Samiksha Gupta is a Director at Ankura, based in Gurugram, India. She is a data and analytics professional with experience in model risk management, regulatory validation, and complex financial modelling. At Ankura, she supports engagements in model validation (including CECL and vendor-based models), model governance, and valuations of complex securities. She also works on automating valuation workflows and exploring GenAI applications to enhance efficiency and transparency in analytics and financial reporting.
Before joining Ankura, she worked with the Model Risk team at BlackRock, where she led the validation of models across securitized products such as CMBS and RMBS. Her work included assessing credit and prepayment rate models, validating risk attribution and pricing models, and building monitoring dashboards using Python and R. She also contributed to internal platforms for model inventory and risk reporting.
Previously, she worked at UBS in the Model Risk team, independently validating regulatory credit risk models (PD, LGD, EAD) under CCAR, CECL, IFRS9, and Basel frameworks. She played a key role in regulatory submissions, model documentation, and process automation using GitHub and LaTeX.
She holds a Master’s degree from the Indian Statistical Institute, Delhi, where she built a solid foundation in statistical modeling, machine learning, and quantitative methods. Her passion lies in applying analytical rigor to solve real-world financial problems, and in helping firms turn complex models and data into actionable insights.
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