EXPERIENCE

• Prepared and interpreted periodic risk related reports and ratios such as Liquidity Coverage Ratio, Net Stable Funding Ratio, Structural Liquidity Profile, Portfolio Duration, Modified Duration and Duration Gap and took corrective measures if required.
• Used data science methodologies and statistical techniques to predict stock prices, select optimum portfolios, and estimate investment portfolios’ Value at Risk and Conditional Value at Risk.
• Developed financial models to determine counterparty lending limits, internal policy rates and intrinsic value of stocks.
• Formulated, upgraded, and implemented critical manuals and policies (ALM Manual, Wholesale Borrowing and Lending Guideline, Investment Policy, Capital Management Policy, Contingency Funding Plan etc.) in line with the laws and regulations imposed by the Central Bank and other regulatory bodies. Managed to improve the bank’s risk rating by 2 notches in 4 years.
• Managed the bank’s Portfolio in Capital Market (≈40 million USD) and in alternative instruments (≈70 million USD) such as Subordinated Bonds, Corporate Bonds, Preference Shares, and Commercial Papers (achieved more than 125% of profit targets during the last two years).
• Performed Stress Tests on the Bank's balance sheet and suggested reformative actions. Avoided 100 million BDT capital charge by enhancing collateral bases of two top borrowers.​