Nikkhil Singh
Senior Consultant @ Deloitte | Credit Risk and IFRS9 Modelling and Validation
- Role
- Senior Consultant at Deloitte
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Nikkhil Singh
Experienced Credit Risk Professional with a strong track record in developing and…
Experience
Senior Consultant
Aug 2025 — Present · Mumbai, IN
Led the development of credit risk (IRB) models, including roll rate, vintage, and EAD/PD/LGD models using logistic and linear regression, ensuring compliance with regulatory expectations.Delivered end-to-end model validation by performing data quality checks, validation testing, back-testing, and scenario/sensitivity analysis across retail and wholesale portfolios.Executed exploratory data analysis and variable selection, defined good/bad criteria, and contributed to scorecard calibration and performance monitoring.Conducted time series analysis and forecasting to support risk parameter estimation and capital planning under stressed and baseline scenarios.Ensured regulatory alignment with IRB, IFRS 9, CECL, CCAR, SR 11-7.
Education
Institute for Excellence in Higher Education(IEHE),Bhopal(Autonomous) Kaliya sot bandh Kolar Road, Bhopal
B.Sc, Mathematics
2014 — 2017
IFMR Graduate School of Business - Krea University
Master of Business Administration
2018 — 2020
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