Risk expert focusing on strategic themes in risk and its intersection with other functions, such as, IT, Finance, Compliance and Treasury. Sohail's models and approaches have been validated and verified by independent consultants and accredited by regulators across the world.
Delivery specialities include:
Credit risk:
- Scorecards development, PD, LGD and EaD models development and validation
- Credit portfolio loss distribution
- Dynamic provisioning, including IFRS 9
- Risk-based pricing
Market risk:
- Valuation of financial instruments
- Portfolio optimization and performance attribution
- Key metrics: VaR, ES
Operational risk:
- Loss distribution
Contact Details
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