Willie Yao
Analytic Architech at Motiva
- Role
- Gas Solution Architech at J.P. Morgan
- Location
- Houston, TX, US
- LinkedIn followers
- 500 followers
About Willie Yao
Commodity experience in electricity, natural gas, crude oil, and refined products- Quantitative knowledge in assets optimization, price and load load forecast, financial derivatives,and risk management- 15 years of experience in design and development of ETRM system including over 10 years in OpenLink Endur, 2 years in Allegro, and 1 year in SolArc- Close working relationship with Trading and Market Risk group- Experienced in developing real assets model including gas storage model, generation model, transportation model, and assets management deal. Model include model building, exposure management, daily PnL explanation, and physical impact analysis on physical operation- Experienced in developing and tuning option pricing model and model input- Experienced in portfolio and trading strategy optimization- Experienced in the design and provide explanation of exposure, valuation, and PnL- Experienced in using advance technology in optimization, regression, and machine learning- Advanced experience with Matlab and Python
Experience
Gas Solution Architech
Dec 2019 — Present · Houston, TX, US
JP Morgan is rebuilding the commodity trading business. My role is to build out physical buy/sell, transportation, and storage framework by working with FO, Operation, and settlement group.
Education
Michigan State University - Eli Broad College of Business
Master, Triple Concentration in Operation, Purchasing, and Finance
1996 — 1998
Skills
- Valuation
- Options
- Risk Management
- Natural Gas
- Business Analysis
- Commodity Markets
- Econometrics
- Derivatives
- Fx Options
- Etrm
- Trading Systems
- Big Data Analytics
- Gas Storage
- Commodity
- Energy
- Machine Learning
- Financial Risk
- Trading
- Petroleum
- Business Process
- Openlink
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