Malcolm Macrae Email & Phone Number

Calgary, Alberta, Canada

* Performed daily and monthly load settlement procedures in compliance with AUC rules.- Managed correspondence with rural electrification associations (REA's), wire services providers (WSP's), meter data managers (MDM's), and the independent system operator (ISO).* Implemented tools to increase departmental efficiency, productivity, and performance:- Created applications to calculate and evaluate settlement results using Microsoft Excel and VBA;- Authored queries on SAP HANA… Show more * Performed daily and monthly load settlement procedures in compliance with AUC rules.- Managed correspondence with rural electrification associations (REA's), wire services providers (WSP's), meter data managers (MDM's), and the independent system operator (ISO).* Implemented tools to increase departmental efficiency, productivity, and performance:- Created applications to calculate and evaluate settlement results using Microsoft Excel and VBA;- Authored queries on SAP HANA database using Power Query M formula language and SQL;- Created interactive visualizations using Microsoft Power BI and Data Analysis Expression (DAX); and,- Automated data integrity checks using Python and Windows Task Scheduler.* Designed and authored 500+ page SharePoint Wiki site providing:- Overview of electric energy and the electricity industry in Alberta;- Summary of provincial legislation and industry regulations;- Settlement procedures and transactions as defined in AUC Rules;- Business process documentation (BPD) of load settlement tasks; and,- Data dictionary documenting database contents, structure, and application. Show less

Calgary, Canada Area

* Authored interactive summary of daily Alberta interconnected electric system (AIES):- Leveraged analytical paper on nodal analysis of AIES to design and implement calculations- Designed and implemented PostgreSQL database to house price, load, and generation data- Authored ETL process to populate database with over 60-million historical records- Created custom class module to calculate energy flows through AIES at various levels of detail- Authored SQL queries to load data… Show more * Authored interactive summary of daily Alberta interconnected electric system (AIES):- Leveraged analytical paper on nodal analysis of AIES to design and implement calculations- Designed and implemented PostgreSQL database to house price, load, and generation data- Authored ETL process to populate database with over 60-million historical records- Created custom class module to calculate energy flows through AIES at various levels of detail- Authored SQL queries to load data from PostgreSQL database to Python client program- Created graphic user interface (GUI) to browse daily energy flows on AIES* Authored interactive monitor for Alberta electricity market:- Implemented data structure template to map location of relevant data in ISO web pages- Authored real-time ETL process to scrape price, generation, and load from market website- Created visualization client with drill-down capacity to explore generation data* Authored interactive visualization of energy market merit order (EMMO) data:- Designed and implemented PostgreSQL database to store historical EMMO data- Implemented ETL process to propagate over nine-million historical records to database- Authored SQL queries to load data from PostgreSQL database to Python client- Authored class module to evaluate offer behavior under historical and hypothetical scenarios- Created graphic user interface (GUI) to browse and compare system- and unit-level offer behavior* Implemented automated daily summary of pool price and Alberta internal load:- Authored Python process to download and parse historical data from publicly available websites- Visualized hourly pool price and Alberta internal load in intuitive and accessible charts- Implemented process to upload visualizations and summary statistics to dedicated Twitter account- Created notification process to confirm successful execution via text messaging (SMS) Show less

Calgary, Canada Area

* Represented departmental interests in uniform capacity (UCAP) calculation for capacity market:- Proposed calculation methodologies to accurately reflect historical operational performance- Authored proof-of-concept analyses to calculate UCAP values under alternative scenarios- Collaborated with IT department to coordinate production implementation of UCAP system- Reviewed implementation methodologies to ensure compliance with authoritative documents- Collaborated between… Show more * Represented departmental interests in uniform capacity (UCAP) calculation for capacity market:- Proposed calculation methodologies to accurately reflect historical operational performance- Authored proof-of-concept analyses to calculate UCAP values under alternative scenarios- Collaborated with IT department to coordinate production implementation of UCAP system- Reviewed implementation methodologies to ensure compliance with authoritative documents- Collaborated between departments to integrate data and processes across production systems- Documented business processes required to achieve post-implementation reporting objectives Show less

