SUMMARY:

• Accomplished risk manager and project manager with extensive experience in the energy and financial industries.
• Thorough knowledge of the full range of commodity and interest rates markets, risk management methodologies, quantitative and statistical analytics, financial derivatives modelling, and a keen understanding of the dynamics and risks inherent in financial and physical commodity markets.
• Excellent leadership and communications skills.
• FINRA Series 27 certification.

TECHNICAL EXPERTISE:

• Proficient programmer in C/C++, VB, SQL, R and Python.
• Experienced user of Endur, Solarc and Right Angle ETRM systems.
• Experienced user of a wide variety of mathematical and statistical software applications packages, such as SPLUS, MATLAB, R and mathematical libraries and optimization tools.

PROFESSIONAL EXPERIENCE:

Confidential, New York, NY & Ashland, MA

Senior Risk and Regulatory Compliance Consultant and Project Manager

Responsibilities:

• Most recently, completed a project for Confidential, the Mexican Electricity Regulatory Authority, to design a Clearing House and the operational framework for a competitive electricity market in Mexico. Specified the credit risk policies and developed criteria to evaluate counterparty risk.
• At Citi, collaborated with the Risk IT development team to maintain and enhance the Scenario Manager application that serves as the basis for providing the stress scenario analyses of the Bank’s securities portfolios as required under the CCAR regulations.
• Developed business requirements documentation to enhance the Scenario Manager application in collaboration with IT and the CCAR project team.
• Performed user acceptance testing of the Scenario Manager application and QA analysis of Global Market Shock simulations for the Bank’s 2016 CCAR submission.
• At Confidential, executed model validation and data quality studies of all products within the commodities portfolios as part of a larger effort to globally integrate the management of the Bank’s trading and risk management data, and to comply with various regulatory requirements, i.e., and Basel III and Dodd - Frank, notably CCAR, stress tests and resolution planning.
• Performed data lineage analysis from trade entry through to risk repository.
• Performed extensive QA testing, data gap analysis and reconciliation using SQL and Python in support of the Bank’s compliance to Federal Reserve Capital Assessments and Stress Testing Report requirements.

Confidential, New York, NY

Director - Market Risk

Responsibilities:

• Led a team of three analysts responsible for assuring the market risk oversight of the bank’s commodities trading operations based in New York City. The underlying commodities traded included the entire energy complex, both in the US and overseas, US power, base metals, precious metals, a wide array of soft commodities and fixed income derivatives.
• Coordinated the team’s daily interaction with the Front Office and kept Management apprised of relevant events on a timely basis.
• Project manager on a series of process improvement initiatives to implement technical and operational improvements to the bank’s Confidential methodology and risk reporting for the commodities business. This work involved a high degree of collaboration with the Risk IT team. It entailed the redesign of the Confidential model, the modification of the associated business procedures and the validation of the improvements through exhaustive back testing and scenario analyses.

Confidential, Ashland, MA

Senior Commodities Market Risk Consultant

Responsibilities:

• Resumed independent consulting practice following the collapse of Confidential
• Designed and executed a long-term study of the base metals markets and the operation of the London Metals Exchange for Vale, a global, South America based mining firm.

Confidential, New York, NY

Associate Director

Responsibilities:

• Initiated a program of model review and price validation for the structured transactions within energy portfolios purchased by Confidential as it formed the Confidential business.
• Completed a number of model reviews and structured products valuations in collaboration with Confidential personnel to facilitate the transition of Confidential ’ energy trading business to Confidential .

Confidential, Newark, NJ

Senior Analyst

Responsibilities:

• Co-managed the commercial operation of the firm’s portfolio of electricity generation assets and implemented strategies to maximize their profitability.
• Personal responsibilities included modelling the portfolio, measuring its market risk, performing daily P&L analysis and evaluating trading strategies proposed to mitigate risk and enhance profitability.

Confidential, Ashland, MA

Senior Commodities Market Risk Consultant

Responsibilities:

• Founder of independent consulting practice specializing in energy industry risk management, trading analytics and asset valuation.
• Maintained ongoing relationships with several clients on projects concerning risk management strategies, asset valuation and model development.
• Completed a long-term assignment at Confidential that concerned the implementation of the OpenLink/Endur risk management system.
• Performed extensive analysis of energy portfolio’s daily P&L changes and of the risk exposure in terms of the greeks and with respect to extreme event scenarios.

Confidential, Boston, MA

Manager, Quantitative Analytics

Responsibilities:

• Led the effort to develop and implement the technology of financial derivatives to the power trading business that was in the early stages of growth. Introduced to the company the concept of applying option pricing methods to the valuation of assets and contracts and developed the models used by the firm to value assets and contracts.
• Member of the Risk Management Group, responsible for developing the risk management analytical framework and for the daily evaluation of market and credit risk exposures. Supervised two analysts. Performed analyses to insure that proposed trading strategies were in compliance with the firm’s risk appetite guidelines.
• Project manager for the implementation of the OpenLink Endur Trading & Risk Management application as the firm’s master system for the management of its commercial operations. The project entailed the installation and configuration of the product; the design of deal templates; the migration of portfolio data from the legacy database to the new one; the redesign of all associated business processes; the development of numerous reports; quality assurance and testing at all levels.