Mes compétences :
Derivatives
Futures
Management
Market making
Modelling
Options
Risk management
Swaps
Trading
Entreprises
Shell Energy Europe
- Options Trader
Paris2010 - maintenantTrade options and flexible structured products on all NWE gas markets. Manage dynamic currency and commodity exposures. Model and make markets in all gas linked exotic and vanilla markets, for internal marketers and OTC brokers.
Essent Trading International SA
- Senior Trader - Structured Trading
2008 - 2010Trade oil and gas (physical and financial swaps, structured products, storage, flexibility, oil-indexed cross commodity and currency)
Hudson Capital Energy
- Director
2005 - 2007Market maker in energy derivatives for client base of proprietary energy trading firm.
o Pricing and sales support for OTC clients in energy options and swaps. Price and manage energy options risk for origination team.
o Bookrunner in crude oil, natural gas, heating oil and gasoline options and swaps (bullet options, Asians, crack and calendar spread option positions). Traded volatility, skew and correlation markets. Assumed and managed market neutral volatility spreads.
o Stress tested and reported all associated proprietary position risk.
o Developed option and swap pricing applications.
Allegheny Energy
- Vice President
2001 - 2002Proprietary natural gas options trader; oversaw all pricing and risk management of large OTC and exchange traded portfolio.
o Applied gas market volatility to the pricing and risk management of storage, generation and pipeline capacity contracts.
o Made markets in natural gas options for firm's generation asset managers.
o In VBA, co-authored firm's natural gas options risk and pricing systems.
Bank of America
- Vice President
2000 - 2001o Head natural gas options trader; managed a large OTC and exchange traded portfolio.
o Quoted vanilla and exotic gas-linked derivative structures for internal marketers and structurers, servicing a nationwide customer base of industrial producers and end-users.
o Market maker in the institutional natural gas options market.
o Managed an inventory of pipeline index (Inside FERC, NGI and Gas Daily) options.
Coral Energy / Shell Trading
- Director
1997 - 2000o Traded proprietary derivatives portfolio for a top-five natural gas marketing and energy-related financial services firm, part of the Shell Group of companies.
o Major OTC market maker in NYMEX-based natural gas options. Risk managed a large exchange and OTC options book. Priced option structures for firm's client base of industrial customers, and option-embedded contracts for regional physical marketers. Traded pipeline and basis options, calendar spread options, and other exotics.
o Helped to develop firm's risk management and pricing systems.
o Member, New York Mercantile Exchange Options Advisory Committee 1998-2002
