Aditya Yadav
Senior Consultant | Model Risk Management | Credit Risk | IFRS 9, PD | Scorecard Validation | Python | Machine Learning
- Role
- Senior Consultant, Model Risk Management at Deloitte
- Location
- Gurugram, HR, IN
- LinkedIn followers
- 500 followers
About Aditya Yadav
Aditya is a Senior Consultant in Deloitte Risk and Financial Advisory’s (offices of the US) Model Risk Management practice with 7+ years of total experience. He is proficient in different statistical modelling approaches for credit risk (PD/EAD/LGD, logistic/linear regression, credit scorecards), regulatory model validation (IFRS 9/SR 11-7) and machine learning approaches (random forest, GBM, regression methods). He has hands-on project experience in Python and SQL.
Experience
Senior Consultant, Model Risk Management
Jul 2022 — Present · Gurugram, IN
Validated credit risk scorecards (PD, LGD, EAD) as per SR 11-7 and IFRS 9 guidelines- Conducted statistical testing (KS, AUC, PSI, HL test) and challenger model benchmarking using GBM
Education
Indian Institute of Management Udaipur
Master of Business Administration - MBA
2017 — 2019
Amity University
Bachelor's degree, Computer Engineering
2010 — 2014
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