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Humayun R. AliRoom 1007, 10 th Floor, Riyad Bank Riyadh, KSA (Cell) +966-552901463 (Office-direct) +966-1-4013030 ext [email protected] / [email protected]

Summary of Qualifications

Around 12 years of experience in the field of risk management, external rating and Basel II implementation (Pakistan,and Saudi Arabia). Risk management experience has included establishment of enterprise risk management policy

framework, automation of Basel II calculation / reporting for credit / operational risk and institutionalization of a formalICAAP process within the organization, corporate model development, model validation, PD calibration, Internal rating/ PD validation, LGD modeling, Stress testing models & Economic capital calculation, RAROC calculation .

In the earlier roles, as an internal auditor (USA) participated in and led numerous engagements as an internal auditor where technology-enabled business process transformation required cross-functional business and information re-engineering to deliver reductions in cycle time and improvements in productivity. While working as external ratinganalyst applied business and financial knowledge and experience to develop new systems and benchmarks to improvethe overall analysis and rating process.

Proficiencies and Expertise

Risk Management experience: Internal Rating Model Development (Corporate, SME& Specialized

Lending), Internal Rating Model Validation, Internal Rating Model Deployment on Moodys RA Platform,ICAAP framework development & submission, Development of exposure limit for banks, Internal CreditRating framework, BASEL-IRB implementation framework, Calculation of credit and operational risk capitalcharge, RAROC framework.

Industry experience: Banking, Insurance, Transportation, Brokerage.

Consulting/Functional experience: Internal Auditing, Financial Forecasting and Management, ChangeManagement, Business/System Design; Education and Training of Financial Concepts and Systems

Technology: SAS, SPSS, MS Office, Visual Basic, Audit Control Language (ACL), COBOL.

BASEL II Implementation Over 6 Years Financial Analysis, Forecasting, and Management Over 4 Years Project Management Over 9 Years

Work Experience

July 08- PresentManager Basel II ImplementationRisk Management Division,Riyad Bank Riyadh, KSALeading Commercial Bank in GCCwww.riyadbank.com Responsible for Development & Validation of corporate models for Basel II regulatory compliance through InternalRatings based (IRB) approach, including documentation in accordance to the regulators guidelines. In addition:o Responsible for development and deploying Corporate, SME, HNW, Project Finance Models & FIshadow rating models.o Responsible for fulfillment of all Basel II credit related regulatory requirements and coordinate allBasel II activities on behalf of the Risk Management Division (RMD).o Responsible for deployment of optimized models onto Moodys RA platform using RA Studio andInitiation of training sessions in all the three regions of KSA. Responsible for developing methodology for Stress Testing modeling and Economic Capital under differentscenarios for ICAAP for onward submission to the regulator.
mailto:[email protected]:[email protected]:[email protected]://www.mcb.com.pk/mailto:[email protected]:[email protected]://www.mcb.com.pk/


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Responsible for Basel Pillar II concentration risk capital charge reporting using Monte Carlo Simulation Models. Responsible for developing two dimensional score cards for credit risk measurement in accordance with Basel II andto identify data requirement for the modeling purpose.

Jan 05-June 08Vice President Unit Head FIRB ImplementationRisk Management Division,

MCB Bank Karachi / Lahore, PakistanLeading Commercial Bank in Pakistanwww.mcb.com.pk

Contributed in raising BASEL II risk management techniques through series of meetings with different businessunits to develop risk awareness culture in the bank.

Coordinated with Basel-II consultants (PWC - Singapore), to identify credit risk, market risk and operational risk gaps needed to be filled, in order to be compliant with advance risk management approaches as prescribed by StateBank of Pakistan.

Managed and coordinated the efforts toward implementation of credit risk projects in line with framework recommended by Basel II consultants (PriceWaterhouseCoopers).

Involved in selection, finalization of software vendors / solution providers for acquisition and implementation of risk management systems as a part of the project plan submitted by the consultants.

Development of risk governance structure to institutionalize best risk management practices and ensureindependence between Risk & Business units.

Devised framework for PD estimation based on statistical model.

May 04-December 04 Risk Analyst Corporate & Institutional Credit,United Bank LimitedKarachi, PakistanLeading Commercial Bank in Pakistanwww.ubl.com.pk

Developed in-house country internal rating scale for seventy-five non OECD countries. Developed and implemented country exposure limits based on in-house sovereign ratings scale. Reviewed cement sector rating scale and its methodology, which is used as a policy to determine the maximum

exposure in the sector. Reviewed procedural policy framework for risk evaluation criteria for textile (ginning, spinning, weaving & apparel)

and financial sector.
http://www.mcb.com.pk/http://opt/scribd/conversion/tmp/Local%20Settings/Temp/Local%20Settings/Temporary%20Internet%20Files/My%20Documents/Local%20Settings/Temporary%20Internet%20Files/OLK74/www.ubl.com.pkhttp://www.mcb.com.pk/http://opt/scribd/conversion/tmp/Local%20Settings/Temp/Local%20Settings/Temporary%20Internet%20Files/My%20Documents/Local%20Settings/Temporary%20Internet%20Files/OLK74/www.ubl.com.pk


