• Grains Source and risk manage OG, NGMO, & Conventional Corn, Wheat, European Wheat (Durum) Oats, Rice, Soybeans, Specialty Beans (Garbanzo, Red & Black Beans).• Currency Risk Hedge our FX exposure (USD/Euro) using SWAPS. • Oils Source & Risk Manage OG, NGMO & Conventional Palm, Soybean, Sunflower, & Canola Oils.• Softs Coffee, Sugar, Cotton, OJ, & Cocoa.• Eggs Managing eggs price risk by managing the price risk of the grain inputs (Corn & Soymeal).• Develop Cost Models to effectively price our private label WFM brands. Models provide more transparency into a suppliers costing, thus allowing for more competitive prices. • Created & Edited Monthly Newsletter Focus on major commodities and current macro trends impacting commodities prices (e.g., inflation, political issues war-Ukraine/Russia and the Black Sea Ports impact on prices.

I purchase all the raw materials essential for manufacturing our desserts. These raw materials would include cocoa, sugar, eggs, heavy cream, milk, butter, flour, sweeteners, soybean and palm oil, corrugated packaging and film. I also develop and then implement risk management strategies around these commodities, using swaps, futures, and options.

Responsible for BRF’s commodity categories:• Sugar (Granulated, Sucrose, Invert, Brown, Organic, etc.)• Edible Oils (Bean Oil, Palm Oil, Coconut Oil, Etc.)• Cocoa (Powders & Coatings).• Develop risk strategies to mitigate BRF’s commodity risk.

Global Harvest Foods Commodity Procurement & Risk Manager • Responsible for purchasing Corn, Wheat, Millet, Milo, & Sunflower Oil.• Developed Risk Metrics & Risk Strategies-using Futures, Options, & OTC Swaps-for mitigating our commodity risk exposure and reducing our commodity volatility. My hedging strategies had a positive impact on our P&L, significantly increasing our EBITDA earnings, since commodity input costs comprise 55-60% of our COGS.• Managed commodity volatility, keeping commodity input costs in a tight range, as a percentage of COGS. The result: more effective and accurate forecasting models.• Implemented a sophisticated Options Strategy in order to mitigate our commodity risk in the deferred months (Tenor, 3-6 Months: Options 3 way, -D .25 Put, +ATM Call, -D.25 Call; Tenor, 6-12 Months: -D.40 Put, +D.40 Call).• Developed a cross hedging risk management program for our specialty grains-Milo, Millet, & Sunflower Oil-that do not have equivalent exchange traded futures & options contracts.

• Responsible for managing the futures/options risk of 30 traders, while also trading my own options account. Universal’s aggregate open position consisted of 75,000 options & futures.• Performed stress testing on the various Options Greeks: Gamma, Vega, Theta, & Rho.• Calculated the theoretical P & L (The P & L generated by our software’s pricing model) verse the MTM P & L (The P & L produced by the Exchange’s settlements).• Managed the Firms Margin Portfolio-Cash, T-Bills, & Stock-in order to maintain compliance with CME’s SPAN Margin Requirements.• Supervised the smooth and accurate completion of all the expiring Options Contracts.