Sachin Gupta
Director - Natwest Markets| Ex-Bank Of America | Ex-Derivatives Trader
- Role
- Director - Head of Market Risk India & Global Market Risk Model Governance at Natwest Markets Plc
- Location
- Gurugram, HR, IN
- LinkedIn followers
- 500 followers
About Sachin Gupta
Sachin Gupta is responsible for leading a team of high-performance individuals in the market Risk area across asset-class (IR, FX, Credit, xVA) for Natwest Markets franchise. He is also responsible for traded market risk controls ownership across all entities (PLC, NV, US, APAC).Sachin has been instrumental for implantation of Market risk intraday monitoring as per regulatory guidance (MiFiD-2). His has been instrumental for improving the control environment for market risk and has been a key contributor for implementing Enterprise wide Risk management framework.Sachin has been highly proficient in risk management space specially in market risk and counterparty credit risk (xVA, Exposure management). His prior role as a front-office trader has given him an edge to deep-dive OTC products and its price-action in the international markets. His expertise on derivatives (Futures, Options, spreads, butterflies) differentiates him from others as an SME.Sachin has rich investment banking experience over 15 years of extensive trading and risk management space across multiple Banks/Trading firms. Prior to joining NatWest Group, Sachin worked with Bank of America (xVA - CCR) and Derivative Trader (Commodities – international markets). He has a strong educational pedigree being IIM Lucknow alumnus (Among top 5 Business Schools in India).Sachin’s deep expertise lies in building high-performance quantitative teams, simplifying complex projects (Regulatory), Managing large scale analytical programs in time/resource constraints.
Experience
Director - Head of Market Risk India & Global Market Risk Model Governance
Jan 2023 — Present · Gurugram, IN
Prime ownership for Global Market Risk Control environment/Model Governance/Risk & control assessment. Single POC for regulatory queries and responsible for Market Risk Audits (Internal/External) for Risk appetite setting/Reporting/Back-testing. SME for various Market risk regulatory guidelines (e.g. MiFiD-2 Intraday breaches management) & firm-wide implementation Key Ownership of daily/weekly analysis and reporting of risk sensitivities, Weekly Risk packs to Regulators, P&L attribution/back- testing and stress & scenario testing (Scenario expansion as well). Assisting FO for Marginal VaR/SVaR impact for new trades/expiries across all major desks
Education
Middlesex University
post graduate certificate, Market Risk
2019 — 2020
IIIT Calcutta
Bachelor's degree, Information Technology
2001 — 2005
Indian Institute of Management, Lucknow
Master of Business Administration (M.B.A.), Finance & marketing
2008 — 2010
Skills
- Derivatives
- Commodity
- Interest Rate Derivatives
- Soft Commodities
- Capital Markets
- Equity Research
- Derivatives Trading
- Data Mining
- Bloomberg
- Futures Trading
- Financial Markets
- Trading
- Investment Banking
- Trading Strategies
- Technical Analysis
- Data Warehousing
- Analytics
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