Member of Model Validation group, focusing on commodities models. In-depth knowledge of power markets’ models. Implemented commodity model risk management system, in particular Monte-Carlo skew calibration/simulation with multi-processing in Python/Cython/C and lattice based tolling model. Implemented weather commodity model in PyCUDA, speeding the calibration ≈50x. (github: brumen/weather cuda). Python wrapper for multiple front-office analytics libraries using Swig.