Created and maintained interfaces between systems using C# and SQL Server to and from EDF’s ETRM provided by EKA Software Solutions (previously Encompass Technologies) providing inputs to the ETRM for valuation (such as settlement & forward price estimates). Created external valuation engine for natural gas storage assets in C# that utilized vendor based FEA libraries to capture optionality. Performed DBA duties such as developing and monitoring nightly jobs to identify fragmented indexes and rebuilding them when necessary, setting up nightly DB backups, and optimizing queries by reviewing execution plans. Served as the administrator for LIM (owned by Morningstar) used by EDF to supply forward valuation data, volumetric statistics, settlements, and weather indicators to downstream systems / reports. Developed VBA code in Excel marking workbooks used by each regional desk for each commodity that estimated forward prices, volatilities, & correlations. Developed C# code to process flat files created by trader marking workbooks and loaded them into a ETRM SQL server backend prior to each evening’s valuation. Maintained trade floor Excel based tools that automated downloads using VBA that scraped public metrics from websites such as ISO’s and and flat files provided by subscriptions such as settlement pricing from Platts.

Responsible for supporting both the physical and financial ETRM systems for natural gas transactions. Developed reporting solutions for derivatives accounting using MS Access 2003 and SQL server. Developed the ETRM interface supporting for the end of month role to SAP. Vetted compatibility issues caused by firewalls and proxy settings when accessing and using pipelines websites for natural gas scheduling needs. Supported the daily process that loaded prices from various sources into the relevant ETRM for valuation purposes such as the trade floor generated forward marks. Responsible for tracking the natural gas transactions needed to source the filing requirements for FERC Order 552 supporting price transparency.

Developed ETL in SSIS to populate data warehouse to support SSAS queries against OLAP data sources using end user tools such as PolyVista and Excel add-in called Excel cubed. Hosted presentations of the DW group’s OLAP end user slice and dice tools to upper management.

Built OLAP data sources using SQL server 2000 DTS to pull power trades from an ETRM data source stored in Oracle (Zai*Net) and from an ETRM that houses natural gas trades in SQL server (Nucleus). Worked closely with other business analysts to define how to represent categories of change to the valuation on each type of trade. Implemented P&L daily change tool for risk management and the trade floor in VB6 to use to analyze daily valuation changes.

Developed reporting solution using VB6 and MS Access 2000 to extract data from ETRM data in Sybase tables on a nightly basis. Users were then able to build Ad Hoc inquiries that could be reused to analyze each days results. Created an interface in MS Access 2000 to show variances in valuation results between two dates using a data mining style presentation. Created tool to value transportation transactions to replace those provided by the vendor based ETRM.

Participated in the development of several data entry screens using a low level DOS based tool called Advanced Revelations. This included the entry screens for pooled as well as point to point nominations as well as an entry screen for complex or formula based pricing. Developed a system for tracking monthly, weekly, and daily index price publications that detects changes to prices to trigger re-valuation of all applicable trades.