Shachi Sayata is a distinguished financial technology professional and Vice President at Barclays Investment Bank, renowned for her expertise in quantitative risk management and technical product development. At Barclays, Shachi spearheaded the development of an innovative margin model for managing large-scale interest rate derivatives portfolios exceeding $1 billion in market value. Her work has significantly enhanced the bank's risk management capabilities, setting new standards for precision and reliability in derivatives trading.

Prior to her tenure at Barclays, Shachi led the design of a sophisticated risk management system for Credit Default Swap (CDS) Index Options at ICE Clear Credit. This groundbreaking initiative enabled secure and efficient clearing of complex credit derivatives, ensuring market stability and revolutionizing risk management in the credit derivatives market.

Shachi's contributions extend to developing a cross-asset margining model aligned with the International Swaps and Derivatives Association's (ISDA) Standard Initial Margin Model (SIMM). Her work has revolutionized managing cross-asset risks, accommodating the intricate interrelationships between asset classes such as FX, equity, commodity, and credit.

Shachi's visionary leadership and innovative approach have established her as a trusted leader in financial technology, consistently driving high-impact initiatives that enhance operational efficiency and market stability.