Global Portfolio Risk Model

Ercot Power Trading

Ercot Power Trading

Assert valuation; Options, HR option, and hourly HR option with minimum take; Full requirement load; TCR/CRR/PTP trading and power basis trading; Develop a multi-year strategy that enables the portfolio optimization to improve; Optimization of generation dispatch vs. DA and. RT trading.

Provide market risk coverage on the physical trading and physical assets (transportation, tolling, full requirement retail load following deal and storage), manager Power, Gas, Oil, and Emission portfolio; provide a high degree of transparency and understanding with respect to risk management and performance analysis for the trading business in Houston office; provide market risk support to the Global Commodities Trading, and perform the due diligence on the new business, structured… Show more Provide market risk coverage on the physical trading and physical assets (transportation, tolling, full requirement retail load following deal and storage), manager Power, Gas, Oil, and Emission portfolio; provide a high degree of transparency and understanding with respect to risk management and performance analysis for the trading business in Houston office; provide market risk support to the Global Commodities Trading, and perform the due diligence on the new business, structured transactions, and new acquisitions on market risk respects. Show less

Manage the day to day market risk of structuring transactions; Provide pricing/valuation function of energy transactions and structuring transactions (tolling, Wind power, transportation, full requirement retail and storage); Develop appropriate quantitative models to support market risk calculation, provide long term fundamental view on the forward curves and volatility curves; Perform day to day MTM calculation and manage the market risk of energy books.

Head of a high performance pricing/risk group in developing and maintaining the Enterprise Risk Management System; Manage day to day market risk of energy books and report on key risks and performance metrics; Provide critical pricing support to marketing, trading function and structuring transactions; Develop appropriate long term forward and volatility curves; Perform daily risk analysis - computing and analyzing an appropriate set of risk metrics for PPL EnergyPlus including, but not limited… Show more Head of a high performance pricing/risk group in developing and maintaining the Enterprise Risk Management System; Manage day to day market risk of energy books and report on key risks and performance metrics; Provide critical pricing support to marketing, trading function and structuring transactions; Develop appropriate long term forward and volatility curves; Perform daily risk analysis - computing and analyzing an appropriate set of risk metrics for PPL EnergyPlus including, but not limited to, Value at Risk (V@R), Earning at Risk (E@R), Cash Flow at Risk (CF@R) as well as quantification of Credit and Treasury interest rate/foreign exchange (IR/FX) Risk. Show less

Lead a quantitative risk group. Responsible for manage market risk and develop of analytical tools for pricing commodity options and real asset options, hedging strategies, and portfolio optimization, as well as the development of market/credit value at risk systems; Provide the market/credit risk metrics for TXU Energy Trading.