Submitted expert testimony on the value of a nuclear power plant as part of a case establishing stranded generating costs in preparation for retail electric competition in front of the Connecticut Department of Public Utility Control, Application of the United Illuminating Company for Recovery of Stranded Costs (Docket No. 99-03-04, Hartford, CT., May 1999).

Oversaw model development and validation, structured transactions evaluation, portfolio risk assessment, stress testing, counterparty potential credit exposure, and collateral requirement estimation for a top energy company.

Provided estimates and forecasts used for strategic investments and divestitures, structuring, and risk management of an energy company’s merchant energy portfolio, financial planning, and budgeting.

Participated in the working groups of the Committee of Chief Risk Officers that recommended best practices and emerging practices on valuation and risk metrics, credit risk management, capital adequacy, governance, and disclosure for energy companies.

Oversaw the validation of pricing models, risk analysis on new transactions, and risk mitigation techniques for a $10 billion asset company that provides energy services to nearly two million customers.

Managed cross-functional teams responsible for the design and implementation of forward curves, price forecasts, and term structure of volatility and correlation for various commodities in North American regional markets.

Designed and implemented quantitative models for pricing derivative securities, trading strategies, long-term structured deals, and electric generation assets for a leading energy company.

Submitted expert testimony in front of the Vermont Public Service Board regarding Green Mountain Power Corporation on the use of forecast long-term “avoided” energy costs as part of an overall evaluation of the prudence of specific distribution system investments. (Docket No. 5983, Montpelier, VT, January 1998).