Please complete the CAPTCHA to continue
@intersectpower.com
✓
LinkedIn matched
A concise factual answer block for searchers comparing this professional profile.
Jonathan Levi is listed as Director, Quantitative Research and Development @ Intersect Power | Risk Management, Energy Derivatives at Intersect Power, based in New York, New York, United States. AeroLeads shows a work email signal at intersectpower.com and a matched LinkedIn profile for Jonathan Levi.
Jonathan Levi previously worked as Director, Quantitative Research at Intersect Power and Power Marketing & Market Risk Manager at Intersect Power. Jonathan Levi holds Master Of Science (Ms), Finance from Georgetown University Mcdonough School Of Business.
This section adds company-level context without repeating Jonathan Levi's masked contact details.
AeroLeads found 1 current-domain work email signal for Jonathan Levi. Compare company email patterns before reaching out.
Innovative quantitative professional with extensive experience in power markets, financial engineering, and advanced risk analytics. Combines deep market insight with cutting-edge technical skills to drive data-centric decision-making in complex energy and financial environments. Adept at translating complex quantitative concepts into actionable insights for both technical and non-technical stakeholders.Core Competencies:- Risk Management: VaR, CVaR, Basel III compliance, innovative stochastic processes- Quantitative Finance: Financial engineering, electricity derivatives, power market modeling- Machine Learning: Random Forests, Gradient Boosting, XGBoost, TensorFlow- Full-Stack Development: Back-end algorithms, front-end visualization (Plotly, Dash)- Energy Markets: Portfolio and hedge optimization, long-term price forecasting- Executive Communication: Translating complex analyses into strategic insightsProfessional Highlights:- Pioneered end-to-end risk management solutions, designing and implementing both sophisticated back-end algorithms (QMC with non-Gaussian copulas) and intuitive front-end visualizations using Plotly, enhancing risk scenario analysis and decision-making processes- Established innovative VaR and CVaR methodologies aligned with Basel III requirements, effectively communicating implementation strategies to C-suite executives- Developed enterprise-grade analytics platforms using Python, Dash, and advanced libraries, facilitating cross-functional collaboration between quant teams and business units- Led cutting-edge research initiatives in machine learning for long-term hourly price forecasting in electricity markets, presenting findings to diverse audiences including traders, risk managers, and board members- Authored comprehensive risk policy manual, translating complex quantitative concepts into clear, actionable guidelines for the organizationTechnical Expertise:- Python (object-oriented and functional)- Proficient in high-performance computing techniques, algorithm optimization, and data visualization for financial engineering applicationsLeadership and Communication:- Proven ability to bridge the gap between quantitative analysis and business strategy- Effective mentor and team leader, fostering a culture of innovation and continuous learning- Skilled in presenting complex financial models and risk assessments to executive leadership
Listed skills include Financial Modeling, Financial Analysis, Portfolio Management, Risk Management, and 46 others.
Company context helps verify the profile and gives searchers a useful next step.
A career timeline built from the work history available for this profile.
- Developed QMC with copulas risk management platform, featuring Plotly visualization for enhanced stakeholder communication- Created Monte Carlo-based single-asset and portfolio-level hedge optimization platform- Implemented long-term LMP forecasts across multiple hubs using XGBoost with hyperparameter optimization- Oversaw design and implementation of.
- Design and value energy derivatives structured products.- Forecast short-term CAISO DA and RT prices via ensemble methods.
Toronto, Ontario, CA
Priced complex OTC power and volumetric derivatives for Trading and Origination; designed and built rigorous infrastructure, including volatility surfaces and a Monte-Carlo based VaR platform, at the direct request of the C-suite.
Frankfurt Am Main, Hessen, DE
Performed periodic fundamental and quantitative reviews of the bank’s benchmark submissions; back-tested over 200 rates, commodities and cross-asset delta-one products in collaboration with Research and Trading.
Quick answers generated from the profile data available on this page.
Jonathan Levi works for Intersect Power.
Jonathan Levi is listed as Director, Quantitative Research and Development @ Intersect Power | Risk Management, Energy Derivatives at Intersect Power.
AeroLeads has found 1 work email signal at @intersectpower.com for Jonathan Levi at Intersect Power.
Jonathan Levi is based in New York, New York, United States while working with Intersect Power.
Jonathan Levi has worked for Intersect Power, Brookfield Renewable, Deutsche Bank, Bank Leumi בנק לאומי, and Sumitomo Mitsui Banking Corporation.
You can use AeroLeads to view verified contact signals for Jonathan Levi at Intersect Power, including work email, phone, and LinkedIn data when available.
Jonathan Levi holds Master Of Science (Ms), Finance from Georgetown University Mcdonough School Of Business.
Jonathan Levi is listed with skills including Financial Modeling, Financial Analysis, Portfolio Management, Risk Management, Corporate Finance, Emerging Markets, Statistics, and Bloomberg.
Search by job title, company, industry, location, and seniority. Export verified B2B contact data when you need it.
Start free trial Search contacts