Summary
Overview
Work History
Education
Skills
Timeline
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Muhammad Asnan Ashfaq

Lewisville,TX

Summary

Dynamic leader with a proven track record in credit risk analytics, model development, and strategic leadership. Successfully designed and implemented a pioneering credit risk framework, collaborating with cross-functional teams and stakeholders to redefine risk management practices.

Overview

9
9
years of professional experience

Work History

Vice President

J.P. Morgan Chase & Co
11.2016 - Current
  • Spearheaded creation of innovative "Credit Risk Framework" for Firm wide quarterly risk appetite assessment.
  • Conceptualized and orchestrated development of PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) frameworks, elevating credit risk assessment accuracy
  • Designed a comprehensive loss framework leveraging historical data and statistical insights to calculate stress losses effectively
  • Led a dedicated team in Python codebase development, establishing architecture and code structure that underpinned framework.
  • Collaborated with tech team to construct seamless data pipeline, enabling model execution via user interface and cloud-based result storage.
  • Pioneered reporting layer utilizing ETL aggregation platforms like Dremio, followed by Tableau dashboards creation, streamlining reporting processes.
  • Conducted month-to-month analytics, providing critical insights into evolving risk trends.
  • Spearheaded creation of multiple Tableau dashboards to provide clear and insightful visualizations, enhancing data-driven decision-making processes.
  • Played pivotal role in scenario design, collaborating with various teams to create diverse scenarios for stress testing, ensuring robust risk assessment of our credit portfolio.
  • Introduced pioneering approach to estimate concentration risk within credit portfolio, specifically addressing impact of large-size loans.

Analyst, Emerging Market Credit

J.P. Morgan Chase & Co
09.2015 - 11.2016
  • Credit and Global Commodities Market Risk, Created 15 reports daily covering major commodities including oil and various precious metals
  • Automated report creation process via VBA coding, saving team 80% time on on-going basis
  • Monitored 5 Greek sensitivities and VAR, to ensure bank’s trading portfolio is within set risk limits
  • Wrote weekly commentary for market risk management explaining changes in VAR levels over time

Settlement Risk Analyst

J.P. Morgan Chase & Co
09.2014 - 09.2015
  • Worked with more than 60 asset managers, funds, banks, and brokers to facilitate execution of FX trades of more than $100Bn
  • Constituted entire training plan for 2 new teams that were setup in India and Argentina, to support EMEA and NA region
  • This lead to successful transfer of duties both teams within short span of 3 months

Education

Bachelor of Science - Actuarial Science

London School of Economics & Political Sciences
London, United Kingdom
07.2014

Skills

  • Credit Analysis
  • Tableau
  • Power BI
  • Quicksight
  • Dremio
  • SQL
  • Python
  • Predictive Modelling

Timeline

Vice President

J.P. Morgan Chase & Co
11.2016 - Current

Analyst, Emerging Market Credit

J.P. Morgan Chase & Co
09.2015 - 11.2016

Settlement Risk Analyst

J.P. Morgan Chase & Co
09.2014 - 09.2015

Bachelor of Science - Actuarial Science

London School of Economics & Political Sciences

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Muhammad Asnan Ashfaq