Experience

Solea Energy

• Oil and Gas
• 1 - 100 Employee

• • Sep 2021 - Present

  - Lead the internal research group, driving algorithmic trading and implementing company-wide strategic initiatives.- Head the research and implementation efforts for optimization of physical assets in the financial markets, enabling increased renewables investment.- Facilitate external academic collaborations. - Reporting directly to the CEO, I sit on the executive leadership team and provide quantitative insights to inform company direction.- Provide strategic direction to guide Solea through the transition towards a renewable grid Show less

• • Apr 2020 - Sep 2021

  I map out the long term AI/ML strategy for Solea and work with my team to execute it.

• • Jan 2019 - Apr 2020



eXion Energy Inc.

• Research Statistician

  • Jan 2016 - Feb 2018

  At eXion I created interpretable models that provided insight into the virtuals trading process for MISO, SPP, and PJM. Projects I oversaw included: - Forecasting day ahead and real time energy prices. - Portfolio optimization according to pre-specified objective functions. - Risk analysis at nodal and portfolio level. - Fundamentally driven statistical models of congestion prices. Using the tools mentioned above, I constructed automated trading strategies for MISO, PJM, and SPP that were profitable in every quarter of operation. Show less



Endurance Energy

• United Kingdom
• Machinery Manufacturing

• Consulting Statistician, Trader

  • Sep 2011 - May 2015

  Research - Implemented machine learning algorithms to predict ISO-level and regional load curves, congestion component of real-time LMPs, volatility of real-time LMPs, Day-ahead LMP values, and wind power generation. - Developed statistically sound risk models to minimize company-wide drawdowns. - Developed performance metrics to characterize strengths and weaknesses of individual traders and strategies Trading - Traded virtual day-ahead futures on Midwest ISO and Southwest Power Pool - Traded Monthly Financial Transmission Rights on Midwest ISO - Traded daily and weekly MISO contracts on the Intercontinental Exchange All work was done primarily in R with data queried from a SQL Server database. I used econometric and machine learning techniques to approach both the prediction and uncertainty of the market. Show less