Nitin Kumar Sinha Email & Phone Number

Houston, TX, US

Houston, Texas, US

Arlington, Virginia, US

Houston, Texas, US

• Headed Risk Management covering market risk, credit risk, quantitative risk, and liquidity risk
• Led a team responsible for managing the balance sheet and collateral efficiently

Houston, Texas, US

• Spearheaded a team for Market Risk, Quantitative Risk, and Credit Risk Analytics professionals in North America responsible for measurement, reporting, and mitigation of Market Risk, model validation and control, and.
• Liaised with Centrica Risk Management organization to ensure the Risk Management principles at Direct Energy are aligned with the Global Risk function of Centrica and quantified Risk Capital for Direct Energy and.
• Chaired decision-making in all structured transactions undertaken by group viz. Asset Management Agreements, Tolling Agreements, Heat Rate Call options, Full Requirement contracts, and Power Purchase Agreements of.
• Controlled exposure taken by desk heads for Power and Gas businesses; oversaw build, use, and validation of asset pricing and market and credit risk models used to manage forward-book with a value in excess of $1 billion

New York, NY, US

• Liaised with desk heads for Power, Physical Gas, and Financial Gas group to determine risk-taking activities are within the risk appetite of the organization and are well understood by senior management of forward-book.
• Reviewed and proposed models to assess valuation of complex power, natural gas, and coal transactions as well as wind generation assets, full requirement contracts (load auctions), and natural gas storage and transport.
• Assessed model, parameter, liquidity, and concentration risks for complex structured contracts
• Designed and conducted stress tests and scenario analysis on commodity derivatives portfolio to augment Value-at-Risk calculations
• Determined valuation enhancements/ improvements to adequately compensate for model and liquidity/ concentration risks arising out of proposed transactions
• Valued physical power assets acquired by principal investment group within Global Commodities; estimated valuation impact of project and market risk associated with the transaction

GB

• Valued complex contracts with embedded options for various clients. The contracts included structured energy transactions including heat rate power options, Asian, American, and European style options on commodities.
• Developed and implemented a Potential Future Exposure model based on the Generalized Brownian Motion price process for a large coal company with a market capitalization of over $2 billion.
• Designed and implemented a Gross Margin at risk model for a large US-based power company with revenues over $3 billion
• Consulted with a bulge-bracket US investment bank in areas of Clearing of OTC derivative transactions, primarily credit default swaps and interest rate derivatives. The engagement included formalization of a business.
• Executed on due diligence projects in the acquisition of Energy Trading companies including the acquisition of a major Energy Trading Desk by a European bank with a combined market capitalization of $2 billion.
• Provided fairness opinions on valuation of entities owned by hedge funds more than $500 million

St Louis, Missouri, US

• Devised an investment strategy based on Relative Value for trading US Government Securities; deployed prior year's data to back-test model and to fine-tune strategy used to trade about $500 million of Treasury.
• Modeled term structure of interest rates to value Rate Options using time-series analysis on a $1 billion Treasury portfolio
• Evaluated Loss Harvesting opportunities to apply to the Treasury portfolio of about $500 million by comparing portfolios of Strips and Coupon Bonds. Interest rate movements were simulated using a modified.

New Delhi, New Delhi, IN

• Conceived and implemented a furnace conversion project saved an equivalent of $1.2 million in consultancy and Engineering Procurement and Construction Management expenditures
• Managed a $20 million project involving design finalization, adequacy check of equipment, Process and Instrumentation Diagram review and complete revamp of the Crude Distillation Unit of Mathura Refinery led to an.

Navi Mumbai, Maharashtra, IN

• Formulated and executed energy conservation schemes; improved gas turbine efficiency by 3%

Blackfriars, London, GB

Mba, Finance/ Strategy

B. Tech, Chemical Engineering

Education record