•Edison Mission Marketing & Trading—Jan 2011 - Present
Manager, Quantitative Analytics
Manager of Quant Desk.
* Responsible for 5-member quant team (4 full-time reports).
* Provides foundation for all modeling and analysis activity within Analytics.
* Responsible for driving all technical work and R&D behind front ofﬁce support of commercial business within EMMT.
Quant Desk customers include:
* Fuels and Power Analytics (commodities analysis), Prop-Trading (FTRs, network congestion, power/gas options)
* Merchant Asset Management (coal / gas partnerships), load serving, demand/response, renewables.
* Development (wind siting, solar siting, PPA Valuation) and Origination
Designed and implemented EMMT’s Asset Valuation Model system (AVM):
* Valuation engine for portfolio of EMMT assets (generation, load serving, options, etc.)
* Engine presented through web-based front-end
* Monte Carlo scenario generation and management
* GM/GM@R and scenario based modeling of all portfolio assets
Commodities Market Modeling/Analysis:
* Short Term – Gas Market agent based model, Weekly Supply/Demand balances (gas/oil rig counts, production and storage numbers, power stacking, coal), network congestion (Dayzer & Powerworld), virtual bidding, and load forecast with integration of in-house weather view.
* Long Term – Emissions, coal (PRB, NAPP, CAPP, etc.), retirement & new-build analysis for generation, REC pricing for renewables.
* Development of commodities scenarios as basis for Analytics modeling.
Management of Middle & Back Ofﬁce interactions with Front Ofﬁce:
* Support evaluation of exposure – correlations and volatilities (Risk).
* IT – System administration for quant development computing environment, data modeling, data acquisition, software development cycle for analytics tools: Development → Test → Production (IT)
•Edison Mission Marketing & Trading—Mar 2010 - Jan 2011
Manager, Power Analytics
Manager of Power Desk.
* Responsible for Power Analytics team performance and deliveries (2 full-time reports)
* Power market modeling and fundamentals analysis for Analytics. Feeds into Trading, and Asset Management activity.
* General front ofﬁce support for commercial power business within EMMT.
Power Desk customers include:
* Quant Desk and Fuel Analytics (commodities analysis)
* Prop-Trading (FTRs, network congestion, power options, new build/transmission, spread decomposition analysis)
* Merchant Asset Management (bidding strategy, coal & gas assets, load serving, demand/response, renewables)
* Development (Long term analysis for wind and solar siting), Origination, and Finance
Power Market Modeling/Analysis:
* Short Term – Regional unit commitment and dispatch, line losses, daily power stacking, transmission outages
* Med. Term – Network congestion (Experienced with Dayzer & Powerworld), heat rate analysis, and intra-day load forecast integration with trading strategy
* Long Term – Load Forecasting, new build/transmission, contingency analysis
FTR Trading Strategy:
* Provides congestion fundamentals for monthly/yearly ISO auction participation,
* Scenario based (generation/transmission/load) analysis.
* Analysis of auction results data and development of round based FTR auction strategy
Transmission Upgrade Analysis / ISO Interaction:
* Identiﬁcation of ISO network upgrades to fund which have favorable congestion impact on assets
* Support development of special protection schemes (SPS) with ISO in cooperation with Trading.
•Edison Mission Marketing & Trading—Nov 2007 - Mar 2010
Manager, Quantitative Analytics
Manager of Quant Desk.
* Responsible for 10-member quant team (5 full-time, 5 interns)
* See current position description (above) for more details.
•Expressly Gaming Consultations—May 2006 - November 2007
Online Gambling Security Analyst
Consultant for international online gambling organizations. Specializing in development of “bots” and software-assisted cheating methods using statistics and probability.
Directs team of analysts, programmers, system administrators, and professional gamblers.
•Wake Forest University—November 2005 - May 2006
Parallel Computing System Administrator – DEAC Cluster
Red Hat based cluster – Maintained and developed software for parallel/grid computing environment
Maintainer for Wake Forest ”Linux Laptop Load” installed on laptops issued to all new students by the university.
Graduate Student: April 2003–December 2005
Identiﬁed particles in low signal/noise conditions. Utilized new Monte Carlo technique to subtract background spectrum from signal.
Results published in Physical Review Letters TOPCITE/50+ Cited 71 times.
• Management in Electrical Finance:
Knowledge and familiarity with most aspects of building out and running large-scale business in American power markets.
Data acquisition, modeling, risk analysis, and trading platform development: OpenLink/Endur
Management of interactions between large groups (e.g. Analytics, Risk, IT, Operations, Asset Management, Portfolio Management, Finance)
• SQL / Databases:
Extensive Physical and Logical data modeling skills.
Database Transformation Services (Design, Development, Deployment and Administration)
Installation, conﬁguration, upgrade, optimization, and maintenance of major RDBM systems.
Knowledge and experience in all stages of the System Development Life Cycle
Databases: MS SQL Server 2000-2005-2008, Oracle 11g, PostgreSQL, MySQL, MS Access, SQLite Software: Oracle SQL Developer, MS Query Analyzer, Toad
• Data Analysis:
Monte Carlo, modeling physical systems, digital signal detection/processing, noise reduction, ﬁltering, analysis of large data sets using statistics and probability, Fast/Discrete Fourier Transforms
• Hardware/Software Interfacing:
Lab experience designing experiments involving complex real-time decisions and measurements
Coding/working with drivers for hardware control
• Computer Languages:
Clustering & Cloud Computing: Google App Engine, Beowulf, MPI, Kerberos, and other common Linux/Windows clustering infrastructures; OSCAR, Globus, Sun Grid Engine, General Parallel File System, Maui Cluster Scheduler, Portable Batch System
• Italian: Basic speaking/writing/listening comprehension
•Ph.D in Physics—Stony Brook University
Stony Brook, NY: (High-Energy Nuclear/Particle), Received: December, 2005
•M.A. in Physics—Stony Brook University
Stony Brook, NY: Received: May, 2001
•B.S. in Mathematics—Stony Brook University
Stony Brook, NY: Received: May, 1999