Akshay Shetti
EY India - Financial Services | Credit Risk Model Development, Validation & Audit | Model Risk | Banking & NBFC |
- Role
- Senior Consultant at EY
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Akshay Shetti
Credit risk professional with hands-on experience in credit risk model validation, audit, and analytics, particularly in alignment with IFRS 9 regulatory standards. Specialized in evaluating model performance, ensuring compliance, and supporting the development of robust credit risk frameworks across the BFSI sector.My work spans across:Credit Risk Modelling & Validation (IFRS 9): End-to-end development, validation, and audit of PD, LGD, EAD, and staging models, ensuring regulatory compliance and accuracy in Expected Credit Loss calculations.Data Analytics & AI Integration: Leveraging Python, advanced statistical methods, and AI-driven tools to extract insights, automate processes, and enhance decision-making.Business & Functional Documentation: Drafting comprehensive BRDs/FRDs, designing detailed test scenarios, and executing exhaustive UAT to ensure seamless implementation.Banking Policy & Process Standardization: Designing, reviewing, and implementing credit policies and operational frameworks to drive consistency, efficiency, and risk control across banking operations.
Experience
Senior Consultant
Oct 2025 — Present · Mumbai, IN
Education
Donbosco College of Engineering
Civil B.E
2013 — 2017
SDM Institute for Management Development
Master of Business Administration - MBA
2019 — 2021
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