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Work Background
WGL EnergySupervisor
Jan. 2012Model Development and Quantitative Research
* Served as the lead internal expert on quantitative modeling technique
and issues pertaining to short and long term gas and electric modeling
needs of the company.
* Designed and maintained load and price volatility modeling and analysis.
Applied latest modeling techniques to retail load management and
wholesale procurement pricing and analysis.
Risk Management
* Assisted in identifying embedded optionality in wholesale and/or retail
transactions and properly value.
* Assisted in inputting electric and gas transactions into portfolio and risk
management models.
* Provided advice and support to corporate risk management
methodology and risk metric applications.
* Provided advice and support to management, electricity and gas
wholesale book manager on portfolio analysis and balancing risk
estimates.
* Worked to completely understand current portfolio risk management
models and strive to improve upon them, Work with Operations to
develop new models as necessary.
* Worked with Marketing and Operations to develop, maintain and
improve Oracle-based natural gas pricing tool.
Analysis
* Provided modeling oversight and support to short and long term load
forecasting needs of the gas retail, electricity retail, wholesale and
scheduling desks.
WGL EnergySupervisor, Quantitative Analysis
Apr. 2007
Washington Gas Energy ServicesSr. Quantitative Analyst
Apr. 2007 - Dec. 2011Maintained and updated electric and gas load forecasting models.
Improved the day ahead hourly forecast. Implemented the ability to offer
LMP index pricing for profile customers.
* Maintained and updated proprietary risk management models. Improved
the electric risk profile model which gives WGES an ability to set up
different risk premiums for different load developers and load profiles.
* Developed and updated data queries utilizing SQL, PL/SQL and Visual
Basic for Operations staff.
* Supported gas and electric pricing models and reconciled daily Oracle
price comparison test. Updated and maintained electric retail profiles and
PJM data integrity.
* Updated gas and power curves daily and made sure that all system errors
are fixed. Updated electric and gas open positions.
FI Consulting IncSenior Business Analyst
Oct. 2005 - Mar. 2007Offered services in financial quantitative modeling, model risk
assessment, model risk mitigation, statistical and econometric analysis of
financial and economic variables, and helped clients with financial
modeling of securitized receivables.
* Worked as a business analyst specializing in model development,
validation and documentation at Freddie Mac, Mc Lean, VA.
* Experiences include 15 month project in the Multifamily Division
regarding development of Multifamily Portfolio Valuation Tools.
* Developed and supported existing financial models. Programmed two
main models which will be productionalized in 2007.
* Involved in testing, validation and documentation of the models in
accordance with SOX procedures.
* Developed analytical tools in SAS, Visual Basic for Applications and
Excel while programming those models which will impact the financial
statement of the client.
* Built a SAS program that enables the estimation of affordable housing
goals using an alternative data source for the Affordable Housing Project
within the Mission Oversight and Development Division.
* Gained extensive knowledge of relational databases and other internal
and external large scale data regarding the mortgage industry.
* Developed and administered Intranet applications for FI Consulting.
Anadolu UniversityAssistant Professor
Jan. 2003 - Jun. 2005Courses taught: Econometrics I and II, Introduction to Economics (in
English), Using Statistical Software in Economics, and History of
Economic Thought (in English) at an undergraduate level.
* Managed and advised undergraduate students in a departmental setting.
Anadolu UniversityResearch Assistant
Jul. 1996 - Jan. 2003Over eight years experience in economic research and administration in a
major university.
* Edited and translated numerous working papers and other economics
related documents from English to Turkish and Turkish to English.
Translations have been utilized in compiling research and support data
for my two thesis projects as well as for informative publications
regarding Anadolu University.
* Designed and administered Department of Economics’ web site for
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