Shaurya Seth

Shaurya Seth is currently a Director and Quantitative Risk Specialist at UBS, where they are responsible for developing stress loss models for Lombard lending across UBS Group and UBS IHC. Previously, Shaurya worked at JPMorgan Chase & Co. as an Associate in Model Risk Governance & Review, focusing on model evaluations in areas such as Asset & Wealth Management, Consumer Banking, and Commercial Banking. From 2017 to 2020, they held a position as a Senior in Quantitative Advisory Services at EY, where they contributed to the development and validation of liquidity risk models and worked on the repricing of complex financial derivatives.