Varun Gupta

CEO

Delhi, India19 yrs 7 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

19+ years of experience in Investment Banking and Fintech.
Expertise in Interest Rate Derivatives and Quantitative Analytics.
Proven track record of building high-performance teams.

Stackforce AI infers this person is a Fintech expert with strong quantitative analytics and software engineering skills.

Contact

Skills

Core Skills

Quantitative AnalyticsInterest Rate DerivativesQuantitative DevelopmentTelecom DevelopmentSoftware Engineering

Other Skills

FpMLRisk CalculationTeam ManagementElectronic TradingRisk ManagementC++SybasePricing ModelsCollaboration ToolsPricing/Risk IssuesQuantitative Library UpgradeSIPData StructuresAlgorithmsVOIP

About

Professional Experience of 19+ years in Investment Banking (Finance), Telecom, and E-commerce industries. Hands-on leader with expertise in Interest rate derivative products, price/risk calculation, FpML, and numerical methods. I am currently Head of Quantitative development and Analytics in India for Natwest Markets. -- Leader with a track record of building high-performance teams across different locations. -- Mentored and managed teams of Quant managers and senior Quants. -- Driving customer satisfaction through outstanding products and services. -- Working with a diverse set of stakeholders, spanning technology managers, traders, MO teams, and end customers. -- Constantly striving to come up with ideas that provide better efficiency, predictability, accurate results, and great customer experience. -- Create an engineering culture of ownership & accountability. -- Delivering a high volume of changes across products in a predictable & reliable way. -- Drives and Supports innovation & creativity to find solutions to both present and potential future problems.

Experience

Natwest markets

Sr. Director, Head of Quantitative Development and Analytics

Jul 2017 – Present · 8 yrs 8 mos · Gurgaon, India

Experience summary:
Managing multiple front office quant development teams, driving and contributing to enterprise-wide quant strategy
Managing the development of a library used across the bank by more than 30 different IT teams and trading desks.
Understanding client key business drivers, and problem areas and propose appropriate solutions and implement the same.
Global stakeholders include- quant team, Front/Back Office IT, Credit Risk IT, Electronic trading, and trading desk.
Re-architecting the pricing library & processes to enable high throughput pricing needed to fulfil front office, regulatory, straight-though processing, and e-trading requirements.
Responsible for all the co-ordinations with the global stakeholders, end-to-end project delivery, support pricing, and risk solutions.
Demonstrated ability to build and lead multiple high-performance teams across locations.
Responsibilities:
Mentoring Quants managers and developing the Quant Development team.
Help to establish and maintain a quality-focused culture within the Quant group.
Responsible for PV/Risk/Pnl Calculation, engineering, and design/architecture of the cross-asset Quantitative Analytics library.
Integration of Analytics from front to back in a single quant library.
Key delivery areas
Serving Electronic trading desk for fixed income derivative products.
Projects like intra-day Risk/PnL, Risk transformations, market data development.
Supporting regulatory changes like FRTB, Risk-Free Rates Transition.
Lead programs to increase STP rates from front to back within the bank.
FpML and serialization to support electronic feeds. Running Default Management Program with clearing houses.
Platform consolidation and standardization across various asset classes.
Library re-engineering and DevOps. Ensure Code quality, high performance, auditing, and testing.

Interest Rate DerivativesQuantitative AnalyticsFpMLRisk CalculationTeam Management

Amazon

Senior Software Development Engineer

Sep 2016 – Jul 2017 · 10 mos · Gurgaon, India

Royal bank of scotland

2 roles

Quantitative Developer - Team Lead

Promoted

Jul 2011 – Sep 2016 · 5 yrs 2 mos · Gurgaon, India

Shared Analytics Foundation
Shared components development providing fundamental framework for quantitative code development, pricing model & market data sharing, numerical code, and more to facilitate & improve collaboration among cross product analytics dev teams. It also aims to provide a common build, CI and 3rd party component support to improve efficiency & standardization of processes, to provide and ensure higher quality standards of development and infrastructure and cost savings.
I lead a team of Quants from India centre to achieve strategic goals of the library. Delivered some successful projects for business like : Electronic trading, Clearing houses default management process, Market Conventions etc..

Sr Software Designer

Jul 2010 – Jun 2011 · 11 mos · Gurgaon, India

Interest Rate Derivative Application(GDS)
Development in C++ with back-end as Sybase.
Resolving complex Pricing/Risk issues in several Interest rate derivative products(IRS, OIS,FRS, RPI-SWAP)
Enhancements downstream feeds, feeding Risk measures for the trades.
Solaris to Linux migration for one of C++ component of the product.
Participation in Quantitative library upgrade. Involving debugging complex trade, pricing issues.
Skills earned
Understanding of basic financial concepts like Discounting curves, projection curves, bootstrapping a curve.
Understanding of pricing simple IRD products such as Forward contract, FRA, and Fixed/Floating Rate bonds.
Pricing of all different swaps in IRD are like: IRS, OIS, CS (Currency Swaps), Basis swap and RPI-SWAP
Working with Development team spread all across the globe.

C++SybasePricing ModelsQuantitative DevelopmentInterest Rate Derivatives

Aricent

3 roles

Sr. Software Engineer

Mar 2009 – Jul 2010 · 1 yr 4 mos · Gurgaon, India

Tatara Networks: Development of FemtoCell VOIP Convergence Server (MSC)
Development of voice and messaging convergence product that acts as a SIP-MSC/IWF in pre-IMS networks and a SIP Application Server in IMS networks.
Implemented the SIP interface that communicates with third party media server.
Wrote high performance Data structures and Algorithms to access large in-memory tables.
Designed MIB(SNMP) for the various Interfaces, including CLI.
Integrating Log5Cplus library.
Travelled to Boston,USA for 4 months for development/release.

C++SybasePricing/Risk IssuesQuantitative Library UpgradeInterest Rate DerivativesQuantitative Development

Sr. Software Engineer

Promoted

Oct 2008 – Feb 2009 · 4 mos · Gurgaon, India

Network Border Switch - Sonus Networks
Traveled to Dallas and Denver in USA for a period of 4 months
Analyzing network route level call failures and fixing the issues.
Analyzing and Fixing several network issues faced during the testing.
Preparation of test plan
The test cases involved testing different services such as: Transcoding, call transfer, call forwarding, operator calls, billing certification etc.

SIPData StructuresAlgorithmsVOIPTelecom DevelopmentSoftware Engineering