Dhaka, Bangladesh (CNN) -- The father of a 21-year-old foreign exchange student nabbed by anti-terrorism teams in New York over an alleged plot to blow up Manhattan's Federal Reserve Bank says his son is a timid man who was often scared to travel alone and that he simply doesn't believe the terror accusations.
"I don't believe my son has any link to any terror groups," said Quazi Mohammad Ahsanullah, a banker in Dhaka. "I urge the government of Bangladesh to bring back my son."
He said he learned of his son's capture after a relative phoned him Thursday and told him to turn on the news on television.
"We're really stunned," he said. "We couldn't believe our eyes. ... We couldn't believe our ears. It came to us out of the blue."
Federal authorities in New York arrested Quazi Mohammad Rezwanual Ahsan Nafis on Wednesday after they say he tried to detonate what he thought was a 1,000-pound bomb, using his cell phone as a trigger.
Inspired by al Qaeda, they say, Nafis now faces a slew of terror charges with evidence largely derived from an undercover agent that the Bangladeshi national allegedly contacted to help further his plot.
But Ahsanullah instead described his son as a shy young man who left college in Missouri after one semester because of the expense and took a job in New York, working 10-hour days at a hotel.
During his short time at the school, Southeast Missouri State University, Nafis was elected an officer of the Muslim Student Association, a school official said.
"He was elected vice president at the very end of the spring semester. But since he left our university shortly thereafter, his tenure as an officer was very short-lived," Ann Hayes said.
Bangladesh police on Thursday started investigating whether Nafis had any terror link, police said.
"We're not officially informed by the United States about the alleged plot and the subsequent detention, but we're looking into if Nafis had any terror link before leaving Dhaka," Monirul Islam, chief of the detective police in Dhaka, told CNN.
The detective police in Dhaka picked up the parents and some other relatives of Nafis from their Jatrabari residence and questioned them about his past activities on Thursday evening local time.
"We haven't arrested anyone... we've brought them to know some information regarding Nafis," Islam said adding, "We've just started the investigation, and we're yet to find any terror link of Nafis ... but we'll continue the investigation and interrogate more people who know Nafis. It may be his friends, teachers, neighbors and others."
Nafis graduated high school in 2006 and got his higher secondary school certificate examinations in 2008 before he enrolled with the country's leading private university, North South University, in Dhaka.
As the authorities in New York alleged that Nafis traveled to the United States with "the purpose of conducting a terrorist attack" and actively sought out al Qaeda contacts after his arrival, his father claimed that he had allowed him to go to the United States for a better future.
"I can't believe this because as a father I found him very timid... sometimes he was even scared of traveling alone," Ahsanullah said.
CNN's Carma Hassan contributed to this report.