Responsible for maintenance and updating of Policies and procedures related to internal credit risk rating Framework, Basel, Stress Testing, RAROC Framework, IFRS9 and ICAAP.
Responsible for developing, implementing and maintenance of ORR, PDs, LGDs & CCF models / systems.
Responsible for timely and accurately submission of IFRS 9 reporting/ECL to Finance Department.
To conduct credit rating model validation, back testing & calibration of bank’s credit portfolio.
Responsible for validation and back testing of PD & LGD models for IFRS 9 implementation.
Responsible for CAR, Stress Testing, ICAAP & IFRS 9 reporting on regular basis.
To take continues reviews and updating of internal rating policies and procedures.
Monitoring of Credit Risk Indicators, risk appetites as per BOD approved Risk Appetite Framework of the bank. Exceptions to be reported to Head ERM/CRO, CRMC & BRC.
Responsible to ensure timely and accurate Credit Risk related reporting to ABG.
Responsible to perform internal and external stress testing on complete Bank portfolio.
Pakistan, Karachi