Shubham Gupta Email and Phone Number

Vice President - Credit Systematic Market Making - Credit Portfolio Trading.Pricing, inventory and risk management of credit portfolio trades. Designing synthetic custom trades and indexation strategies to run a low cost hedging book.Structuring trade solutions for asset managers and insurance companies with focus on index tracking, xccy repacks, thematic portfolio baskets, custom investment criterias, buy/sell proposals to optimize fund holdings etc.

As a strat with the Prime Brokerage and Synthetic Products desk, My focus has been on:-> Inventory Management: Building a central inventory data driven analytics to understand the factors driving the equities financing business run rate. These analytics also flow into client pricing and liquidity risk engines.-> Funding: Building the tool to efficiently manage the firm's funding liabilities( secured and unsecured ) by generating an optimal deal action plan under inventory, capital and liquidity constraints. -> Liquidity risk: Involved in liquidity risk modelling with focus on generating contingent trade proposals to minimize liquidity need in stress conditions accounting for capital metrics, regulations and trade optionality.-> Risk Analytics: Analyse and suggest minimal cost IR swap portfolio to hedge desk IR exposure

As an intern with the Synthetic Products desk, I worked on optimizing for the bond portfolio to be traded with treasury to cover the desk funding needs.