Preety Tiwari

Project 1:CCAR PPNR model Performed data analysis, segmentation, model development, OPM, findings remediation, and governance support for C&I and MSR models. Project 2: Wholesale Credit Risk Developed PD scorecards for wholesale portfolios using WOE/IV and logistic regression.

Redeveloped AIRB PD models for residential mortgage portfolios in line with EBA and ECB IRB guidelines. Performed data cleaning, preprocessing, integration, and segmentation for model development. Developed PD scorecards using logistic regression, WOE and IV analysis. Performed Long-Run PD calibration, Downturn Adjustment, and Margin of Conservatism (MoC) to ensure regulatory compliance. Supported model validation, documentation, and stakeholder discussions throughout the model development lifecycle.

Developed PD scorecard models for unsecured loan portfolios using logistic regression.Evaluated model performance using discrimination and calibration metrics and supported model documentation. Validated IFRS9 PD and LGD models by assessing model performance, calibration, and stability. Performed time series analysis, back-testing, benchmarking, and sensitivity analysis to evaluate model robustness.