Amitava P Dhar

Pacific Gas and Electric Company

Sep 2008 to 2000
Director Quantitative Analysis & Head of Market Risk
Shell Oil Company
Houston, TX
Sep 2002 to Aug 2008
Senior Director Quantitative Analysis, Head of Treasury Operations
Williams Energy Marketing and Trading
Tulsa, OK
Dec 2001 to Aug 2002
Manager of Quantitative Analysis
Enron Corp.
Houston, TX
Mar 1998 to Dec 2001
Manager Quantitative Research
Household Credit Services
Salinas, CA
Mar 1996 to Mar 1998
Manager, Portfolio Behavioral Scoring
Los Alamos National Laboratory/CASA

Mar 1995 to Mar 1996
Research Associate/Scientist
Texas A&M University

Jan 1991 to Feb 1995
Graduate Research Assistant
Voltas Limited

Jan 1987 to Dec 1990
Construction Engineer

Texas A&M University
Mar 1995
Ph.D. in Mechanical Engineering
IIT Kharagpur
Dec 1986
M Tech in Mechanical Engineering
Jadavpur University
Jan 1985
Bachelor of Mechanical Engineering (Honors)

Relevant Knowledge, Skills and Experience 1. Business: Have worked in various companies and supported a variety of business units with different business objectives, products and challenges. Knowledge of different business models such as Oil Company, energy trading merchant, proprietary trading and utility. 2. Markets: Have hands on experience in liquid and illiquid energy products market data analysis including crude oil, natural gas and their value chain products, particularly gasoline, benzene, naphtha, ethylene and propylene. Significant knowledge of electricity market. 3. Quantitative Analysis, Valuation and Risk Management a. Implemented value-at-risk and cash flow-at-risk models. b. Implemented Monte Carlo simulation with large number of portfolio risk factors for valuation and risk measurement. Hands on experience in Geometric Brownian Motion, mean reversion and jump diffusion price processes. c. Implemented correlated default simulation based models for valuation of CLO/CDO (Collateralized Loan, Debt Obligations). Also implemented credit reserve valuation model for commodity portfolios & contracts. d. Implemented political risk insurance premium model for global portfolio of projects. e. Implemented various risk return analyses and valuation models for crude oil and natural gas based petrochemical derivatives. f. Implemented simulation based storage valuation models for natural gas and petrochemical commodities. g. Implemented various time series based price processes for relatively illiquid petrochemical products. Experiences include Auto-Regressive, Vector Auto-Regressive and co-integration processes. h. Implemented high dimensional trinomial tree for valuation of swing option type products i. Implemented various regression analyses including linear principal component, stepwise and logistic regression techniques, clustering and neural network approaches energy products trading and risk management analysis. j. Programming experience include C, C++, VBA and Matlab. Strong spreadsheet skills. Significant experience in SAS (Statistical software).