Analyst Data

SPENCER KUZMIER

*** ******** **. ***. **** Houston, TX 77007 336-***-**** ********@*****.***

FTR ANALYST

POWER MARKETS Programming

FTR Markets R, Python, Matlab Data Visualization

Oracle, SQL Server Data Analysis Tableau

Market Analysis MISO, PJM, ERCOT Zonal Analysis

Professional Experience

EDF Trading North America

FTR Analyst Houston, TX

Sept 2014 – Aug 2014

Develop and implement reports, tools, and data visualization using R, Tableau, and in-house tools to meet trader needs under extremely tight deadlines. Design path selection, risk analysis, and performance back testing tools. Create analysis and reporting tools to analyze and identify opportunities created by extreme events weather and gas price moves. Leader as the primary coverage of MISO with more limited coverage of PJM and ERCOT.

Identified and developed and implemented a new trading strategy while working with MISO team during the 2015 annual auctions. T low capital trading strategy for 2015 MISO was successfully implemented with returns exceeding $30k / month.

Developed forecasting tools using statistical tools in R to assess impacts of key congestion drivers including weather, load growth, renewables, and fuel mix changes.

Developed tableau dashboards to monitor key metrics for FTR and OTC portfolios for the trading team and senior management.

Used power flow models including Dayzer and PowerWorld to analyze portfolio level impacts of fuel price shocks and extreme weather events.

Created ad hoc reports analyzing a wide variety of trader requests using R and Tableau.

EDF Trading North America

Application Support Analyst, Houston, TX

Dec 2013 – Sept 2014

Supported trading applications, developed system enhancements, and automated numerous processes. Developed and maintained custom report libraries using SQL, R, and Python to meet complex user requests.

Supported day-to-day systems operations and led testing of new system enhancements.

Tested and rolled out upgrades to our ETRM system and in-house options valuation engine

Improved upon existing systems by creating automated system monitoring, data validation tools, and customized vendor code to improve system reliability and performance.

Promoted to working with FTR Team based upon innovative thinking and high level performance.

Niihouse

Data Analyst, Durham, NC

Feb – Jul 2013

In this role I monitored and assessed economic and consumer preference trends in major metropolitan real-estate markets. Built data scraping, analysis, and visualization tools to provide realtors with near real-time insights into changing market conditions.

Used SQL and R to build automated data collection, cleaning, and storage functions for major metropolitan real-estate markets.

Crafted and presented compelling reports on real-estate market conditions including housing supply, purchasing trends, amenity premiums, and the financing environment.

SPENCER KUZMIER Page 2 336-***-**** ********@*****.***

X-Risk

Commodities Analyst, Durham, NC

Sept 2012 – Jan 2013

Developed commodity price hedging and forecasting technology for implementation in business risk hedging operations. Co-developed derivative trading and risk management strategies utilizing cross hedges in R.

Built product-pricing tools incorporating complex volatility models for pricing commodity derivative contracts including swaps, options, forwards, and futures.

Assisted in development of and operated predictive analysis systems using Bayesian systems techniques including and energy derivative pricing using Kalman filters and Markov chain analysis.

WAVA LLC

Investment Analyst, Sierra Leone and Liberia

May – Sept 2012

Recruited by founder, for 4-month contract, based on international investment experience and modeling capabilities, to assist in establishing financial plan for African agricultural investment organization. Built financial investment evaluation model.

Assessed multi-thousand-acre purchases, using Monte Carlo based DCF analysis and portfolio metrics to maximize total maximizing portfolio value across numerous contingency scenarios. Prepared reports based upon findings for potential investors.

Developed rice price tracking and forecasting techniques using hierarchical regression models.

Co-author of report on rice production economics in Sierra Leone that has been cited by multiple development organizations. Furthermore we discussed our findings and implications with World Bank policy members at their request.

Through collaborating with the firm’s founders I developed computer simulations based upon DCF models to capture the unique risk profile inherent in West African agriculture infesting. Models assed impacts and capital efficiency of capital improvements, crop failures, economic shocks, and other contingencies.

UBS Investment Bank

Sales and Trading Summer Analyst, Stamford, CT

Jun – Aug 2011

Participated in rotational internship, working and learning in 3 departments during 3-month assignment – cash trading, synthetic equities, complex portfolio management. Assisted in the development of borrow cost arbitrage strategy.

Updated and tweaked credit model and crafted a credit report which led to $2 million position increase of debt instruments covered in my report.

Wrote trade pitches three of which would have yield in excess of 30% if implemented by organization.

Won simulated FX trading competition. Generated 23% ROI during 9-week competition– exceeding next closest competitor by 20%.

Investcorp Hedge Funds Division

Funds Administration Intern, Manama, Bahrain

May – Jul 2010

Landed 2-month internship in hedge fund support division. Examined operations, and implemented tracking and work flow improvements. Learned various investment techniques while completing research projects and special assignments.

Education

Robertson Scholar at University of North Carolina at Chapel Hill

August 2008 – May 2012

Bachelor of Science in Finance

GPA: 3.47 SAT: 1420

At UNC I was a member of the Robertson Scholars program, which is one of the nation’s most competitive full ride merit scholarship programs in the nation. Founded by hedge fund billionaire Julian Robertson, the program hand selects fifteen students per year out of the tens of thousands who apply. Selection is done by Julian and his team and based on their view of leadership and academic potential.

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