Modelling and Measuring Energy Risk
24-26 November 2008, London

 


To ensure that the program is aligned with the industry today, this committee of experts enlisted has closely followed the program development to ensure the quality and high standard of the event.


Koen Minderhoud, Manager Portfolio Analytics at DELTA Energy

Koen Minderhoud is head of the Portfolio Analytics team at DELTA Energy. His team is responsible for valuing, hedging and optimising the structured asset portfolio and the large end-users portfolio. Before joining DELTA Energy he worked for the Dutch central bank where he researched the statistical modelling of financial markets.


Matthew Hunt, Head of Quantitative Analysis at British Energy


Matthew Hunt is Head of the Quantitative Analysis team at British Energy. He has eight years experience pricing and modelling energy based structures, assets and contracts in the UK and Europe. Before joining British Energy he worked at Essent Energy Trading heading the Portfolio Analysis & Quantitative Models team. He holds an MSc in Economics (Finance) from the University of Bath and an MA in Physics from the University of Oxford.

 

 

 

Klaas Peerenboom, Quantitative Market Risk Analyst at RWE Supply & Trading.

Klaas Peerenboom is a Quantitative Market Risk Analyst at RWE Supply & Trading where his main role covers validation of risk measurement and valuation models, product and transaction approval and calibration of pricing models. Before joining RWE Trading in 2005, he was working at Nuon, mainly on VaR reporting - and later in the structuring team. He holds a MSc in Operations Research & Management from the University of Amsterdam and a Certificate in Quantitative Finance.


Olivier Bardou, Project Manager, GDF SUEZ

Olivier Bardou is a Project Manager in GDF SUEZ’s Research and Innovation Department and in charge of developing valuation software’s and investment methodologies for the operational divisions of the group. He is also Associate Professor at Paris VI University.