Anlai Shi
Quantitative Portfolio Analyst @Sprague Operating Resources LLC
Signup · Get unlimited contacts
WORK HISTORY
Quantitative Portfolio Analyst @Sprague Operating Resources LLC
Portsmouth, NH, US
Portfolio Optimization and Swing Risk Hedging Program: Analyzed portfolio gross margin sensitivity, exposure to weather and commodity price factors, P&L allocations, and market analytics to support hedging strategies.2. Evaluated costs and payouts for various hedging instruments and products (exchange-traded and OTC).3. Assessed market liquidity, hedge costs, hedge effectiveness, optimal hedge ratios, and correlation risk.4. Assisted in deploying applications and hedge models (Python) to the portfolio team and other end users.
EDUCATION
Stony Brook University
Bachelor of Science - BS, Double major in Applied mathematics and statistics, Economics
Questrom School of Business, Boston University
Master's degree, Financial Mathematics
ABOUT ANLAI SHI
Hi everyone, I’m Anlai. I am currently a Quantitive Portfolio Analyst at Sprague…
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.