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May 02-May 04 Financial Analyst JCR-VIS Credit Rating CompanyKarachi, PakistanFull service rating agency providing independent rating services in Pakistan

www.jcrvis.com.pk

Engaged in issuing credit ratings to organizations across the financial and non-financial sector in Pakistan. Ratedentities and conducted surveillance of client comprising of industrial, commercial and financial enterprises. Portfoliocomprised of organizations from following sectors:

- Chemical sector; Financial sector (Commercial banks); Pharmaceutical sector; Wholesale & Retail sector; Textilesector (Spinning; Weaving and Composite).

Researched various sectors of textile industries that included:- Analysis of corporate, executive and operational dynamics of various enterprises operating in corporate circle.

Conducted default study and analysis of textile units on 15 years data. Consulted clients and arrangers in designing various Debt-Equity structures.

May 00- February 02 Partner Empire Transport CompanyKarachi, Pakistan An oil transportation company.

Managed daily operations of an oil transportation company. Reviewed corporate costing models. Developed and maintained daily cash flow reports. Conducted different surveys within the organization to enhance inter-organizational productivity. Worked for better corporate relationship with companys clients i.e. Pakistan State Oil, Shell Pakistan and Attock Oil

Refinery.

February 98- April 00 Internal Auditor Liberty Mutual Insurance GroupBoston MA, USA

Boston based (S&P 100) insurance companywww.libertymutual.com

Conducted insurance-based audits within company with total asset base of $ 72 billion. Identified preliminary risks and evaluated the strengths of internal controls in different branch offices in USA. Presented audit findings and recommendations to audities and senior management. Led different audits that involved evaluation of underwriting risk and financial risk. Project manager for system and financial training initiative.
http://opt/scribd/conversion/tmp/Local%20Settings/Temp/Local%20Settings/Temporary%20Internet%20Files/My%20Documents/Local%20Settings/Temporary%20Internet%20Files/OLK74/www.jcrvis.com.pkhttp://www.libertymutual.com/http://opt/scribd/conversion/tmp/Local%20Settings/Temp/Local%20Settings/Temporary%20Internet%20Files/My%20Documents/Local%20Settings/Temporary%20Internet%20Files/OLK74/www.jcrvis.com.pkhttp://www.libertymutual.com/


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1996-1997Stock Analyst InternshipMorgan Stanley Dean WitterProvidence RI, USAwww.morganstanley.com

Intern to Senior Vice President Investments. Provided investment advisory and recommended stocks through asset allocation models. Presented reports on stocks and different mutual funds based on future price and volume based trends; economic

analysis and price forecast.

Education

January 1998 BS Finance (Cum Laude) Bryant University Rhode Island, USAOne of the top three business specialty schools in USAwww.bryant.edu

Bachelor of Science in Finance (BBA); (.Major GPA 3.5, Cumulative GPA 3.21). Coursework in:Financial Management, Business Forecasting, Investments, Risk Management & Insurance, Equity Derivative, FinancialMarkets, COBOL, Business Policy.

August 2005MBA FinanceGreenwich University

Karachi, PakistanMasters of Science in Finance (MBA); (Cumulative GPA 3.0). Course Work in:Project Financing; Business Law, Financial Institutions, Advance Accounting, Advance Financial Management.

Publications & Training

Post 2005 era: Will the benefits reach developing countries, Investors - The News, September 16, 2003.Recognizing the determinants of textile sector to win the global competition of profitability and market share - BusinessRecorder, February 2004.Agreement on Trade & Clothing Past Present and Future - Business Recorder, March 1 & 8,2004)Framework for: Calculation of duration for stress testing, Country Risk Rating, proposed guidelines for maximum exposureimits & Management and internal rating framework for Corporate, Retail & Financial Institutions (MCB Internal Publication).

Risk Management State Bank of Pakistans guidelines for Stress-Testing (Organized by Institute of Bankers of Pakistan)Basel II Basel II, Introduction and overview (Organized by PICIC Bank Staff College)Basel II Basel II Application in Pakistans financial sector, (Organized by Institute of Bankers of Pakistan)Basel II Development of Risk Models (Organized by Alchemy Actuaries)Basel II Credit Exposures & Credit Risk Modeling (Euromoney- Athens, Greece)
http://www.morganstanley.com/http://www.bryant.edu/http://www.morganstanley.com/http://www.bryant.edu/


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Basel II Financial Engineering & Risk Management (Organized by MCB Staff College Lahore)Program on Enterprise Risk Management Systems (Lahore University of Management Sciences Lahore)Basel II - IRB implementation (University of Giessen - Germany)