Speaker: Glenn Nafey,
Slides: ( TBA )
ABSTRACT
Professional Bio for Glenn Nafey
After graduating from Rutgers College in 2004 with a B.A. in Economics, I worked in the financial services industry for Citistreet, a company jointly owned by Citigroup and State Street Bank. From 2005 to 2008 I attended the Master of Quantitative Finance program at Rutgers Business School. Upon graduating from the MQF program, I accepted a position as a Sr. Market Risk Analyst, covering energy commodity market risk, Value-at-Risk, portfolio stress testing, and risk reporting at Public Service Enterprise Group (PSEG) in Newark, NJ. In 2010, I transitioned into the role of Market Risk Manager, focusing to a greater degree on Cash-Flow-at-Risk modeling associated with electricity generation assets, and remained in the role until 2013. During 2013, I received a promotion to the position of Director of Quantitative Analysis in the Enterprise Risk Management department. Since this time, my role has been focused on the integration of ETRM (Energy Trading and Risk Management) software systems, specifically, with respect to the modeling and simulation of energy prices, physical electricity generation asset modeling, and the modeling of PSEG?s portfolio of physical and financial hedges.
Business casual dress attire is required. (Click here for description)