Dortmund, North Rhine-Westphalia, Germany
I am an executive leader in energy trading and quantitative risk governance with more than 18 years of experience across European power and gas markets. My work sits at the intersection of energy portfolio management, quantitative analytics, and commercial decision-making. I design and lead valuation architectures, risk frameworks, and forward curve methodologies that directly influence portfolio transparency, capital allocation, and P&L performance. With a background in physics and energy economics, I combine analytical depth with strategic leadership. I translate complex market structures — including renewable integration, structural risk exposure, and weather-driven volatility — into robust, scalable decision frameworks. Throughout my career at E.ON, innogy and RWE, I have: • Built and led international quantitative and portfolio management teams • Established group-wide HPFC standards and structural risk methodologies • Strengthened governance and valuation transparency across trading organizations • Integrated renewable generation impacts into forward curve construction • Designed cloud-based quantitative platforms to scale analytics capabilities • Aligned cross-functional teams around commercially actionable market insights My leadership philosophy is based on three principles: Strategic clarity — turning complexity into structured decision frameworks Ownership & accountability — linking quantitative rigor to commercial impact Team orchestration — recognizing individual strengths and aligning them for collective performance I am particularly motivated by shaping resilient trading architectures that enhance risk control, portfolio performance, and long-term competitiveness in dynamic energy markets.
• Executive responsibility for group-wide valuation architecture and quantitative analytics in energy trading. • Lead of international quantitative risk valuation teams across Germany and the Czech Republic. • Functional coordination across retail portfolio management units. • Development of HPFC models incorporating renewable generation, fundamental market modelling and structural risk methodologies. • Design and implementation of cloud-based analytics platforms. • Strengthening portfolio transparency, governance standards and decision robustness. • Coaching and development of expert teams in complex, high-volatility market environments. • Close cooperation with the internal strategy team to review and challenge the company’s strategic positioning and commercial performance within the broader Group context, with a clear focus on value creation, capital efficiency and sustainable earnings contribution. • Proposing strategic adjustments and actively contributing to a strategy update in response to evolving market dynamics.
• Head of five teams (~30 FTE) across several European markets with responsibility for retail risk modeling and structuring. • Establishment of an international risk modeling hub centralizing quantitative expertise. • Development of independent valuation, hedging and HPFC methodologies during corporate separation from RWE. • Harmonization of international governance standards and implementation of scalable quantitative best practices.
• End-to-end ownership of the commercial chain from bespoke customer pricing to risk modeling and hedging of inherent market risks. • Designed operating model and interfaces across countries/functions to ensure consistent portfolio steering and governance. • Built scalable tooling and processes to embed quantitative risk pricing into commercial decision-making.
• End-to-end responsibility for pricing, risk modeling and hedging architecture in international retail activities. • Integration of quantitative risk models into CRM and pricing systems enabling transparent market risk assessment. • Lead of an international virtual weather-hedging team and development of temperature risk mitigation strategies.
• Teamlead of a 12 FTE team responsible for managing retail commodity exposures (gas, oil, coal). • Development and implementation of new hedging strategies and structured procurement models. • Introduction of gas limit frameworks to optimize position management and risk control. • Redesign of gas pricing methodologies including customer-specific risk pricing.
• Responsibility for managing retail market risk positions including commodity and weather exposure. • Execution of hedging transactions on wholesale markets and structured derivatives. • Enhancement of transparency and steering mechanisms for portfolio risk exposure.