Develop Energy Trading and Risk Management softwares.
Interact with Energy clients to gather requirements and create custom solutions for their trading, logistics, inventory, risk management and settlement needs.
Extensive knowledge of the Physical Energy Markets and Financial Trading Instruments along with their trading procedures
- NG, Power, Oil, Coal, Grain, etc
- Forwards & Futures
- Options & Pricing Models : Vanilla & Exotic Options, Black, Black–Scholes, Binomial Tree
- Swaps : Interest Rate, Currency
- Volatility & Correlations
- Value at Risk : Monte Carlo Simulation
- Pricing : Current, Settle, Prompt, Delivered
Model complex derivative financial instruments into the system....