Professional ExperienceHead of Research at Caisse des Depots, Paris - 1988 to 1991. Development of pricing metodology and software for interest- rate derivatives and asset- liability management in banks Adviser to the Chicago Board of Trade, 1992. Construction of several Catastrophe Options Indexes Adviser to Winterthur Insurance, Switzerland, 1993. Design of Catastrophe Bonds. Adviser to EdF Man, London, 1993- 1994. Design of a Technical Analysis strategy. Adviser to Salomon- Smith Barney, Paris, 1994- 1995. Valuation of FX plain vanilla and Asian options and FX risk management for mid- cap companies. Scientific expert for Southern Energy Company Marketing, Atlanta, 1996 to 1998. Models for electricity spot prices and forward curves Adviser to EDF Trading, London,1999- 2000. Value at Risk for mean- reverting commodities. Valuation of swing options on oil and natural gas. Adviser to Louis Dreyfus,Wilton, Ct ,2000-2001. Risk management for Agricultural commodities: the case of coffee and sugar Adviser to Axa- Ré, Paris, 2001. Valuation of Insurance of Defaultable debt Adviser to BHP Billiton, The Hague, 2002-2003. Modeling of coal forward curves; option pricing in illiquid markets U.S. Licensed Real Estate Broker, Massachusetts Scientific Expert for Totsa (Geneva) and Total Gas & Oil, London, 2003- 2005. Financial positioning using physical assets and structured trades in oil and refined products Adviser to the Gestore of Mercatto Elettrico, Rome, 2005- 2006. Market design and regulation in the case of a non- storable commodity in an oligopolistic setting. Member of the UBS-Bloomberg Commodity Index, 2007 - present | 
