Hi Poonam,
If your OBC candidature is in the central OBC list then you don't need to apply for a new OBC certificate for Delhi as the one issued to you by the Uttar Pradesh government is entirely valid to be presented for functional and essential purposes in Delhi.
However if it isn't in the Central OBC list then you have to apply for an OBC certificate that is valid for UP and Delhi as you cannot apply for a new one since a new OBC certificate is issued only to someone who has been a resident of Delhi since 1993 or before. In order to get your OBC certificate validated for Delhi, you need to apply for the same at the District Magistrate office of your district in New Delhi.
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