Mahmoud Hamada

Mahmoud Hamada Email and Phone Number

Maximizing the value of battery storage and renewable assets using automated algorithmic trading @ SAMAWATT AG
eysins, vaud, switzerland
Mahmoud Hamada's Location
Geneva, Geneva, Switzerland, Switzerland
Mahmoud Hamada's Contact Details

Mahmoud Hamada work email

Mahmoud Hamada personal email

About Mahmoud Hamada

To combat climate change, we need to change our habits, and the boldest of us will have to take some risks.Alternative energy sources are in the spotlight, but their business circumstances are far from perfect. Renewable energy companies face a unique challenge: intermittent production due to unpredictable weather conditions.Wind and solar farm operators take hourly risks and are obliged to pay grid imbalance penalties whenever their forecast deviates from actual production.As the Managing director at SAMAWATT, I contribute to solving a $20 billion a year challenge for wind and solar farm operators.Backed by my PhD in Mathematical Finance, we developed a proprietary algorithm that reduces grid imbalance penalties by order of magnitude.SAMAWATT’s plug-and-play automated trading software-as-a-service solution - OptimalAsset™ helps renewable park operators achieve a 10% to 30% increase in net profit by smart trade execution and reducing grid imbalance penalties.OptimalAsset™ is modular and offers separate tailored services:⚡ Real-time dispatch optimisation, taking into account price and production uncertainty⚡ Market risk monitoring and dashboard for key risk factors with mitigation actions⚡ Power Price forecast and proprietary trading strategies⚡ Renewable production forecast⚡ EPEX API for automated algorithmic trading⚡ Battery storage optimizationIf you are a renewable park operator selling electricity in the wholesale market and are eager to turn your risk into opportunities, feel free to message me here on LinkedIn!Specialities: Management consulting | Financial engineering | Structuring | Quantitative analysis | Commodity trading | Market strategic analysis | Education and training | Machine learning | Renewables | Renewable forecast | Power dispatch optimization | Wind farms | Solar plants | Renewable energy trading | Algorithmic trading

