Credit Risk PD, LGD, and EAD models

Years of Experience: 4. 10 Years

Design loss-forecasting frameworks (vintage, roll-rate/Markov, survival/hazard, GLM/GBM) at segment and portfolio levels.

Engineer features from bureau, internal behavioral, transaction, device, and alternative data with rigorous quality control.

Calibrate and backtest models; perform stability monitoring (PSI/CSI), discrimination (KS/AUC), and calibration tests.

Implement explainability (reason codes/SHAP), bias/fair-lending checks, and challenger/benchmark models.

Align models to accounting and capital frameworks (IFRS 9, CECL, or Basel concepts).

Drive portfolio spend growth through segment/persona targeting and campaign recommendations.