Luc Goutermanoff
Senior Quantitative Risk Analyst | Commodity Markets
Salary / Daily rate
Buenos Aires, Argentina
Freelance
Skills
Languages
About me
Intro
Commodity market expert with 13+ years in quantitative risk and data analytics across energy, agriculture, and oil markets. Specialized in developing exotic option pricers, implementing cloud-based risk monitoring solutions, and creating innovative hedging strategies for major corporations. Expert in Python, C#, and SAS with proven ability to transform complex market data into actionable insights.
Work experience
Consultant
lucgtf
Mar 2024 - Present
2 years 8 months
anywhere · Remote
https://lucgtf.com/index.php/consulting-services/
Quantitative Risk Specialist
Louis Dreyfus Company
May 2021 - Mar 2024
2 years 11 months
Dock Sud, Buenos Aires Province, Argentina
- Performed adhoc studies (risk modeling, data analytics and machine learning), implementing option pricers (exotic, physical), within many commodity markets (freight, grain or cotton), maintaining production environnement - Developped a commercial project. Ambition was to support farmers in their hedging strategy (price, and ideally weather risk) - Doing a presentation of tech topics (python, AI) for general audience
Senior Financial Analyst
YPF SA
Dec 2018 - Dec 2020
2 years 1 month
Buenos Aires, Argentina
- Implemented an cloud solution which strived at monitoring the company’s market risk: sensitivity analysis, Earning at Risk calculation, dynamic drilldown report (SAS Model risk management). Actively promoted closer collaboration between Finance and the rest of the organization - Price proposition for participation in oil regional auctions: statistical studies and design of hedging strategies if relevant, with international investment banks - Programming in SAS, Python, Excel
Senior Quantitative Analyst
S4 Agtech
Dec 2016 - Dec 2018
2 years 1 month
Buenos Aires, Argentina
- Developed a pricer for index-based insurance against flood and drought in crops fields. Index is built from satellite data (EVI, water detection) - Validated it with the riskoff taker, dealing with a small historical dataset. Deployed it in production with IT. Adapted the index for another crop - Programming in C#, Python
ENGIE
Oct 2011 - Aug 2016
4 years 11 months
Paris Area, France
Quantitative Analyst
Oct 2013 - Aug 2016
2 years 11 months
Paris Area, France
- Provided day-to-day support to oil&gas traders for efficient pricing and market risk monitoring in ETRM. This includes all type of deals, from vanillas to exotic ones (swing option, gas storages, weather derivatives) - Maintained, enhanced an old pricing library within a production release life cycle with IT teams - Made some ad hoc statistical studies for specific contracts traded - Programming in C#, C++
Short Term Power Optimization & Trading
Oct 2011 - Oct 2013
2 years 1 month
Paris Area, France, Brussels, Belgium
(France, Belgium, Germany, Netherland) - Defined the daily production plans of the power plant fleet with a market-based optimization (15GW of various technologies) - Performed hedges on the gas & power market to balance the country’s power portfolios. It is made of the power plant fleet and the client’s consumptions which is weather dependent by nature - Acted as interface with powerplants engineers, industrial counterparties to manage physical issues - Actively involved in the merge of teams doing similar activities across countries
IT Support Consultant for CACIB
Quanteam
Jun 2011 - Oct 2011
5 months
Paris Area, France
Quantitative Analyst, intern
EDF
Sep 2010 - May 2011
9 months
Paris Area, France
Education
National School of Computer Science and Applied Mathematics of Grenoble
Diploma in Engineering, Computational and Applied Mathematics - financial engineering
KTH Royal Institute of Technology
Master's degree (double degree diploma with ENSIMAG), Financial Mathematics