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
General Business & ManagementView LinkedIn profile

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

  1. Senior Consultant, Model Risk Management

    Deloitte

    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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Aditya Yadav — Senior Consultant, Model Risk Management at Deloitte in Gurugram, HR, IN | Unifers