Tarun Gupta

Project: xVA Calculation Platform for OTC Derivative Trades

• Acted as Product Owner/Business Analyst for a leading Investment Bank’s OTC derivatives risk platform.
• Partnered with trading desk, front office, counterparty management, and risk teams across London, New York, and APAC to gather requirements and manage stakeholder expectations.
• Conducted analysis of credit risk and market risk, including VAR, CCR, Expected Exposure, PFE, CVA, FVA, and Monte Carlo simulation models.
• Analyzed large OTC trade lifecycle datasets to validate xVA models and valuation adjustments.
• Delivered on regulatory change projects: Basel III, MiFID II, and FRTB.
• Prepared BRDs, Epics, User Stories, and Acceptance Criteria in Azure DevOps for development and testing teams.
• Facilitated Agile ceremonies (SAFe) – PI Planning, backlog grooming, sprint planning – ensuring roadmap alignment with stakeholders.
• Led functional testing and UAT, driving business sign-off for global capital markets deliverables.

Projects: Migration of BFSI Applications | Upgradation & Maintenance of xVA Manager

• Worked with global BFSI client teams (front office, middle office, back office) to capture requirements and deliver BFSI application migration projects.
• Coordinated across multi-geography stakeholders for system migration, upgrades, and regulatory compliance.
• Supported xVA Manager platform upgrades and functional enhancements for OTC derivatives.
• Created BRDs, FRDs, Confluence Pages, and Jira Stories, ensuring accurate documentation for migration and testing.
• Managed backlog prioritization, sprint planning, and Kanban tracking in Jira under the SAFe framework.
• Collaborated with business stakeholders to validate migration results and obtain UAT sign-offs.
• Extended or re-designed functional solutions depending on migration and regulatory requirements.
• Leveraged SQL, Excel, and relational databases for migration data validation, reconciliation, and reporting.

Projects: Billing Management System ERP | HR Management System

• Gathered and documented business requirements into BRD/FRD for ERP and HRMS modules.
• Collaborated with clients, project managers, and development teams to ensure accurate requirement translation and timely delivery.
• Coordinated Agile ceremonies; managed user story prioritization in Jira.
• Performed UAT, functional, regression, and black-box testing for ERP modules.
• Communicated project updates and risks to stakeholders; ensured milestone alignment.
• Built strong client relationships, driving adoption of ERP systems and process improvements.

Project: Hospital Management System ERP

• Implemented Hospital Management System (HIMS) across multiple PAN-India sites.
• Prepared BRDs, FRDs, wireframes, mockups for ERP modules.
• Conducted requirement elicitation, system design validation, customization, training, and testing for healthcare ERP.
• Collaborated with developers to resolve functional specification issues.
• Worked on HL7 module integration for healthcare data interoperability.
• Delivered ERP training to users, ensuring adoption of best practices.

Project: Mortgage ERP System

• Processed loan documents, ensuring compliance with US mortgage regulations.
• Prepared reports and presented business insights to senior management.
• Contributed to ERP process optimization and compliance best practices.