Amsterdam, North Holland, Netherlands
Quantitative analyst rooted in applied statistics and actuarial analysis with dedicated CTRM architecture experience. Proven track record of creating and implementing operational risk controls such as automated limit enforcement and hard-coded compliance barriers. Proficient in managing continuous data pipelines for volatile, high-volume portfolios. I focus on bypassing manual reporting vulnerabilities, translating high-frequency market data into risk models within fast-paced trading environments.
Owned the development of a SaaS CTRM platform, leading the creation of automated energy trading systems for Day-Ahead, Intraday, and Balancing Power markets. Built an end-to-end data flow and managed diverse ingestion pipelines for high-frequency renewable and lower-frequency thermal units, ensuring no margin for error in aggregation, imbalance calculations, and algorithmic trading for these mission-critical environments. Created dynamic what-if scenario modeling capabilities and managed the daily delivery of HPFCs utilizing monte carlo simulations, allowing risk desks to define multiple forward curves and perform sensitivity analysis on P&L exposure under volatile market conditions. Led the development of systemic operational risk controls for major energy clients, defining confirmation and authorization matrices to physically enforce SoD and RBAC within the CTRM environment. Built automated end-of-day batch jobs to monitor and enforce VaR, MtM, and CCR exposure alongside with granular notional and volumetric limits per trader, book, and counterparty. Coordinated monthly deployments and system stability for the Ukrainian Energy Exchange (UEEX) and EXIST, ensuring 24/7 uptime for automated trade and balancing tools. Utilized SQL scripting for data validation and ad-hoc analysis to support the development. Used Confluence and JIRA to manage technical specifications and requirements.
Board assistant (Ad-hoc reporting, business development, BI & IT projects) @ Kazancı Holding Procurement specialist (IT tools & projects, hardware & software) @ Aksa Energy Acting manager (Business Strategy, P&L) @ AKSA General Aviation Process management & development (15-month business plan, P&L) @ AKSA Agriculture Also contributed to various projects @ AKSA Energy CFO backoffice Kazancı Holding HR AKSA Tourism AKSA NatGas
Created and maintained the master database and data architecture for Plexos to run deterministic market modelling. Developed and audited SPSS neural network using MAPE to track HPFC accuracy and p95 to measure tail risk among other metrics. Managed production planning for a 332MW hydroelectric portfolio, optimized real-time portfolio positioning in accordance with high-resolution production and inflow data.