Amit Gupta
Stream Lead, Xva and Credit Risk Technology @UBS
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WORK HISTORY
Stream Lead, Xva and Credit Risk Technology @UBS
Responsible for the calculation and delivery of counterparty credit exposures and related measures (including XVA) for the bank\'s derivatives portfolio across all asset classes (equity, credit, FX.). Ran a team of approx. 180 staff distributed between UK, Poland and India and including a substantial vendor component. Delivered on many key initiatives including regulatory/market mandatory and business development projects. Improved production stability to meet SLAs; remediated a backlog of technical debt including migration off legacy technologies; closed out a backlog of audit points and operational risk issues to achieve full compliance. Drove the modernisation of the platform including migration to Azure cloud and PAYG compute; implementation of a more advanced and cost-effective distributed compute engine; alignment of the platform with the bank\'s wider risk calculation strategy; and ongoing transformation from a closed monolithic application to a set of decoupled and open services. Drove the transformation of the team to Agile working practices in line with bank strategy.
EDUCATION
University of Cambridge
Master of Engineering (MEng), Electrical and Electronics Engineering
SKILLS
ABOUT AMIT GUPTA
Financial technology professional with a career spanning 25+ years. Has built and run…
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