Mahmoud Hamada's Current Company Details
SAMAWATT AG

Samawatt Ag

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Maximizing the value of battery storage and renewable assets using automated algorithmic trading
eysins, vaud, switzerland
Website:
samawatt.com
Employees:
2
Mahmoud Hamada Work Experience Details
  • Samawatt Ag
    Managing Director
    Samawatt Ag Feb 2018 - Present
    Nyon, Switzerland
    We developed a software-as-a-service solution I believe to be a game-changing innovation for the energy market. A result of 7 years of mathematical research, SAMAWATT’s proprietary algorithm helps renewable park operators achieve 10% to 50% increase in net profit. I’m also proud to contribute with:► Strategic company road mapping and fundraising► SaaS product management and business development► Team leadership, mentoring and management► Driving innovation through research and development of trading strategies for power markets► Conference presentations and sales pitches to customers► Start-up foundation, implementation and scale-up
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  • Trading Integral Solutions Ltd.
    Managing Director
    Trading Integral Solutions Ltd. Jan 2015 - Present
    Geneva Area, Switzerland
    Leading an innovative company that provides tailored advisory services and advanced modeling software solutions for the commodity and the financial sectors. Responsibilities include:■ Providing strategic consulting in financial services and commodity markets.■ Developing business through technical workshops, C-level executive presentations and client engagement.■ Leading a great number of projects related to structured commodity valuation, risk management, trading strategies, investment analysis and shipping optimization.■ Leading a team of experts in strategy, risk and business technology■ Research and development in cutting-edge quantitative analysis applied to portfolio strategies, stochastic optimization, instrument valuation and optimal hedging. http://www.integral.solutions
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  • University Of Geneva - School Of Economics & Management
    Adjunct Professor
    University Of Geneva - School Of Economics & Management Mar 2010 - Jun 2022
    Geneva Area, Switzerland
    ► Teaching “Commodity Price Risk Management” at the Master of Science in International Trading, Commodity Finance and Shipping. ► Students are sponsored by the main commodity trading companies in Geneva and by the Swiss Trading and Shipping Association (STSA). ► Duties include creation and development of the subject teaching material, case studies & simulation spreadsheets, exam setting and marking, master thesis supervision and 24 teaching hours per intake.
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  • Ernst & Young
    Executive Director Commodity Trading And Risk Management
    Ernst & Young Sep 2011 - Sep 2014
    Geneva Area, Switzerland
    Appointed by E&Y to establish a new practice for commodity trading and risk management advisory in Germany, Switzerland and Austria, focusing on:● Commodity fundamental market analysis● Commodity structured transactions advisory● Energy Trading and Risk Management system implementation and integration● Commodity risk management methodologiesRecent projects generated and developed include:❶ Strategic consulting for bottom-line impact diagnostic and redesign of specific assets optimization (e.g. annual EUR 30 million P&L increase for large commodity trader in Switzerland)❷ Valuation of long-term gas supply agreements for different European utilities (USD 100 Million portfolio)❸ Design and analysis of hedging strategies in illiquid markets❹ Optimization of a European power plant park with long-term gas supply agreements and gas spot market access❺ Valuation and hedging of power tolling agreements, gas storage and pipeline capacities
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  • Rwe Supply & Trading Gmbh
    Vice President Quantitative Analysis
    Rwe Supply & Trading Gmbh 2008 - 2011
    Geneva Area, Switzerland
    Headed a team of quantitative analysts and developers, where I was responsible for the maintenance and development of the key financial evaluation models used to assess the company's physical assets. My activities were centered around: ■ Maintenance and development of financial valuation models used to assess complex or originated deals such as tolling, storage and swing models and providing a fair representation of their intrinsic and extrinsic values.■ Explanation and discussion of valuation results and help the structurers tailor the deal in a way which ensures a good risk-return ratio for the company, while meeting the requirements of customers;■ Providing general quantitative support to the rest of Structuring and Analytics and the company in topics like: (i) the stochastic description of commodity prices; (ii) optimization models for the company’s assets and contracts; (iii) temperature and load forecasting; (iv) advanced statistical analysis - for example for hedging purposes; (v) modelling of power plant stacks and/or pipeline networks; (vi) pricing of energy derivatives■ Acting as resident expert in financial and portfolio theory, which involves participating in the review of methodologies used to value assets/investments;■ Coordinating with the IT department to ensure that the company’s systems properly link up with deal valuation models;
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  • Energyaustralia
    Analytics Operations Manager
    Energyaustralia 2003 - 2008
    Sydney, Australia
    Evolution within the company:• Quantitative Systems Analyst and Developer (06/2003-12/2005)• Senior Quantitative Analyst (01/2006-09/2006)• Analytics Operations Manager (10/2006 - 12/2007)I started with EnergyAustralia as a quant analyst/developer responsible for developing risk management solutions to assist the traders in their decision making. The library I was maintaining and developing covers forecasting of weather, energy demand and prices, generating electricity forward curves, pricing of energy derivatives using different valuation models and calculating portfolio VaR based on Monte Carlo simulations. I researched and developed many analytic techniques based on stochastic calculus, time series analysis and statistics to come up with realistic solutions to market modelling problems.Responsibilities and skills■ Research in advanced quantitative risk modelling techniques and financial instrument pricing models■ Risk Analysis and statistical models development for financial trading strategies■ Real time support to the traders and optimization of the trading books■ Improvement and optimisation of the existing trading analytics processes■ Long and short term forecasting of power demand and prices using hybrid models■ Requirement gathering, scheduling and full software development cycle.■ Use of C++ design patterns in energy derivatives pricing applications■ Trader/middle office training and acceptance testing■ Microsoft Windows API, MFC, C++, CORBA, ASP, SQL■ Excel, VBA prototypes and migration into C++■ Component based architecture, client server, multithreading■ Front end GUI development, controls, 3rd party components■ Source control using Rational ClearCase and Visual SourceSafe
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  • University Of Technology Sydney
    Visiting Lecturer
    University Of Technology Sydney 2003 - 2008
    Sydney, Australia
    This is a part-time position -after work- in the Master of Finance program, teaching two subjects: (i) Investment Management exploring modern portfolio theory; and (ii) Synthetic Financial Products, explaining hedging, speculating and arbitrage in the capital markets, using options and futures.
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  • University Of New South Wales
    Visiting Lecturer
    University Of New South Wales Jun 2007 - Nov 2007
    Sydney, Australia
    This is a part-time position -after work- teaching Financial Economics for Insurance and Superannuation, at the UNSW Australia Business School actuarial program. This master program is accredited by the Actuaries Institute in Australia and recognised for exemptions for core technical subjects of the Institute and Faculty of Actuaries in the UK.The program is also recognised for Validation by Educational Experience (VEE) by the North American Society of Actuaries and Casualty Actuarial Society.
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  • Murex
    Financial Engineer
    Murex Jun 2002 - May 2003
    Sydney, Australia
    I spent 3 months in the Paris office for training in pricing various financial market products and market risk analysis. In Sydney office, I was providing consultancy, training and support to traders and quantitative analysts of three major Australian banks in using the system for pricing, hedging and risk analysis; I was involved in front office activities including implementing external models into Murex system using APIs written in C++ and JAVA.Key responsibilities include:* Murex System support* Client advice and consultancy* User training* Pricing exotic options* Microsoft Windows API, C/C++
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  • Towers Watson
    Financial Engineer
    Towers Watson 1999 - 2002
    Sydney, Australia
    Responsibilities * Research and development of term structures of interest rate models* Risk consulting* User training During this period, I modelled, designed and implemented a generic term structure of interest rates and equity returns. The interest rate process was modelled using Heath-Jarrow-Morton (HJM) framework with constant, time-dependent and stochastic volatility functions. The equity returns were modelled using Capital Asset Pricing Model (CAPM) approach with a Generalized Autoregressive Conditional Heteroskedastic (GARCH) error process. Achievement: I implemented the following application in MOSES: Asset Pricing Generator (APG). This application is integrated into an asset-liability management package developed with collaboration of Ernst & Young. APG was designed into Moses software modeller (Marginal On Services Evaluating System) using C++ and allows the user to select different models of interest rates to price their assets.
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  • Bnp Paribas
    Analyst Programmer
    Bnp Paribas 1998 - 1999
    Paris Area, France
    Joined Research on Options team, analyzing and testing a new credit risk measurement approach "ValRisk" based on CreditMetrics developed by JP-Morgan, and worked within a team developing a software "ETK" for the equity trading floor, allowing exchange of financial data using TDL, C/C++ programming languages
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Mahmoud Hamada Skills

