Responsible for the global carbon and associated energy products investment strategy

Proprietary trading, analysis and risk management on global energy and emissions markets.

Analyst on the European carbon, natural gas, power and coal desk responsible for:• Developing and maintaining fundamental energy models;• Developing and back testing trading strategies;• Conducting financial statement analysis;• Producing research reports and trading recommendations• Coding/development in Python, SQL, R

Formerly Eclipse Energy GroupKey accountabilities:• Part of the power analysis team, responsible for: quantitative analysis, model development and fundamental assumptions which feed into the Eclipse Analytics Platform and suite of reports.• Responsible for building, maintaining and running various price forecasting models. These range from “prompt” models to long term forecasts and are typically developed using VBA, SQL and R.• Responsible for stress testing a variety of models using techniques such as Monte Carlo simulation to quantify the impact of weather, breakdowns etc. on prices.• Analyse the impact of various fundamental drivers to power and gas prices using a portfolio of techniques.• Regularly complete ad hoc analysis which is presented through the Eclipse range of reports, or for more specific client queries. • Currently developing an interconnector optimisation model which acknowledges the development of market coupling and dispatches flows accordingly for use within a European power price forecast.• Quantification of policy objectives such as a model to forecast the clearing price of the UK Capacity Market. • Valuation of structured products, including exotic derivatives, using Black-Scholes type models.