You will get Development and Validation of a Probability of Default (PD) Model
Project details
Expert PD modeling with full regulatory validation suite: 19+ statistical tests (PSI, KS, IV, adfuller, VIF, Breusch-Pagan). Comprehensive Basel-compliant validation including Jeffrey's test, ROC analysis, and k-fold cross-validation. Production-ready Python code.
Machine Learning Tools
NumPy, pandas, Python, scikit-learn, SciPyWhat's included
| Service Tiers |
Starter
$1,200
|
Standard
$1,800
|
Advanced
$3,000
|
|---|---|---|---|
| Delivery Time | 10 days | 12 days | 20 days |
Number of Revisions | 0 | 2 | 4 |
Number of Model Variations | 1 | 2 | 3 |
Number of Scenarios | 1 | 2 | 3 |
Number of Graphs/Charts | 2 | 4 | 5 |
Model Validation/Testing | |||
Model Documentation | - | - | |
Data Source Connectivity | |||
Source Code |
Optional add-ons
You can add these on the next page.
Fast Delivery
+$200 - $600
Additional Revision
+$300
Additional Model Variation
(+ 3 Days)
+$300
Additional Scenario
(+ 3 Days)
+$150
Additional Graph/Chart
(+ 1 Day)
+$100
Model Documentation
(+ 4 Days)
+$500About Nitin
Credit Risk Modeling Expert and Quantitative Research | 15+ years
Solan, India - 3:33 pm local time
I help banks, fintechs, and consultancies build regulator-ready, transparent, and robust models by applying quantitative research, econometrics, and advanced analytics.
🔹 Core Expertise
Credit Risk Modeling & Validation: PD, LGD, EAD, Stress Testing
Quantitative Research & Econometrics: Nowcasting, Yield Curve, Macro Forecasting
Regulatory Frameworks: IFRS9, Basel IRB, CECL, CCAR
Advanced Analytics: Scenario Analysis, Sensitivity Testing, Survival Analysis
Automation & Data Analytics: Python, SAS, R
🔹 Why Clients Work With Me
Proven track record with EY, ING, Barclays, HSBC, Citi, and HDFC
Blend of quantitative research + regulatory knowledge, ensuring compliance & innovation
Skilled communicator with C-Suite & regulator engagement experience
Known for integrity, professionalism, and delivering results
Goal: Help financial institutions manage risk smarter, stay compliant, and unlock actionable insights through advanced analytics and quantitative research.
Steps for completing your project
After purchasing the project, send requirements so Nitin can start the project.
Delivery time starts when Nitin receives requirements from you.
Nitin works on your project following the steps below.
Revisions may occur after the delivery date.
Data Validation & Preprocessing
Verify data structure and quality checks Handle missing values and outliers Create default flags
Feature Selection & Analysis
Perform PSI stability testing Conduct KS-statistic analysis Calculate WOE/IV for predictive power