She was born in India, the daughter of a civil servant father and teacher mother, and has lived in Delhi, Lucknow and the Philippines. She has studied at the University of Delhi, University of Oxford, University of Chicago and McGill University, and worked in banking as a “high-flying bonds tradeswoman” in London.
She lives in London with her Danish husband, a financier, and three children.
She started performing stand-up comedy in 2012 and has performed on stage in the UK, India, and the United States. She has appeared at the Edinburgh Festival Fringe each year between 2013 and 2017. Vee was nominated for the BBC New Comedy Award in 2016, was second in the 2017 Leicester Mercury Comedian of the Year and joint third in the 2017 NATYS: New Acts of the Year Show.
She has made television appearances on programmes including Have I Got News For You and Would I Lie To You? on BBC One, Richard Osman’s House of Games and QI on BBC Two and Alan Davies: As Yet Untitled for Dave. As of 2018 she is the host of the BBC Radio 4 Comedy of the Week podcast, and she has also appeared on Quote… Unquote and The Unbelievable Truth. She has also appeared in the second season of the Netflix series Sex Education as Olivia’s mother. In 2021, Vee appeared in Rose Matafeo’s BBC series ‘Starstruck’