Vibhav Taneja

Senior Quantitative / Python Developer with 20+ years of financial-markets technology experience and deep expertise in risk, P&L, derivatives analytics, market data and regulatory risk platforms. Experienced in developing Python-based analytics, validation utilities, data-processing workflows and production risk components for Tier-1 investment banks. Strong background in P&L attribution, FRTB, RTPL, PLA, risk-factor modelling, market-data structures, numerical methods and collaboration with Front Office quants and model-validation teams.

Director — Quantitative Platform Developer / Risk Data Engineer at UBS AG (2022-09 – 2026-02)

• Contributed to the design and evolution of a cross-asset risk and P&L analytics platform supporting Short-Term Interest Rate trading desks across EMEA, APAC and US, covering Swaps, Swaptions and FRAs.
• Defined and standardised P&L vectors, risk-factor mappings and market-data inputs used in risk attribution and capital models across desks and asset classes.
• Partnered with Front Office quants and model-validation teams to align platform data structures with P&L Attribution, Risk-Theoretical P&L and FRTB capital requirements.
• Standardised representations of yield curves, discount factors and volatility surfaces used in pricing and risk calculations.
• Designed canonical data models and calculation-ready datasets for risk-engine consumption, integrating trading systems such as Murex, market-data services and quantitative risk libraries.
• Supported frameworks for sensitivities (Greeks), scenario analysis and risk aggregation across global portfolios.
• Worked with engineering and DevOps teams to ensure risk and P&L data pipelines were robust and performant for high-volume daily recalculation.
• Developed a Python-based FX Delta module using settled-cash data for CEMEA, EM, APAC and LATAM desks, owning design, development and production release; delivered with no production defects.
• Built Python-based Trade Value and regression-comparison utilities to compare PV, risk and P&L numbers and data quality between pre-production and production environments during cloud migration, integrating them into an automated daily regression suite.

Quantitative Risk Platform Analyst at HSBC (2021-08 – 2022-05)

• Supported implementation of FRTB risk-data and P&L attribution frameworks across asset classes, ensuring consistent market-data, risk-factor and valuation inputs under BCBS 239 / FRTB.
• Worked with Cross-Asset Quants, Traded Risk and development teams to standardise P&L attribution testing and resolve pricing errors affecting FX and Equities valuations.
• Helped design datasets and controls for P&L Attribution (PLA) and Risk-Theoretical P&L (RTPL) testing, improving explainability of model-driven versus market-driven P&L movements.
• Partnered with risk and quantitative teams to improve data quality and lineage for front-to-back risk calculations.

Product Owner / Senior Business Analyst at Bank of America Merrill Lynch (2017-10 – 2021-07)

• Developed a Python module to compare research versus execution fees and validate charges against approved rate-card and commission rules.
• Built Python-based controls to validate vendor-generated General Ledger postings and ensure accurate accounting outputs for downstream financial processing.
• Worked with trading and finance stakeholders on trade-data and commission-calculation logic across global booking flows.
• Supported data controls, reconciliation and integration between order management, trade capture and downstream reporting systems.

Management Consultant — Quant / Risk at Capco — Client: HSBC (2016-11 – 2017-10)

• Built a prototype FRTB capital model using the Standardised Approach to analyse capital absorption for Equity and Interest Rate asset classes.
• Worked with trading, risk and finance teams to analyse trade and exposure data used in margin and capital calculations.
• Defined data requirements and calculation logic for regulatory risk reporting, bridging quantitative methodologies and implementation teams.

Management Consultant — Markets Technology at Capco — Client: Deutsche Bank (2016-11 – 2017-10)

• Contributed to reference and transaction-data structures supporting MiFID II reporting for OTC and listed products.
• Worked with Front Office and product teams to clarify instrument attributes and trade lifecycle events required for regulatory and risk reporting.

Senior Associate at J.P. Morgan (2011-02 – 2016-10)

• Improved trade-data accuracy and booking-model consistency across Equities and Equity Derivatives platforms.
• Enhanced post-trade data workflows supporting risk, settlement and reconciliation processes.
• Participated in transformation of legacy workflows into structured, system-driven processes with stronger controls and transparency.

Senior Consultant at Verizon Business (2008-08 – 2010-05)

• Led billing-platform consolidation and process transformation, integrating new business requirements and platform upgrades; estimated annual savings of £3.2m.
• Redesigned WLR billing processes for in-house delivery, delivering estimated annual savings of £2.4m.

Senior Business Analyst / Product Owner at Virgin Media (2008-01 – 2008-07)

• Led product adoption and Scrum delivery for broadband provisioning workflows, increasing profit margins by 8% and reducing customer enquiries by an estimated 12%.

Business Analyst / Solution Designer at British Telecom (2005-12 – 2008-01)

• Designed Ethernet, broadband and voice configuration components and delivered end-to-end network testing with 100% accuracy.
• Translated requirements into user stories and helped introduce a delivery methodology that reduced project delivery time by 25%.

Programmer Analyst at Infosys Technologies (2003-12 – 2005-10)

• Implemented approaches to reduce integration-testing defects caused by conflicting requirements and conducted workshops to evaluate architectural solutions.

B.Tech. in Information Technology – M.I.E.T., India (2003-06)