Ziya Esrefoglu - Lead Quantitative Analyst, WGL Energy

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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 - Feb. 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