Sania Garg
About Sania Garg
Sania Garg is a Director at UBS in London, with a background in quantitative analysis and risk management. She has held various positions at Credit Suisse and UBS, focusing on derivatives risk, structured products, and portfolio optimization.
Current Position at UBS
Sania Garg currently holds the position of Director at UBS, a role she has occupied since 2022. She is based in London, England, United Kingdom. In her capacity as Director, she focuses on quantitative analysis and risk management, applying her extensive knowledge and experience in the financial sector.
Previous Experience at UBS
Before her current role, Sania Garg served as Associate Director at UBS from 2020 to 2022 in Hong Kong SAR. During this time, she contributed to various projects that enhanced the firm's quantitative analysis capabilities and risk management strategies.
Experience at Credit Suisse
Sania Garg has a significant history with Credit Suisse, where she worked in various capacities. She was a Senior Quantitative Analyst from 2019 to 2020 in Hong Kong, a Quantitative Analyst from 2017 to 2019 in Mumbai, and an Analyst in Valuation and Risk from 2015 to 2016 in Pune. Her roles involved back-testing quantitative models and developing expertise in structured products and portfolio optimization.
Educational Background
Sania Garg completed her high school education at Carmel Convent Senior Secondary School, where she studied Science from 2008 to 2010. She then pursued a Bachelor's degree in Electrical and Electronics Engineering at the Birla Institute of Technology and Science, Pilani, from 2011 to 2015.
Quantitative Analysis and Techniques
Sania Garg specializes in derivatives risk and pricing, utilizing stochastic calculus in her strategic approach. She applies machine learning techniques to improve volatility modeling and time series analysis in equity derivatives trading. Additionally, she employs advanced numerical methods, including Monte Carlo simulations and partial differential equations, in her quantitative research.