Swati Gupta is an experienced finance professional currently serving as a Manager at ANZ since April 2019, after progressing from the role of Associate. Key contributions at ANZ include projects focused on Faster Greek Calculation for IR Derivatives, the Benchmark Transition project involving validation and curve construction for RFR Fixed-income Derivatives, and XVA Modeling for FX and IR products. Prior experience includes a position as a Quant Research Analyst at CME Group from June 2017 to December 2018, and as a Financial Analyst at Credit Suisse from May 2016 to April 2017, where Swati contributed to the FRTB Methodology Quants Team by conducting product reviews and implementing the SBA using C#. Swati Gupta holds a Master's Degree in Application of Mathematics from Chennai Mathematical Institute and a Bachelor's Degree in Mathematics from Ramjas College, University of Delhi.
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