Summary
Overview
Work History
Education
Skills
Timeline
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Mohsin Irfan Khan

Mohsin Irfan Khan

Tumkur

Summary

A dynamic professional combining hardware and software engineering expertise with over 1 years of experience in quality control within the PCB industry. Additionally, a certified SAS Base and advance certified specialist with a 4 years expertise in Risk management in banking domain with strong focus on data analytics, supporting banks to model risk exposures, perform stress testing, and comply with regulatory requirement, data management capabilities, ensuring that data is accurate, complete and compliant with standards, which is crucial for decision-making in banking. Demonstrated success in developing and implementing solutions for liquidity and credit risk, underpinned by a solid understanding of banking regulations and data quality management. Proficient in creating insightful reports and dashboards using SAS tools to effectively meet client requirements.

Overview

6
6
years of professional experience

Work History

Asset and Liability Management

SAB
Riyadh
06.2023 - Current
  • On site support for Asset and Liability management risk, Riyadh, KSA
  • SAS ETL development/Support resource for ALM, IRRBB and NII
  • Go Live and New Enhancement and development of MIS reports and various comparison reports
  • Development of reports for Gap Analysis in Liquidity Monitoring Tools./ Daily ratios for the regulatory submissions
  • Balance sheet level break downs of the input and output comparison on month to month and day to day wise
  • Creating the Dashboard for IRRBB and NII in the SAS Visual Analytics to monitor the IRRBB capital charge
  • Understanding the Linear Allocation of the Investment to Non-Interest bearing assets to bring down the IRRBB Capital charge
  • Behavioral assumptions of Non-Maturing deposits (NMDs) and their impacts on the EVE (Economic value of Equity)
  • Creating various charts and graphs in visual analytics

Credit Risk

Saudi Awwal Bank (SAB)
Riyadh
12.2022 - Current
  • On site support for credit risk, Riyadh, KSA
  • SAS Support resource for Credit Risk (BASEL 3 and Basel3 Reforms)
  • Support Phase, New Enhancements and optimizations
  • To Generate and validate the SAMA prescribed Q17 reports for all complete portfolio and compare with balance sheet statement and Enhanced Q24
  • Submitting Pillar 1, Pillar 2 and pillar 3 reports as per SAMA shared templates of pillar 1 and pillar 3 disclosures, CAR ratio, Leverage ratio, and Balance sheet validations and income statement
  • Client appreciation for automating the Logic to implement the adjustment/overlays numbers hence reducing the time to validate the reports
  • Got the new enhancement implemented in two weeks deadline with 98% accuracy on various credit risk optimizations initiatives undertaken by Business
  • Create various comparison reports for the easy data retrieval and comparison required for the audit purposes

Quality Check

WUERTH ELEKTRONIK INDIA
Mysuru
04.2019 - 04.2020
  • Resolved errors and rejected jobs by addressing issues that did not meet customer specifications
  • Utilized the Genesis tool for thorough assessments, ensuring quality products were moved to production
  • Improved output and quality by identifying and resolving uncertainties in SPOC specifications
  • Mentored two new team members to develop high-skilled qualifications for accurate job assessments
  • Collaborated with Germany based customers to address uncertainties and conflicts related to SPOC specifications

Education

Bachelor of Engineering - mechanical stream

Sri Siddhatha institute of technology
08.2018

pre university - PCMB course

Sarvodaya P.U. college
04.2014

SSLC -

Bharath Matha English school
04.2012

Skills

  • BASE SAS
  • SAS DI
  • SAS Infrastructure risk management
  • SAS macros
  • SAS python
  • SAS Enterprise Guide
  • DI studio
  • Oracle
  • MySQL
  • Teradata
  • Windows
  • Linux
  • License deployment
  • Server restart
  • Database management
  • Data retrieval mechanisms
  • SSL
  • Evergreening
  • Liquidity monitoring tools
  • LCR
  • NSFR
  • LDR
  • SLR
  • Q17
  • Pillar 3
  • Pillar 2
  • SAS Solution for regulatory capital
  • SAS Solution for Risk Management for banking
  • SAS Solution for IRRBB and NII
  • SAS Pricing functions and methods
  • SAS Solution for IRB- foundation and advanced approach

Timeline

Asset and Liability Management

SAB
06.2023 - Current

Credit Risk

Saudi Awwal Bank (SAB)
12.2022 - Current

Quality Check

WUERTH ELEKTRONIK INDIA
04.2019 - 04.2020

Bachelor of Engineering - mechanical stream

Sri Siddhatha institute of technology

pre university - PCMB course

Sarvodaya P.U. college

SSLC -

Bharath Matha English school

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Mohsin Irfan Khan