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Sudeep Gupta Head of eFX Trading APAC, Natwest Markets

eFX Trader with market making expertise involving pricing, hedging, client analytics, liquidity management for Spot and Asian NDF’s.

Natwest Markets, RBS, Singapore Jan’16 – Present

Create and drive bank strategy to improve market share profitably.

• Improve pricing and risk management to minimize intra-day adjustments focusing on scalability and consistency of return.

• Reduce information slippage by optimizing book skew.

• Improve and adapt client value allocation methods focusing on profiles and risk allocation.

• Manage and improve distribution layer working across platforms while supporting SDP and other spot dependent products.

• Liquidity management including optimizing liquidity sourced in hidden mode.

• Extend and scale NDF product to increase internalization and auto hedging functionality.

• Improve product offering around liquidity gaps.

• Lead various support teams to reduce incidents impacting revenue or client experience. Senior quant strategist, eFX, RBS India May’11 – Jan’16 Led a team of quants as a part of global team for eFX Spot desk including a secondment in London in 2012/2013.

• Portfolio Hedging: Risk management by generating real-time risk reduction signals with control parameters owned by desk. Model accounts for liquidity across pairs to minimized expensive/sticky hedges.

• Client Analysis: Clustering algorithm to group clients based on post trade analysis. Quant strategist, Rates, RBS India Sep’08 – May’11 Part of global solution team building execution algorithms & study of market microstructure.

• Impact Cost Estimation & Forecasting: Using tick level transaction data and order book data for estimation of impact cost for bond futures for execution strategy.

• TWAP, VWAP based Execution algorithm: VWAP/TWAP based algorithms taking historical and current (evolving) volume profile into account. Equity Derivatives Analyst, Bank of America Continuum Solutions, Mumbai. Jul’07 – Aug’08 Part of Equity Derivative strategy team supporting BOA New York & London Desk. Education

Indian Institute of Technology, Delhi July 2003 – May 2007 Bachelor of Technology with a major in Engineering Physics