Commodity Risk Management Trading Quantitative Analytics Hedging Financial Modeling Quantitative Finance Commodity Markets Financial Structuring Energy Management Options Valuation Analysis Financial Engineering Commodity Risk Management Consulting Derivatives Commodities Quantitative Analysis Portfolio Management Teaching Strategy Structuring Modeling Consultancy Financial Risk Project Management Finance Market Risk Management Consulting Leadership Financial Analysis Business Strategy

Mahmoud Hamada Education Details

Frequently Asked Questions about Mahmoud Hamada

What company does Mahmoud Hamada work for?

Mahmoud Hamada works for Samawatt Ag

What is Mahmoud Hamada's role at the current company?

Mahmoud Hamada's current role is Maximizing the value of battery storage and renewable assets using automated algorithmic trading.

What is Mahmoud Hamada's email address?

Mahmoud Hamada's email address is ha****@****ail.com

What schools did Mahmoud Hamada attend?

Mahmoud Hamada attended Unsw, Macquarie Graduate School Of Management, Academy Of Finance And Management Australia - Afma, Iae France - Écoles Universitaires De Management, National School Of Computer Science And Applied Mathematics Of Grenoble.

What are some of Mahmoud Hamada's interests?

Mahmoud Hamada has interest in Science And Technology, Education, Environment, Economic Empowerment.

What skills is Mahmoud Hamada known for?

Mahmoud Hamada has skills like Commodity, Risk Management, Trading, Quantitative Analytics, Hedging, Financial Modeling, Quantitative Finance, Commodity Markets, Financial Structuring, Energy, Management, Options.

Who are Mahmoud Hamada's colleagues?

Mahmoud Hamada's colleagues are Anna Aksioutina, María Del Mar Martínez De La Peña, Alex Kornenko, Andrey Strickler, Marc Kushnir, Dmytro Panchenko, Renee Sawyer.

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