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Male, 48 years, born on 28 March 1977
Germany, not willing to relocate, not prepared for business trips
Senior Risk Analyst
Specializations:
- Auditor
Employment: full time
Work schedule: full day
Work experience 18 years 8 months
May 2011 — currently
14 years 2 months
Vattenfall Energy Trading
Senior Risk Analyst
Vattenfall Energy Trading Hamburg, Germany/Amsterdam, Netherlands
ETRM
Responsibilities
* Maintenance and implementation of new and existing products, curves, and reports within the ETRM system ;
* Coordinate the implementation of new products ;
* Booking complex deal structures in the ETRM system such as Gas Storage, VPPs, Swings ;
* Configuration of deal entry/tracking tools within the ETRM system ;
* Specification of tasks/workflows to minimize operational risk ;
* Assist front office, risk, and back office with ad-hoc requests ;
November 2010 — May 2011
7 months
Reliant Energy
Structuring Analyst
Costing and Analytics
Responsibilities
* Updating and developing costing models ;
* Evaluation and development of portfolio wide hedge analysis ;
November 2007 — September 2010
2 years 11 months
NextEra Energy
Quantitative Analyst
Gas Structuring Desk
Responsibilities
* Evaluation of gas storage and/or transport contracts ;
* Evaluation of plain vanilla options, swing options, and other exotic options ;
* Developing, updating, and enhancing various tools/models in MATLAB and Excel VBA ;
* Respond to urgent ad-hoc analyses ;
* Develop P&L reports in VBA for Park and Loan business ;
* Create reports and presentations regarding NextEra assets and contracts ;
October 2006 — November 2007
1 year 2 months
NextEra Energy
Associate Quantitative Analyst
Risk Analytics Desk
Routine Responsibilities
* Completed valuations of power contracts including full requirement deals, power swaps, and shaped swaps
Other Tasks
* Assisted in the development and presentation of models and methodology to price outage protection products ;
* Created presentations based on analysis of load data, contract specifications, and weather data ;
* Assisted gas trading group with transport and storage contracts ;
* Developed and updated Excel VBA macros ;
About me
Operational Risk, Front Office, Back Office, Financial Modelling, Investment Management Analysis, Problem Solving, MS Excel VBA, Matlab, Visual Basic for Applications, C++, Finite Element Analysis, Java, Microsoft Excel, SQL
Higher education (master)
2006
Florida State University
Mathematics, Financial Mathematics (master M.S.)
2003
State University of New York at Buffalo
Mathematics, Pure Mathematics (master M.A.)
2000
State University of New York at Buffalo
Mathematics, Mathematics (bachelor B.A.)
Languages
Citizenship, travel time to work
Citizenship: USA
Permission to work: Russia
Desired travel time to work: Doesn't matter