Client had a growing NGL trading book modeled by front office in spreadsheets outside of the system of record.
A large Northeast generator required a replacement for its front office load forecasting/bidding/scheduling/dispatch platform as the technology of the current application was coming to the end of its useful life.
Designed and developed a new global risk reporting solution, which collects VaR, Exposure and P&L data and reports for the global trading offices and executives.
A client had a program equipped to make complex conversion of price data between schemas done, but it had not been tested. A number of differences had been noted, but the full extent was not known.
A client was experiencing disagreements between Risk and Traders about valuation of certain option instruments. Proper valuation was needed for Mark-to-Market disclosure.
