Switzerland
Senior Energy Trader and Portfolio Manager with 7+ years of track record in European Power, Gas, and Environmental markets. Currently managing an unconstrained directional mandate at DXT Commodities, focusing on European Power. Proven history of generating high-Sharpe alpha in both extreme volatility regimes and normalized markets. I do not trade on "gut feel", I reason in probabilistic terms.
Prop on Euro Power, Gas and EUA
Playing with my kids in the garden while packing on garden leave.
Prop trading on Euro Power, Nat gas and EUA.
Prop trading on Euro Power, Nat gas and EUA.
• Worked on the Benelux and CEE markets. • Daily economic optimisation of a CCGT power plant in the Netherlands through Day-Ahead auction on EPEX market. • Forecasted Romanian and Hungarian Day-Ahead price. • Generated views on the spot and nominating cross-borders flows for CEE countries. • Background research and building/back-testing Tools and Financial Models.
• Commented on the daily and weekly variations in the business activity, focusing on VaR, CVA and scenario analyses. on the credit positions. • Monitored the monthly activity and the market risk exposure on credit instruments: Korean CDS, Islamic bonds (Sukuks) and Non-bullet bonds. • Built tools in Excel/VBA to monitor the hedge performance over the VaR vector for the main CDS Indices.
• Implemented a forecasting model on the Germany day-ahead delivery price with Neural Networks using Matlab. • Implemented and backtested cointegration trading strategies on the Cal18 spread GER-FRA using Python. • Assisted the trading activity with the booking of the trades and the creation of a reliable high-frequency database. • Responsible for the pricing of standard and structured products on the electricity market.