Areas of Expertise

FUNCTIONAL
Risk Management	Market VaR/Credit VaR Stress Testing Extreme Value Theory Credit Valuation Adjustment
Front, Middle and Back Office	Trading (pricing, pre-trade risk limits, booking, Greeks) Processing Clearing and Settlement P&L Reporting Real-time electronic systems
Data Analysis	Data Scrubbing Algorithms Data Mining
Financial Engineering	Exotic Derivatives Modeling Risk Analytics Implied Volatility Surfaces Swap Curves Commodity Structured Notes
Compliance	Dodd-Frank

MARKETS
Energy and Energy Derivatives	Natural Gas Crude Oil Unleaded Gas Gas Oil RBOB Gasoline Heating Oil
Equity and Equity Derivatives	Cash Equities Indices Baskets Quantitative Trading Strategies
Foreign Exchange and FX Derivatives	Major and Minor Currencies Cross Currencies
Precious Metals and Precious Metals Derivatives	Gold Silver Platinum Group Metals
Industrial Metals Derivatives	Copper Aluminum Nickel Zinc Lead Tin
Grain and Grain Oil Derivatives	Wheat Corn Oats Soybeans, Soybean Meal, and Soybean Oil Canola Oil Palm Oil Rough Rice
Other Commodities	Cocoa Sugar Coffee Orange Juice Concentrate Cotton Lumber
Livestock	Feeder Cattle Lean Hogs Live Cattle

FUNCTIONAL