Senior Gas & Oil Risk Analyst
April 2011 — Present
• Controlling and Risk management of Prop and Assets portfolios (ca. 800 TWh, 2 billion Euro notional value under monitoring via reported greeks, PnL, VaR, limits)
• Full valuation of the main E.On Gas assets in Europe: Storage, Transport, LTCs, Gas-to-Power, Retail.
• Support/challenge Front Office new structure/standard products from a risk/commercial perspective.
• Preparation and presentation of ad hoc analysis (cost of capital, limits) and monthly gas risk summary for Senior Management
• Weather reporting: derivatives, structure temperature/price deals.
• Expert in Markets, Prices, Market Conformity Check, Performance, Operational Risk and Compliance being part of several virtual expert teams
• Projects: implementation in ENDUR of different European assets and structure deals
Secondment to Risk Controlling CrossCommodity in 2014
• Harmonization and standarization of Market Conformity Check across all commodities: gas, power, emissions, oil, coal & LNG. Detail investigation of off market cases.