Fasse Uddin

Experience

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  HBL - Habib Bank Limited

  Nov 2017 - Jan 2018

  Project Trainee
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  TCS Private Limited

  Sept 2018 - Sept 2019

  Service Ambassador
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  ReliveNow

  Dec 2019 - May 2021

  Finance Executive

  Financial reporting and visualizing financial data by creating dashboards.Assisting in preparation of budget.Managing payrolls and expenses.

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  EY

  May 2021 - Jun 2024

  *IFRS 9 System Implementation*Project Manager:Worked as a Project Manager throughout the System Deployment and the User Acceptance Testing (UAT) phases. Given several trainings and system walk-throughs to two Top-Tier Banks of Pakistan.Project Coordinator:Coordinated with different departments of the banks (IT, Risk, Finance), for data collection, data transformation and configuration as per IFRS9 System, for the one Top-Tier and two Middle-Tier Bank of Pakistan.IFRS 9 Impact Assessment:IFRS 9 Impact Assessment and quarterly/annual support given to 5 Top-Tier (MCB, UBL, NBP, ABL, MBL), 4 Mid-Tier (BIPL, MIB, FBL, HMBL) and 2 Microfinance Banks (NRSP, FMFB) of Pakistan.IFRS 9 Impact Assessment of FMFB Afghanistan Bank. Computation and calibration of Probability of Default (PD) for Nonrated and Rated (internally and externally rated) portfolios for various banks, at various assessments.Review Loss Given Default (LGD) and Staging computation for creating Expected Credit Loss (ECL).Data Analytics and Automation:Performed data cleansing and validation for multiple clients.Created an Excel-based ECL Simulator for multiple scenarios of PDs.Automated end-to-end calculation of ECL in Python, along with the automated models of Exposure at Default (EAD), Probability of Default (PD) and Loss Given Default (LGD).Development of macroeconomic variable selection for PD – Point in Time (PiT) along with their respective weightages - based on regression analysis in Python.Automation of weightage selection for ECL Scenarios (Base, Upturn, Downturn) – based on Monte Carlo simulation in Python.Assisted Audit Teams in data analytics and data transformation.Certifications:Global FAAS Quality and Risk Management Certification (EY).IFRS 9 - Classification and Measurements Certification (EY Show less *IFRS 9 System Implementation*Project Coordinator:Coordinated with different departments of the banks (IT, Risk, Finance), for data collection, datatransformation and configuration as per IFRS9 System, for the following banks:1. Meezan Bank Limited (MBL)2. National Bank of Pakistan (NBP)3. Bank Islami Pakistan Limited (BIPL)4. MCB Bank Limited (MCB)5. MIB Bank Limited (MIB)*IFRS 9 Impact Assessment*Quarterly/annual support given to Top Tier, Middle Tier and Microfinance Banks of Pakistan, including National Bank of Pakistan (NBP), ABL, UBL, Meezan Bank Limited (MBL), First Microfinance Bank (FMFB) – Afghanistan, Afghanistan International Bank (AIB), National Rural Support Programme (NRSP) Microfinance Bank, Bank Islami Pakistan Limited (BIPL), Habib Metropolitan Bank Limited (HMBL), MCB Bank Limited & MIB Bank Limited.Computation and calibration of Probability of Default (PD) for Nonrated and Rated (internally and externally rated) portfolios for various banks, at various assessments.Review Loss Given Default (LGD) and Staging computation for creating Expected Credit Loss (ECL).*Data Analytics and Automations*Performed data cleansing and validation for multiple clients.Created an Excel-based ECL Simulator for multiple scenarios of PDs.Automated end-to-end calculation of ECL in Python, along with the automated models of Exposure at Default (EAD), PD and LGD.Assisted Audit Teams in data analytics and data transformation. Show less

  • Assistant Manager - Financial Accounting Advisory Services

    Mar 2024 - Jun 2024

  • Senior III - Financial Accounting Advisory Services

    Apr 2023 - Mar 2024

  • Senior II - Financial Accounting Advisory Services

    May 2021 - Apr 2023
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  Aptivaa

  Jun 2024 - now

  Senior Consultant - Credit Risk

  IFRS 9 implementation and system configuration for Top Tier, Middle Tier and Microfinance Financial Institutions in the Middle East. Supported clients with User Acceptance Testing (UAT) of IFRS 9 automated system [Platform X] and provided pre and post-production support. Automated credit risk models (PD, LGD, EAD) and created specifications for the configuration team.Integrated lifetime PD term structure with macroeconomic factors for automated PIT PD scenario generation.Streamlined stage allocation using credit deterioration criteria and outlined comprehensive configuration requirements.Configured Expected Credit Loss (ECL) calculations using LGD and historical EAD, with detailed specs for integration.Ensuring compliance and integration with financial systems. Show less