Ayush Yadav

Background

About Ayush Yadav

Assistant Vice President (AVP) in Regulatory Credit Risk Model Development, specialising in IRB-compliant TTC PD models, PIT PD, IFRS-9 ECL modelling. I have worked across wholesale and retail portfolios. I bring 6+ years of experience working with globally respected institutions including UBS, Credit Suisse, McKinsey, and First Abu Dhabi Bank (FAB).My expertise spans the end-to-end lifecycle of credit risk models from data architecture, feature engineering, statistical modelling, calibration, MoC design, and monitoring and regulatory documentation. I have hands-on experience designing and developing models across corporate, SME and retails Portfolio.Skilled in R, Python, statistical modelling, AI/ML, QMM-based calibration, low-default modelling, stress testing, and end-to-end ECL frameworks. Adept at interpreting and executing Basel IRB requirements, IFRS-9 guidelines, PRA/EBA expectations, and ensuring robust governance and representativeness in model development.Graduate of IIT BHU and ISI Delhi, with strong quantitative foundations and a passion for building high impact risk models that meet regulatory standards and business expectations.Alongside my corporate experience, I mentor individuals on credit risk modelling career paths, run masterclasses on PD/LGD/EAD development. For 1:1 mentoring regards above including IRB model reviews, career guidance and interview preparation, please visithttps://topmate.io/ayush_yadav49/