared revaluation sheets on a mark to market basis. Checked daily Demand and Time Liabilities position of the Bank and calculated monthly accruals for PIB/TREASURY BILL/REPO/REV REPO.

Supervised Foreign Exchange and Equity Capital Market Operations while independently managing the CDC system.

Supervised Money Market Operations and provided backup for Foreign Exchange Operations.

Prepared money market and foreign exchange settlements and provided backup for Money Market Operations.