Alexander Hall Email & Phone Number

Manchester Area, United Kingdom

Manchester, England, United Kingdom

• 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)

Manchester, England, United Kingdom

• 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.

Manchester, England, United Kingdom

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

Msc, Mathematical Finance, Merit

Topics Covered: • Derivative Securities • Asset Pricing Theory • Computational Finance • Stochastic Calculus • Brownian Motion •.

Mathematics With Russian, First Class (Hons)

1st Class degree in Mathematics with Russian. Distinction in Russian Language. Year abroad in Yaroslavl and St Petersburg.

Pass

Activities and Societies: Russian Language Studies I spent my second semester of third year at university in St Petersburg. By this point.

Pass

Activities and Societies: Russian Language Studies I studied at Yaroslavl State University for a semester during my year abroad. Yaroslavl.

A Levels, A*Aa