Lead role in development and integration of new products and markets into EAC trading portfolio, including development of the limit framework and the corporate risk policies for EAC trading books.
Developed a Framework for Strategic Decisions and New Activity Integration using Bayesian Belief Networks
Advised Scotiabank’s senior management and EAC trading group’s managing director on major risks in the trading books
Data Scientist
Developed Risk/Reward analytic framework using Data Mining, Clustering Analysis and Machine Learning methodologies to better evaluate trading opportunities and provide actionable trading and risk advice
Developed a Decision Making and Risk Platform Using R and Shiny R
Developed Machine Learning Application using R and Big Data Applications Hadoop and Spark
Data Science Evangelist
Active contributer to Risk Analystics and Technology Strategy Discussion at the Bank
Lead role Data Science Initiative as part of Global Association Risk Professionals in Calgary
Calgary lead market risk specialist for NAGP BP. Major North American Energy trading group. Portfolio included financial and physical Natural Gas, Natural Gas Basis, and NGL both as linear and options instruments
Monitored and reported risk of the Natural Gas trading portfolio. Performed VaR analysis, scenario analysis, stress testing, and VaR model back testing
Performed analysis to value and risk manage BP assets using real option analysis. Developed a framework to value illiquid assets such as gas storage and NGL extraction plant.
Quantitative Risk
Managed a major global software development project across BP’s Quant and Risk groups, which included: BP’s Calgary, Houston, and London Offices. Outcome of the project resulted in significant cost saving for BP and allowed for improved measurement of risk for various assets and contracts outside the liquidity window.
Reviewed and provided risk/reward input to major business agreements and long-term deals.
Nuclear engineer, Project Manager and Consultant for major international engineering consultancy
Managed multidisciplinary team of engineers in major software development project. Included development and testing of nuclear simulation software for modeling CANDU reactor shutdown system 2.
Implemented unique methodology to calculate temperature reactivity coefficient in CANDU reactors using advanced noise theory and time series analysis. Methodology resulted in two high profile follow-up contracts for AMEC-NSS
Managed NSS’s Training Development and Qualification database. Provided ongoing support and training to management team - Responsible for design, validation, and qualification of major nuclear safety analysis software including reactor physics and thermalhydraulics analysis codes
Skills
Languages
R, Python, Hadoop, Spark, Machine Learning, Data Mining, NoSQL, Mongodb