Commodity Trading
Hacienda Hedge: Mexico's oil price-hedging programme
A secretive oil strategy locks in profits, shields the country from shocks.
Pre-export finance structure that funds a production expansion
Outback Creek Resources Pty Ltd, a mining company incorporated in New South Wales, Australia, operating the Outback Creek metallurgical coal mine in the Hunter Valley.
Ancillary Services
The invisible infrastructure keeping your lights on — explained through direction (up, down, symmetrical) and the critical distinction between capacity and energy.
Carbon CTRM
Carbon Commodity Trading and Risk Management (CTRM) software enables companies to track, trade, and manage carbon credits (compliance or voluntary) and emissions data. These systems handle the lifecycle of carbon instruments, including trade capture, valuation, regulatory reporting, and risk management.
Volatility surface modeler with full Greeks interaction (WTI & Brent)
try the "Full Hormuz closure" to see what a complete Strait shutdown repricing looks like, or "De-escalation" to model the crush if a ceasefire is announced.
Make Data-Driven Decisions • Harness Business Analytics
Voluntary Carbon Markets
Generating insights for traders, salespeople and C-level executives
Market analysis (Market players) • Quantitative analysis (supply &
demand) • carbon
ratings • trends
Renewable Energy Markets
Bringing price transparency to traders, salespeople and C-level executives
Dynamic Pricing Models
Daily assessed products that play an important role in strategic pricing decisions
NoSQL database Cloud-first solution React front-end
Data Strategy • Data Governance
Creating a data strategy
Combining a data-driven approach with a cloud-first strategy to harness the power of data analytics and leverage scalable computing resources to drive innovation, improve operational efficiency, and gain a competitive edge
Data architecture
Data collection, data modelling, data flows, hot/cold storage, advanced analytics and reporting.
Data Science • Data Analytics in action
Driving innovation through inspiration
Unsupervised Machine Learning models • Natural Language Processing (NLP)
Extracting Keyword (n-grams) with TF-IDF and SKlearn for a non-financial risk dept.
Identifying systemic anomalies logged in a risk management tool (e.g. wrong rates, compliance issues, etc.)
Supervised Machine Learning models • Classification
Predicting inaccurate rates and improving data quality and accuracy | preprocessing data, basic feature engineering, visualizing data, and model building.
Statistical modelling • regression analysis for prediction
Pricing strategy: assessing if hotel room rates are correlated with GDP per capita
Business Insights • Factor and Cluster Analysis
Identifying potential travellers’ segments in the Swiss market (budget, no-limit, comfy, shopping, sporty, etc.)
Business Insights • Choice-Based Conjoint (CBC) Analysis
Identifying how a respondent values combinations of features
Data Engineering
Market Intelligence • web scraping
Automating web scraping of market data (Volume, Open Interest, settlement prices) to identify emerging trends and patterns
Serverless data pipelines
Azure DevOps Azure Repos Azure Pipelines
Market Intelligence • web scraping
Automating web scraping of airfares to identify emerging trends and patterns
Serverless data pipelines
AWS Lambda AWS S3 AWS DynamoDB d3.js
Custom web application
Marketing tool • commercial action plans
Fostering commercial animation, self-analytics and reducing RMs' non-value added activities
Monitoring RMs' performance
Data warehouse MySQL database PHP d3.js
Knowledge Management System (KMS)
Developing a KMS for one of the biggest non-governmental sports organisations (collecting, centralising and organising data coming from various sources. Generating on-the-fly factsheets)
MySQL database PHP d3.js
Reporting
PnL reporting
Consolidating FX, commodities, FI & IR derivatives by business area, desk, region
P&L vs Plan (daily, MTD, YTD), P&L vs last year, top performers
Power BI
Commodity broking
Developing and automating daily market reports
Consolidated financial statement
ALM Treasury • Basel III • Liquidity Coverage Ratio (LCR)