Sébastien Casault

Senior Director @Intersect

Calgary, AB, CA
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Oct 2023 — Present

Senior Director @Intersect

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Calgary, FR

Leading an analytical team responsible for building the data and optimization systems that support Intersect’s trading and portfolio strategy. I focus on advancing valuation methodologies for complex structured transactions, including unit-contingent PPAs, tolling agreements, reinsurance products, basis/congestion instruments, and derivatives across power and gas markets.

EDUCATION

2004 — 2006

University of Ottawa

Master of Science (M.Sc.), Physics

2010 — 2014

University of Twente

Doctor of Philosophy (Ph.D.), Economics and Statistics

2000 — 2004

University of Waterloo

Bachelor of Science (B.Sc.), Physics with Astrophysics specialization

SKILLS

StatisticsSasPolicyBusiness StrategyLatexAnalysisPhysicsMonte Carlo ModelingFinancial ModelingQuantitative AnalyticsStrategic PlanningReal Options AnalysisRisk ManagementSqlPolicy AnalysisMatlabQuantitative AnalysisR

ABOUT SÉBASTIEN CASAULT

I love working with awesome nerdy people that share a passion for accelerating the deep decarbonization of our society to improve everyone\'s quality of life. Starting with power systems is a good fit for me - I thrive in the chaotic world of complex optimization.

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