Will Dahlmeier Email and Phone Number

As Director of Quantitative Analytics at AEGIS HEDGING, I lead a team providing tailored quantitative solutions for energy, ags, softs and metals commodity clients. Key achievements include creating data cleaning processes, developing price and volatility predictions using AR/MA and ML techniques, and implementing a stochastic market model for portfolio valuation and optimization. Additionally, I oversaw the deployment of a full stack web application for real-time results and conducted training sessions for both internal users and clients.

As VP of Quantitative Analytics at Risked Revenue, I spearheaded the development of a client-facing portal catering to approximately 10% of US oil production. Notable achievements include automating processes to double the client base without increasing staff and designing fully automated report generation based on internal and client feedback.

As a Quantitative Researcher at Relative Value Investments, I spearheaded the research, development, and implementation of trading strategies across various energy derivatives. Highlights include creating a diversified strategy blending classical statistics and machine learning techniques, leading to consistent returns. I also designed and deployed a Python-based execution automation platform for real-time trading across multiple commodity markets, handling a high volume of trades and ensuring compliance with regulatory standards, including NFA audits and broker communication.

As a Risk Analyst at Macquarie Bank, I collaborated with the risk group to uphold bank standards on exposure across commodity markets. My responsibilities included liaising with various bank departments, including front, mid, and back office, as well as the development team, to implement, monitor, and execute risk protocols effectively.

As a UT Grad Student, I specialized in Statistical Modeling, proficient in various supervised and unsupervised machine learning techniques. My expertise includes developing supervised learning models such as Kernel Regression with K-Fold Cross Validation, Local Polynomial Regression, Gaussian Processes, and Particle Filters. I am skilled in optimizing model selection using classical techniques, Bayesian Model Averaging (BMA), and Principal Component Analysis. Additionally, I am capable of theoretically deriving and coding Monte Carlo Markov Chain (MCMC) algorithms, including Gibbs Sampling, Metropolis Hastings, and Reversible Jump, alongside other algorithmic simulations.

As an Assistant Trader at LUKOIL INTERNATIONAL OIL AND SUPPLY CO., I managed the middle distillate book, overseeing diesel and jet fuel trading. Key responsibilities included collaborating with the head trader on physical cargo deals, executing hedging strategies, and managing positions while liaising with the risk department. Additionally, I conducted daily transactions with brokers, handled futures and options contracts, and engaged in global petroleum market activities, including interactions with major trading organizations and governments across Asia, Europe, and South America.

As an Assistant Project Manager at DLB ASSOCIATES in Ocean, NJ, I played a crucial role in managing a data center construction project valued at over $200 million for an international Fortune 500 software/internet portal company. My responsibilities included overseeing daily progress from both the business and on-site construction offices, ensuring efficient project execution.