Ankit Gupta

CEO

Bengaluru, Karnataka, India14 yrs 4 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in managing XVA pricing across multiple asset classes.
Proven track record in risk management and reporting.
Strong background in quantitative analysis and software development.

Stackforce AI infers this person is a Fintech professional specializing in quantitative risk management and software development.

Contact

Skills

Core Skills

Risk ManagementPricingQuantitative AnalysisWeb ServicesProduct ManagementHigh-frequency Trading

Other Skills

AlgorithmsAnalyticsApplication DevelopmentBusiness AnalysisBusiness IntelligenceBusiness StrategyCC++CollaborationData AnalysisEntrepreneurshipFinancial ModelingJavaJavaScriptManagement Consulting

About

Managing and overseeing XVA pricing and adjustments for all asset class under fixed income space. Monitoring and mitigating funding and credit risk.

Experience

14 yrs 4 mos

Total Experience

3 yrs 7 mos

Average Tenure

9 yrs 2 mos

Current Experience

Hsbc

2 roles

Vice President

Promoted

Mar 2021 – Present · 5 yrs 3 mos

Heading the CEM desk in India.

Assistant Vice President

Apr 2017 – Present · 9 yrs 2 mos

CEM(Counterparty Exposure Management) team is part of Global Markets Front Office setup of HSBC in Bangalore. As part of global CEM team my responsibility includes
1) Pricing charges for all the fixed income OTC derivatives traded by the bank in APAC and EMEA region.
2) Managing and Hedging the Interest Rates, FX & Credit risk associated with the entire OTC portfolio of the bank.
3) Streamlining the regional CEM Risk & PnL reporting to consistent global reporting for top management.
4) Collaborating with IT & Quants team to deliver models and solutions for pricing.
5) Calculating and analysis second order greeks in the portfolio for effective risk management.
6) Leading the IBOR transition by collaborating with multiple stake holders from Risk, Product Control, IT & Quants team to help bank migrate to new curves.

PricingRisk ManagementReportingCollaboration

Bank of america

2 roles

Manager -Quantitative Middle Office(QMO)

Promoted

Jan 2016 – Apr 2017 · 1 yr 3 mos

QMO XVA (Quantitative Middle Office – CVA, FVA & KVA) is a part of the Global Middle Office (GMO) Team and is tasked with quantitative validation of methodologies and their implementations in the bank. Provides analytical support to the XVA Desk for Counterparty risk management.
My responsibilities here include:
1. Leading the migration of analytical & reporting infrastructure of XVA desk from VBA to Python.
2. Developing and managing python based Risk and PnL reporting applications and dashboards for Analysts and Trader.
3. Analyzing and managing counterparty credit risk to ensure CVA desk's risk optimization.
4. Rebalancing of CDS hedges to optimize cost of capital and help save the bank millions of dollars every month.

PythonVBARisk ManagementReportingQuantitative Analysis

Assistant Manager - Quantitative Middle Office(QMO)

Nov 2014 – Jan 2016 · 1 yr 2 mos

M. h. alshaya co.

Business Solution Engineer

Jul 2012 – Nov 2014 · 2 yrs 4 mos · Kuwait

Lead Developer – WebService Framework(AWS):
1.Developed the framework to support implementation of webservice for various clients.
2.Implemented features to support client registration, client authentication and license management.
3.Implemented encryption to ensure secured communication between client and server.
4.Implemented various webservices under the framework for the real time integration of the client and server.
Product Owner – Card Management Solution(CMS):
1.Conceptualized the product strategy and vision of Loyalty card for all internal and external customers.
2.Lead a team to develop the CMS application built on Application Development Framework.
3.Integrated Point of Sale Software with the CMS using webservice framework.

Web ServicesApplication DevelopmentProduct Management

Adroit financial services pvt. ltd.

High Frequency Trader

Apr 2011 – Sep 2011 · 5 mos · Greater Delhi Area

High-Frequency Trading
1. Developed HFT strategies based on Directional Liquidity Provisioning. (C++)
2. Traded in the live market of NSE stock future segment using the developed strategies.
3. Reached a daily turnover of $10m in the stock futures segment with profitability of 0.05%

C++High-Frequency Trading