Focus on modelling the UK Nat Gas & Power portfolios for SEFE Energy. Responsibilities include:• Building models (using Python and SQL) to create a granular representation of the portfolios beyond physical to include indexation, capital flows and optionality.• Working on hedging strategies for current/potential exposures to optimize risk management. • Portfolio sensitivity analysis (weather, market prices, industry specific parameters)

Responsibilities Included:• Creating a MAPE reporting tool to measure the accuracy of the forecasting models.• Investigated ad hoc business requests following incident management reports.• Created a VaR model using covariance-variance method for analysing potential exposures. • Supported Finance and Forecasting teams with industry specific knowledge.• Provided risk approval for random forest regression forecasting models and outlined processes for appropriate data management within these models.

• Nominated for employee of the month.• Created a Learning Management System for new starters to learn about the business and the payments industry.