Dr. Mahmoud Hamada

Leading an innovative company that provides specialized advisory services and advanced modeling software solutions for the commodity and the financial sectors.

* Teaching “Commodity Price Risk Management” at the Master of Arts in International Trading, Commodity Finance and Shipping. * Students are sponsored by the main commodity trading companies in Geneva and by the Swiss Trading and Shipping Association (STSA). * Duties include creation and development of the subject teaching material, case studies & simulation spreadsheets, exam setting and marking, master thesis supervision and 24 teaching hours per intake.

Appointed by E&Y to establish a new practice in commodity trading and risk management advisory in Germany, Switzerland and Austria, focusing on: * Commodity fundamental market analysis * Commodity structured transactions advisory * Energy Trading and Risk Management System implementation and integration * Commodity risk management methodologies

Headed team responsible for key financial valuation models used to assess complex energy deals. Provided quantitative support to structurers/traders of this EUR 10B international asset-backed merchant energy trading firm. Part of Essent Executive Board’s retention scheme for selected key employees. Translated business intuition into robust models and profitable strategies

Joined as Commodity Quantitative Analyst/Developer. Earned promotion to lead quant team that developed risk management and financial valuation models to assist traders in their decision-making. Actively researched and developed models in order to price and hedge derivatives, prototyped and tested such models by programming in C++, VBA and R, followed by implementation into pricing and risk management systems and liaised with IT and traders to ensure successful delivery.

Initially trained in Paris on pricing of various financial market products and risk analysis with Murex system. Based in Sydney, provided consulting, training and support to traders and quantitative analysts of three Australian banks in use of Murex’ system for pricing, hedging and risk analysis. I implemented Fixed income exotic swap pricing models into Murex system using APIs written in C++ and JAVA.

I modeled, designed and implemented a generic term structure of interest rates and equity returns. The interest rate process was modeled using Heath-Jarrow-Morton (HJM) framework with constant, time-dependent and stochastic volatility functions. The equity returns were modeled using Capital Asset Pricing Model (CAPM) approach with a Generalized Autoregressive Conditional Heteroskedastic (GARCH) error process.

Six-month internship in BNP equities. Research on Options team, analyzing and testing a new credit risk measurement approach "ValRisk" based on CreditMetrics developed by JP-Morgan, and then was employed to work within a team developing a software "ETK" for the trading room, allowing exchange of financial data using TDL, C/C++ programming languages

Management Marketing and Business Development Operational Management

Actuarial Studies Insurance mathematics Dynamic portfolio optimization Option pricing Numerical algorithms

Stochastic Calculus Financial Mathematics Computer Science Engineering Programming Database