Support for the backend development of the financial risks management software, specifying approach to risk modelling, contributing risk model library, descriptive analytics on liquidity risks, stress-tests success, performance measurement and attribution.
Research on co-dependence structure of Central Banks’s monetary policies with multiple economic indicators, such as foreign investments, debt servicing cost, trade and other factors.
Led an ETF/FX portfolio on mandate on strategic and tactical levels. Supported quantitative analysis including benchmark decomposition, portfolio strategy, Black-Litterman and Treynor-Black and optimisation, selection criteria, ex-ante and ex-post performance attribution and risk management. Crosschecks and advanced analysis performed with Bloomberg and TR Eikon.
Developed risk-adjusted income-based valuation models for renewable power plants, encompassing non-parametric methods in multi-level wind and energy generation forecasting, risk-based derivatives hedging, and transaction structuring including equity and debt structuring with conventional and participatory bonds.
Developed structural PDE / stochastic jump-diffusion mean-reversion forecasting models with seasonality, storage and other latent exogenous factors specific for the commodities spot price. This was used for valuation of commodities supply, both for individual and portfolio of supply contracts, storage contracts, and construction of an optimised hedge programme using derivative contracts forwards, traditional and asian options.
Created and Analysed Market Risk Models for Equity and ETF portfolios, administering data Management, Risk Factor Modelling, Back Testing, Scenario and push stress-tests. Produced Risk Mitigation Strategies.
Owners Engineer and due dillignce / technical assurance for 132kV-275kV distribution network reconstruction, 40km onshore wind power plant connection and new transmission connections for: Foyer-Knognagael, Farigaig tie-inn. Beauly-Knocknagael-Farr-Tomatin.
Lead engineer and project manager for due diligence of £6mil EPC contract for 132kV network refurbishment in Jordan.
Lead engineer and project manager for the 132kV network operational assessment. Conceptual approach, finite element analysis in civil, geotech and structural domains. Quantified risk analysis (QRA) for security of supply challanging investment decision.
Complete due dilligence of 9MW Sliven PV Plant. Power Purchase Agreement (PPA) and economic assessment for grid connection.
Technical due diligence, including grid connection offer, construction costs and mitigating grid connection challenges for Ostar Kamak PV Plant Project.
Lead Engineer for major network capacity study. Concept study, market and technology analysis for possible options (Flexible Distributed Generation, Demand Side Respone, Dynamic Line Rating, Active Line Management), strategy and operational improvement. Responsible for 33/132kV distribution lines feasibility, engineering studies and evaluation of design options.
Project manager and cable engineer for the feasibility study of a 400kV Wylfa connection and cable crossing across the Menai Strait Britannia Bridge. Concept development for 15 various options, following options development, desktop engineering and cost benchmarking.
Project manager and Lead Engineer for concept design, development and engineering support for 100km of 132kV onshore power plant connections. Concept studies, routing study optimisation, utility representation with major stakeholders, municipalities and general public, and bespoke design of over 100km 132kV overhead lines.
Desktop analysis for a enabling 400kV/1.8GW link from a new power generation unit of Barking Power Station. Feasibility analysis of various connection options.
Lead electrical engineer for the new connection to several hydropower stations in Georgia. Concept development, system integration analysis, system coordination, parametric study, lightning performance, and route optimisation. Support for cost estimate and advisoty for EPC tendering.
Owners engineer for Statkraft for their Devoll HydroPower project in Albania, carried out a due dilligence review of new 220kV transmission network.
HVDC cable engineer for a proposed link between Norway and Scotland, UK. Mechanical and electrical engineering for cable installations over 600km through the North Sea.
Led and executed asset management framework for National grid 275kV and 400kV transmission network. Led technical assurance on over 20 projects in a course of five year period within Electricity Alliance West (EAW).
Delivered multiple projects on substation and overhead line works, uprating and re-conductoring, routing study, repositioning, finite element analysis, structural capacity and utilisation reports. Projects developed include:
Complete network design and system coorination and integration: Routing study, parameters optimisation, profiling for 300km of 500kV and 275kV transmission network. Complete package and support for 500kV Similajau–Tada EPC tender: design, market analysis, selection of network equipment, live monitoring etc.
External consultant, technology advisor for the Vologda Gas Power Plant extension and network accession project.
Feasibility study of the existing transmission network 110kV ZSMK-Kuzneckaya, including concept studies, investment analysis, development, design.
External consultant, technology advisor. Complete network appraisal: system study, finite element analysis, as-builts for 35km 110kV IGES-Kirovskaya. Alterations studies. Project development. On-site monitoring, compliance and commisioining.
Optioneering, CAPEX/OPEX analysis and Feasibility study for the 30km 110kV DC connection on 149A. Development of project design documents.
CAPEX/OPEX analysis, feasibility assessment of 25km 110kV DC distribution lines TTEC-Granichnaya and TEC13-Dolina. Technical studies for refurbishment in sensitive areas, specifications, BoQ and cost estimates.
External consultant, technology advisor for new power plant connection. Network appraisal: system study, feasibility assessment of an existing ine S/S Perm-TEC6. Project development, design, cost surveys and technical studies. Developed system tests to investigate potential failures due to impropriate installation procedures.