Prudence Heck, Ph.D. Email & Phone Number

Greater New York City Area

Experience with Interest Rate Derivatives, Energy Commodities, Mathematical and Financial Research, and Small Children.

Greater New York City Area

Stamford, Ct

- Reconcile PnL for gas and power desk, identifying trade and price discrepancies and producing daily PnL reports for traders.- Produce consolidated PnL and position reports for executive management.- Monitor gas position limits, producing and disseminating daily position reports for spot month gas contracts.- Wrote program in Python and SQL to monitor desk’s near real-time aggregate NG, H, HH, and HHD gas positions.- Calculate mark-to-mid, bid/offer, and cost of capital reserves monthly for gas and power, reviewing significant month-over-month reserve variances.- Wrote reserve email notification program in Python, providing daily and weekly reserve changes for all gas and power books.- Perform power and gas price curve validation and variance analysis.- Wrote power marks shaping tool in Python to create hourly shaped marks for desk’s PnL.- Wrote mark upload validation tool in Python to validate that marks were successfully uploaded to database and to alert trader of stale or missing marks, marks of zero, and day-over-day mark changes of more than 80%.- Created PnL Explained for power options with Excel and SQL.- Created near real-time power options position report with Excel and SQL, providing trader with their option position by strike and DMO.- Wrote trade notification program in Python and SQL that queries the database and sends alerts when flagged trade types are transacted.

Houston, Texas Area

Houston, Tx

- Extended well-known analytic and homotopy-theoretic invariants of knots and links in the 3-sphere to prime 3-manifolds, resulting in numerous invited talks and two papers.- Taught courses ranging from calculus to graduate topology, graduate teaching seminar, and graduate current math seminar.- Gave expository seminars on shadow links, D- and E-groups, the Burau and Krammer representations of the Braid group, applications of L2-theoretic methods to knot concordance, Khovanov homology, and localization functors.- Developed and led undergraduate research projects on Legendrian knots, shadow links, 3- and 4-manifolds, and the Jones polynomial.- Served on the colloquium committee organizing speakers for departmental colloquia.- Assisted with the Rice University Mathematical Institute for Young Women, teaching seminars on knots, combinatorics, and cryptography.

Greater New York City Area

Integrated equity derivative valuation into model evaluating portfolio performance under high risk scenarios using Python.

Greater New York City Area

- Built S&D natural gas model with Excel and MATLAB projecting the EIA weekly storage number, end-of-season storage, and long-term balances through 2016.- Created hourly power load forecast using regression, for use in an optimization model simulating the US electric power grid.- Researched coal, gas, and the PJM, MISO, NYISO, and ISO-NE ISOs/RTOs to gauge the development of northeastern power stacks and electricity markets through 2016.- Developed trade ideas, identifying relative-value opportunities and hedging strategies, and analyzed risk.

Bloomington, In

- Wrote a dissertation extending classical invariants of knots in the 3-sphere to the Heisenberg manifold, and showing there exist self-linking phenomena of knots in the Heisenberg manifold not exhibited by any knot in Euclidean 3-space.- Led Ph.D. qualifying exam prep-sessions and taught introductory undergraduate mathematics courses.- Co-organized the Indiana University Sonia Kovalevsky High School Mathematics Day, held in 2009. Obtained funding from Avon Corporation, Indiana University, and the Association for Women in Mathematics (AWM), and arranged for a prominent mathematician to give the keynote address.- Co-organized the 2006 Graduate Student Topology Conference, held at Indiana University. Obtained funding from the National Science Foundation (NSF) and Indiana University, arranged for keynote addresses by two renowned mathematicians, one a Fields medalist, and created the website.

Ph.D., Mathematics

M.A., Mathematics

B.A., Mathematics

Education record

Bachelor Of Arts (B.A.), Mathematics