Switzerland
• Crude Oil Trader with 6+ years of experience in physical and derivatives markets. • Deep knowledge of refining processes, needs and constraints • Skilled in developing crude grades re-optimization, improving both refinery margin and commercial desk outcomes. • Experienced in Options and Futures development strategies
• Trading Med, WAF, US and North sea area crude grades for supply, re-optimization, and trading purposes • Hedging the entire crude book exposure: flat price, DFL and term structure • Leading the crude speculative portfolio profitably using Ice Brent Options and Futures • Build, maintain and develop valuable relationships with counterparties
• Dealing Fuel oil (VLSFO and HSFO) and feedstock products (VGO and SR) into the med/north area • Fuel hedging execution by swaps neutralizing any risk associated to the flat price/basis risk
• Derivatives Futures execution • Check and optimization of the hedging effectiveness for products and crude books • Trading desk delivering PL and Exposure position reports support
• Daily monitoring of hedging activities executed through futures and swaps. • Supply and trading portfolio exposure supervision and check • Daily EOD report and risk metrics of portfolios (e.g. VaR) reporting.
Main activities: • Market analysis related to the Power market (macroeconomic and intermarket analysis) • Supporting Senior Trader in financial and physical Power trading (EEX and OTC market) • Monitoring portfolio performance and risk associated (VaR and ES) • Managing back office activities post trading (REMIT)
Main activities: - Financial products analyses - Process and Internal models re-engineering - Internal Key Performance Indicators management
Main activities conducted: - Analyzed S&P 500 options price (retrieving Bloomberg data from the Bank's Bloomberg Account) - Examined options volatility to assess Greeks real behavior - Implemented and elaborated data with Monte Carlo Method and quasi-Monte Carlo Method (through MATLAB)