Mathematical Finance and Probability Seminars (Since covid these events are taking place online.)

ABSTRACT
We will review the products traded in the weather , energy, and agro derivatives markets, review current market conditions, pricing/modeling techniques and trading strategies and touch on the growing interdependence between these markets.

BIOGRAPHY
Sandeep Ramachandran, Director, Swiss Re Capital Management and Advisory

Sandeep Ramachandran is a Director and Head of Weather Trading in the Environmental and Commodity Markets group at Swiss Re Capital Management and Advisory in New York. In this role, he is responsible for trading and managing the global weather portfolio for Swiss Re. Mr. Ramachandran also currently serves on the Board of Directors of the Weather Risk Management Association.

Prior to his current position with Swiss Re, Mr. Ramachandran had been associated with the weather and energy risk management industry for several years in various roles with Enron and Koch Energy Trading. At Enron, Mr. Ramachandran was responsible for establishing the international weather derivative trading operations in London as well as Sydney and also for launching new weather risk management products on the EnronOnline platform. At Koch Energy Trading, Mr Ramachandran worked on structuring the first weather securitization transaction which was underwriting by Goldman Sachs.

Mr. Ramachandran has an undergraduate degree in Civil Engineering from the Indian Institute of Technology Bombay and a Masters degree in Civil Engineering and Operations Research from Princeton University.

Swiss Re (www.swissre.com) is one of the leading reinsurance companies in the world. Swiss Re is a leader in the weather risk management industry and has received several industry awards including the top weather dealer from both the Environmental Finance and Energy Risk publications. Swiss Re is a member of the Weather Risk Management Association (www.wrma.org)

Speaker: Sandeep Ramachandran, SwissRe