Harshit Gupta

About Harshit Gupta

I work at the intersection of quantitative risk modelling, regulatory governance, and data analytics.Currently serving as Vice President in Independent Model Validation at NatWest Group, where I lead validation and oversight of credit risk models supporting portfolios with exposure at default exceeding £200 billion. My work focuses on ensuring model robustness, regulatory compliance, and sound risk management across complex banking portfolios.Over the past 18+ years across institutions, including NatWest Group and Bank of America, I have worked across credit analytics, product pricing, risk modelling, and independent model validation. This experience has provided deep exposure to credit risk frameworks, regulatory expectations, and the evolving landscape of model governance.My professional interests lie in the future of model risk management, particularly where traditional statistical models intersect with machine learning and AI-driven decision systems. With a foundation in mathematics, statistics, finance, economics, and law, I am especially interested in how financial regulation and governance frameworks adapt to increasingly complex analytical models.Alongside my work in risk analytics, I am a Distinguished Toastmaster and certified mentor, actively engaged in leadership development and public speaking. I strongly believe that the ability to communicate complex analytical insights clearly is as important as building the models themselves.Key areas of focus include:Model Risk Management and Independent ValidationCredit Risk Models, including IRB and IFRS9 frameworksPython-based analytics and model validation techniquesRegulatory governance and risk oversightAI and machine learning model risk in financial servicesAlways open to conversations around model risk, regulatory analytics, and the future of AI governance in banking.

Experience

1. Vice President - Independent Model Validation

   NatWest Group

   Jul 2023 — Present · Gurugram, IN

Education

• Chatrapati Sahuji Maharaj Kanpur University, Kanpur

  Bachelor of Laws - LLB (Legum Baccalaureus), Law

  2025

• Indira Gandhi National Open University

  Master's degree, Economics

  2021

• Chatrapati Sahuji Maharaj Kanpur University, Kanpur

  Bachelor’s Degree, Mathematics and Statistics

  2006

• Tilak Maharashtra Vidyapeeth, Pune

  Master of Business Administration (M.B.A.), Finance

  2008

Skills

• Microsoft Sql Server
• Corporate Finance
• Financial Analysis
• Operating Budgets
• Stress Testing
• Strategic Financial Planning
• Business Analysis
• Financial Risk
• Management
• Process Improvement
• Vba
• Banking
• Credit
• Financial Modeling
• Risk Management
• Team Management
• Ms Office Suite
• Analysis
• Project Planning
• Strategy
• Data Analysis
• Analytical Skills
• Forecasting
• Performance Management
• Business Planning
• Mis
• Capital Budgeting
• Sas Base
• Department Budgeting
• Microsoft Office
• Valuation
• Budgets
• Finance
• Financial Planning
• Analytics
• Credit Risk