At Axpo Iberia, I price energy derivatives across power, gas, LNG and biomethane, and value battery energy storage systems. I also design and maintain forward curves for valuation and risk analysis.
I support trading desks with hedging strategies, mark-to-market valuation and exposure control. My work includes developing and analysing VaR, CVaR, CFaR and MaR models, as well as reporting daily P&L and risk-factor exposures.
Before Axpo Iberia, I built data pipelines for Endesa at NTT Data to process real-time photovoltaic signals and developed models to detect sensor failures and measurement anomalies. My background combines mathematics and physics with quantitative economic analysis.
