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My focus is on resolving the complexity that lives at the interface of disciplines. I study the interactions between policy, society, the markets, and research. Only by understanding details of systems can we identify the impactful interventions that result in persistent change without unintended externalities. To this end my current projects (Aug. 2024) are on assisting electricity companies to understand the evolving landscape of policy and technology, and on mapping the sociotechnical system for low-carbon (pink, green, white) hydrogen and ammonia. Previously, my career centered around trading power and unlocking investment in renewable assets. Leveraging expertise in the financial power markets, I led a team to develop software for maximizing capital efficiency of renewables and battery storage.Academically, I obtained a PhD in Statistics for work on machine learning theory. My particular emphasis was two fold: high-dimensional optimization, and modeling under uncertainty. I also received an Executive MBA from the University of Oxford where my particular focus was on innovation and international development.Finally, I'm interested in financial investing for philanthropic efforts. I believe there is insufficient venture philanthropy and private equity-style investments from charitable organizations in for-profit companies trying to do good. I'm open to chat about any of these topics, and more!
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Co-FounderDistill Energy Aug 2024 - PresentStealth. Working at the interface between energy and policy. -
OwnerVanox Aug 2024 - PresentHolding company | Consultancy | Investment arm -
Board MemberGiving What We Can Mar 2024 - PresentOxford, Oxfordshire, Gb -
Vp Of ResearchSolea Energy Sep 2021 - Aug 2024Overland Park, Kansas, Us- Lead the internal research group, driving algorithmic trading and implementing company-wide strategic initiatives.- Head the research and implementation efforts for optimization of physical assets in the financial markets, enabling increased renewables investment.- Facilitate external academic collaborations. - Reporting directly to the CEO, I sit on the executive leadership team and provide quantitative insights to inform company direction.- Provide strategic direction to guide Solea through the transition towards a renewable grid -
Director Of Quantitative StrategiesSolea Energy Apr 2020 - Sep 2021Overland Park, Kansas, UsI map out the long term AI/ML strategy for Solea and work with my team to execute it. -
ConsultantSolea Energy Jan 2019 - Apr 2020Overland Park, Kansas, Us -
Research StatisticianExion Energy Inc. Jan 2016 - Feb 2018At eXion I created interpretable models that provided insight into the virtuals trading process for MISO, SPP, and PJM. Projects I oversaw included:- Forecasting day ahead and real time energy prices.- Portfolio optimization according to pre-specified objective functions.- Risk analysis at nodal and portfolio level.- Fundamentally driven statistical models of congestion prices.Using the tools mentioned above, I constructed automated trading strategies for MISO, PJM, and SPP that were profitable in every quarter of operation.
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Consulting Statistician, TraderEndurance Energy Sep 2011 - May 2015Research - Implemented machine learning algorithms to predict ISO-level and regional load curves, congestion component of real-time LMPs, volatility of real-time LMPs, Day-ahead LMP values, and wind power generation. - Developed statistically sound risk models to minimize company-wide drawdowns. - Developed performance metrics to characterize strengths and weaknesses of individual traders and strategies Trading - Traded virtual day-ahead futures on Midwest ISO and Southwest Power Pool - Traded Monthly Financial Transmission Rights on Midwest ISO - Traded daily and weekly MISO contracts on the Intercontinental ExchangeAll work was done primarily in R with data queried from a SQL Server database. I used econometric and machine learning techniques to approach both the prediction and uncertainty of the market.
David Kozak Skills
David Kozak Education Details
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Saïd Business School, University Of OxfordMaster Of Business Administration - Executive Mba -
Colorado School Of MinesStatistics -
University Of Colorado BoulderApplied Mathematics
Frequently Asked Questions about David Kozak
What company does David Kozak work for?
David Kozak works for Distill Energy
What is David Kozak's role at the current company?
David Kozak's current role is Complexity | Innovation | Strategy.
What is David Kozak's email address?
David Kozak's email address is dk****@****ail.com
What schools did David Kozak attend?
David Kozak attended Saïd Business School, University Of Oxford, Colorado School Of Mines, University Of Colorado Boulder.
What skills is David Kozak known for?
David Kozak has skills like Matlab, R, Trading, Sql, Statistical Modeling, Microsoft Excel, Quantitative Finance, Statistics, Data Analysis, Finance, Financial Modeling, Mathematical Modeling.
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