Umesh Gupta
Executive Director, Market Risk Engineering
- Role
- Executive Director at J.P. Morgan
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Umesh Gupta
Senior technology leader with 25+ years of experience in global investment banks, including 8 years at J.P. Morgan and 15+ years at Goldman Sachs. Deep expertise in Market Risk Engineering, derivatives post-execution, and end-to-end trade lifecycle management, with a proven track record of architecting large-scale cloud-based risk platforms spanning pricing, VaR, stress testing, and FRTB. Combines strong derivatives and trade model knowledge with hands-on technical execution, complex problem-solving, and a history of leading high-performing global technology teams.
Experience
Executive Director
Jun 2018 — Present · Bengaluru, IN
Head of Core Engineering for Market Risk Technology, responsible for delivering critical metrics such as firmwide Value at Risk (VaR), Stress (risk under stressed market conditions), and Capital. Partner with Risk and Technology leaders to define strategy, set the roadmap, and execute multiple programs. Hold end-to-end ownership of key platforms, including Market Data, Shocks and Scenarios Management, Process Orchestration, and the Risk/Pricing compute backbone. Manage and optimize the Market Risk compute infrastructure. As the India Lead for Market Risk Technology (MRT), collaborate closely with regional partners to ensure business priorities are met and serve as the primary contact for regulatory requirements from APAC and India. Managing a global team of approximately 114 engineers (including matrix reporting).Significant contributions include- Architecting applications for Time Series Management, Shocks Management, and Orchestration- Optimizing Compute Grid performance for PnL calculations- Leading global core engineering for risk calculations, including VaR, Stress, and FRTB- Driving the modernization of Market Risk pricing by leveraging AWS Public Cloud.
Education
Indian Institute of Technology, Bombay
BTech
NYU Stern School of Business
MBA
Skills
- Derivatives
- Fx Options
- Front to Back Office
- Electronic Trading Systems
- Front Office Trading Systems
- Equity Derivatives
- Securitized Derivatives
- Derivatives Trading
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