Dr. Thomas Rupp

Abteilungsleiter Risikomanagement der EWE Trading GmbH; Marktrisiken, Kontrahenten- und Kreditrisiken

Concept and Implementation of MATLAB based calculation tool (gas, power, SAP interface). Risk and forecast models. Pricing of all sales channels. Storage and weather derivatives. Power and Gas PFC. Backend software solutions to optimize data flows. Migration of old environment to SAP (data and processes). Further keywords: Risk Models, Forecasting, Nomination, Pricing, Analytics, Market Models, Power, Gas, B2B, Pricing, Risk Management, Products, Tariffs, Pricing Engines, Individual Pricing, Data Mining

Further development of all calculation tools (gas and power). Introduction of power pricing and risk assessments. Refining the risk and forecasting models and extension for power. Pricing of all offers (from tariff and matrix pricing to individual calculations of complex offers). Further keywords: Risk Models, Forecasting, Nomination, Pricing Models, Analytics, Market Models, Power, Gas, B2B, Pricing, Risk Management, Tariffs

Head of the department responsible for Risk Management, Forecasting and Application Development Further development of the calculation tool and a new web based calculation tool for external partners. Refining the risk and forecasting models. Development and implementation of backend systems to optimize data flows. Pricing of very complex and difficult offers. Further key words: Risk Models, Forecasting, Pricing Models, Analytics, Market Models, Gas, B2B, Pricing, Risk Management, Software Development

Start phase of the newly founded company TOTAL Energie Gas GmbH. Creation and set up of the risk models and the calculation tool for the individual pricing of large gas customers. Setup of the EDM system, definition of the forecasting and nomination models and processes. Main support for most departments. Further key words: Risk Models, Forecasting, Nomination, Pricing Models, Analytics, Market Models, Gas, B2B, Pricing, Risk Management, Software Development

New concept of risk premiums forB2B. Concept of automation of offer process and deduction of customer properties. Concept of the forecast and nomination reporting. Customized long term forecasting of one of the largest car manufacturers in the world. Concept of the IFO-Power-Index. Main activities included the design and evaluation of risk and pricing models, individual and customized products, market models and evaluation, forecasting and the support of other departments.

Research Associate (until 2007 for the DFG-Project "Meta-Analyse empirischer Abschreckungsstudien - ein quantitativer methodenkritischer Vergleich kriminologischer und ökonomischer Untersuchungen zur negativen Generalprävention", then for the Institute of Economics at the TU-Darmstadt

Empirical analysis, statistics, stochastic models, data mining, meta analysis, econometrics, criminometrics and crime. Wide range of statistical approaches (parametric and non-parametric), data base programming across many disciplines

Focus on stochastic processes and game theory; with computer science and economics. Thesis "Rational Actors in Balancing Markets: a Game-Theoretic Model" builds a model which derives game optimal behavior in the German power balancing market of RWE.