Analyst Power

Andrew J. Culham, Ph.D.

**** **** ***** *** * . Palm Beach Gardens, FL . 33418

561-***-**** . ************@*******.***

SUMMARY

Highly technical, doctoral level candidate seeking a front office position

as a Quantitative Analyst. Nearly three years of analytics/trading

experience at an energy trading firm. Technical skills include object-

oriented programming in C++ and Java and extensive experience using

Microsoft Excel and Visual Basic for Applications. Exceptional

communication skills with the ability to discuss technical concepts with

non-technical people.

EXPERIENCE

2007 - Present NEXTERA ENERGY POWER MARKETING, LLC.

Juno Beach, FL

formerly FPL Energy Power Marketing, Inc.

Sr. Quantitative Analyst

. Developed unit contingent power and generation outage

insurance models in C++

. Models were implemented in C++ with an Excel based front

end

. Worked on various hedging strategies to maximize

profitability of generation assets

. Developed a model to remove the weather effect in

electricity load data

. Completed several projects to support the full

requirements wholesale pricing group

. Built several Access databases to facilitate easy

storage and retrieval of historical data

Derivatives Trader

. Managed a proprietary book of power and natural gas

derivatives

. Developed and implemented option pricing models to

facilitate pricing on the fly

. Typical products traded include vanilla calls and puts,

vertical spreads, calendar spreads, ratios, fences,

straddles and strangles

. Developed and implemented a volatility skew model

EDUCATION

2002 - 2007 FLORIDA STATE UNIVERSITY

Tallahassee, FL

Department of Mathematics

Doctor of Philosophy, Financial Mathematics

Title of Dissertation: Asset Pricing in a Lucas

Framework with Boundedly Rational,

Heterogeneous Agents

Master of Science, Financial Mathematics

1997 - 2002 UNIVERSITY OF CALGARY

Calgary, AB

Bachelor of Science, Applied Mathematics with minor in

Economics

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