Creating quantitative analysis capabilities for crude, products and LNG.

Lead the IST Quantitative Analytics team in the US to support IST’s energy commodities trading and origination business (Natural Gas, Power, NGLs, LNG, Crude and Oil Products) across the US and Canada.Evaluate and economic analysis for various kind of energy assets including (but not limited to) gasstorage / transportation, power generators, alternative energy plants (solar / wind / biofuel). Provide hedging strategies and execution plans for energy assets. Help trading teams to monetize the best extrinsic values of our energy assets through dynamic hedging.Design and lead the development of a unified model framework for all power structured derivatives, including power tolling options, power revenue options and power full requirement agreements, etc.Work with natural gas and power option traders to create option trading and risk analysis tools. Create the volatility surface model to better understand the market dynamics and integrated the model into the end-of-day system-of-record.Create asset valuation models for physical assets/deals like natural gas storage, natural gas transportation pipelines, natural gas full requirement deals.Build the complete Virtual and FTR/CRR trading systems including statistical arbitrage trading strategies, automatic bidding, trade capturing and settlement.

Handwriting Retrieval, Machine Learning