Technology for Front Office XVA Management

About the session:

In this session, Sarthak Shreya, Senior Solutions Engineer, discusses how banks typically run XVA calculations in the front office, and how Numerix solutions can effectively power these calculations to support users during XVA decision making. He also outlines the rationale behind OCBC’s decision to chose Numerix as their XVA system vendor.

Speakers:

Sarthak Shreya, Senior Solutions Engineer

Sarthak Shreya is a Senior Solutions Engineer working out of the Singapore office. He is currently working as a Solution Architect on a Front Office XVA project. The role requires deconstructing client requirements and working with multiple teams to determine the best technical solution, considering project constraints. Prior to this he was involved in utilizing market data, analytics and cloud-based technology for a financial risk management platform in Numerix.

Mr.Sarthak holds a Joint Masters in Quantitative Finance from Singapore Management University, and Cass Business School in London, United Kingdom. He completed a Bachelors in Statistics from St. Xavier's College in Mumbai, India.

 

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