Calgary, Canada Area

* Authored analytical models to provide insight into market operations and participant behavior:- Performed cost-decomposition analysis to attribute budget differences to specific factors- Analyzed net demand volatility under alternative build scenarios to inform system stability studies- Authored generation dispatch program used to configure hundreds of transmission simulations- Developed validation processes to reconcile external market reports with internal databases-… Show more * Authored analytical models to provide insight into market operations and participant behavior:- Performed cost-decomposition analysis to attribute budget differences to specific factors- Analyzed net demand volatility under alternative build scenarios to inform system stability studies- Authored generation dispatch program used to configure hundreds of transmission simulations- Developed validation processes to reconcile external market reports with internal databases- Created sensitivity analysis to evaluate effect of changing input assumptions on cost* Streamlined departmental procedures to reduce process runtime, analyst effort, and total cost:- Optimized legacy analyses, expanding scope up to 100x and speeding execution up to 1400x- Automated iterative load-rank analysis, saving analysts hundreds of hours- Automated behind-the-fence load calculation, reducing monthly analyst workload by five percent- Proceduralized annual market reporting, reducing preparation time from six weeks to four hours- Authored replacement reporting program, reducing operating costs by $128,000 over eight years* Collaborated with subject-matter experts across departments to support organizational initiatives:- Worked with forecasting analysts to transform one-year AuroraXMP model into 20-year model- Provided technical guidance during system implementation of market structure changes- Validated implementation of calculation methodologies specified by authoritative documents* Communicated technical material to general audiences through regular reports and presentations:- Summarized technical material for general audience in annual report on market conditions- Delivered summary presentations to cross-sectional audiences of peers and management* Supported management by documenting and sharing market and technical knowledge:- Documented key business processes to mitigate key-person risk exposure- Mentored junior analysts in SAS programming and quantitative analysis Show less

Calgary, Canada Area

* Modeled commodity markets to provide actionable insights for trading and risk management:- Forecasted Alberta internal load using multivariable regression analyses to inform trading strategy- Estimated future generation outages based on statistical analysis of unit reliability- Created analytical value-at-risk (VaR) model to manage risk exposure on natural gas portfolio- Monitored individual trade and total portfolio value using mark-to-market (MtM) accounting- Developed… Show more * Modeled commodity markets to provide actionable insights for trading and risk management:- Forecasted Alberta internal load using multivariable regression analyses to inform trading strategy- Estimated future generation outages based on statistical analysis of unit reliability- Created analytical value-at-risk (VaR) model to manage risk exposure on natural gas portfolio- Monitored individual trade and total portfolio value using mark-to-market (MtM) accounting- Developed financial engineering model to represent contractual obligations under power purchase agreements (PPA's)* Maintained and optimized processes to speed runtime, improve reliability, and decrease analyst effort:- Maintained and updated retail pricing models for energy and natural gas products- Audited retail load forecasts to identify and correct irregularities in model parameters- Designed scenario analysis to estimate revenue under alternative operational strategies- Performed sensitivity analysis to compare the effect of parameter differences on model output- Debugged and optimized legacy programs to maximize speed and reliability* Collaborated with subject-matter experts in inter-departmental projects:- Authored price-shaping algorithm to improve fidelity of financial risk measures- Developed Human Resources compensation database to calculate and report annual bonuses- Documented financial models to facilitate transfer of responsibility between departments* Supported management and coworkers with regular and ad hoc analyses:- Prepared weekly report on unit and portfolio performance for Executive Vice President- Estimated total cost of availability incentive payments (AIP) to support Vice President in annual budget negotiations- Revised internal presentation of financial records to improve clarity and consistency Show less

Calgary, Canada Area

- Graded assignments and exams for second-year business students- Supervised weekly three-hour lab sessions for introductory course in operations management- Assisted students to complete exercises in linear programming using Microsoft Excel and Microsoft Solver

B.Comm., Finance And Risk Management

- Graduated with distinction - Completed minor in Journalism - Studied at UniSA in Adelaide, Australia, under competitive exchange program.

B.Sc., Geomatics Engineering