Mahmoud Hamada Email & Phone Number

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

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

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.

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

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;

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

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.

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.

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++

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.

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

Phd, Mathematical Finance

Sponsored by 3 scholarships and resulted in special commendation from the Australian Mathematical Society. Thesis title: « Dynamic.

Mba, Finance

Executive MBA (with Certificate of Merit) from Macquarie Graduate School of Management (member of the international TopMBA network), Sydney.

Financial Dealer Diploma, Finance, Honors

Dealer accreditation in energy derivatives for the Australian market

Dea, Finance

Masters, Financial Engineering