Summary
Overview
Work History
Education
Skills
Awards
References
Languages
Telephone
Timeline
Ziya ESREFOGLU

Ziya ESREFOGLU

Washington,USA

Summary

Lead Quantitative Analyst at WGL Energy Services specializing in advanced modeling and risk management. Expertise in SQL and Oracle database management facilitates impactful insights and strategic decisions. Proven ability to enhance portfolio analysis and optimize pricing models, resulting in improved operational efficiency.

Overview

29
29
years of professional experience

Work History

Lead Quantitative Analyst

WGL Energy Services
Vienna, USA
01.2012 - Current
  • Served as the lead internal expert on quantitative modeling technique and issues pertaining to short- and long-term gas and electric modeling needs of the company
  • Designed and maintained load and price volatility modeling and analysis
  • Applied latest modeling techniques to retail load management and wholesale procurement pricing and analysis
  • Assisted in identifying embedded optionality in wholesale and/or retail transactions and properly value
  • Assisted in inputting electric and gas transactions into portfolio and risk management models
  • Provided advice and support to corporate risk management methodology and risk metric applications
  • Provided advice and support to management, electricity and gas wholesale book manager on portfolio analysis and balancing risk estimates
  • Worked to completely understand current portfolio risk management models and strive to improve upon them, Work with Operations to develop new models as necessary
  • Worked with Marketing and Operations to develop, maintain and improve Oracle-based natural gas pricing tool
  • Provided modeling oversight and support to short- and long-term load forecasting needs of the gas retail, electricity retail, wholesale and scheduling desks

Sr. Quantitative Analyst

Washington Gas Energy Services
Herndon, USA
04.2007 - 12.2011
  • Maintained and updated electric and gas load forecasting models
  • Improved the day ahead hourly forecast
  • Implemented the ability to offer LMP index pricing for profile customers
  • Maintained and updated proprietary risk management models
  • Improved the electric risk profile model which gives WGES an ability to set up different risk premiums for different load developers and load profiles
  • Developed and updated data queries utilizing SQL, PL/SQL and Visual Basic for Operations staff
  • Supported gas and electric pricing models and reconciled daily Oracle price comparison test
  • Updated and maintained electric retail profiles and PJM data integrity
  • Updated gas and power curves daily and made sure that all system errors are fixed
  • Updated electric and gas open positions

Senior Business Analyst

FI Consulting Inc
Arlington, USA
10.2005 - 02.2007
  • Offered services in financial quantitative modeling, model risk assessment, model risk mitigation, statistical and econometric analysis of financial and economic variables, and helped clients with financial modeling of securitized receivables
  • Worked as a business analyst specializing in model development, validation and documentation at Freddie Mac, Mc Lean, VA
  • Experiences include 15-month project in the Multifamily Division regarding development of Multifamily Portfolio Valuation Tools
  • Developed and supported existing financial models
  • Programmed two main models which will be productionalized in 2007
  • Involved in testing, validation, and documentation of the models in accordance with SOX procedures
  • Developed analytical tools in SAS, Visual Basic for Applications and Excel while programming those models which will impact the financial statement of the client
  • Built a SAS program that enables the estimation of affordable housing goals using an alternative data source for the Affordable Housing Project within the Mission Oversight and Development Division
  • Gained extensive knowledge of relational databases and other internal and external large-scale data regarding the mortgage industry
  • Developed and administered Intranet applications for FI Consulting

Assistant Professor

Anadolu University
Eskisehir, Turkey
01.2003 - 06.2005
  • Courses taught: Econometrics I and II, Introduction to Economics (in English), Using Statistical Software in Economics, and History of Economic Thought (in English) at an undergraduate level
  • Managed and advised undergraduate students in a departmental setting

Research Assistant

Anadolu University
Eskisehir, Turkey
07.1996 - 01.2003
  • Over eight years experience in economic research and administration in a major university
  • Edited and translated numerous working papers and other economics related documents from English to Turkish and Turkish to English
  • Translations have been utilized in compiling research and support data for my two thesis projects as well as for informative publications regarding Anadolu University
  • Designed and administered Department of Economics' web site for more than 4 years
  • Handled, created, administered, and graded all semester and final exam materials for Econ320 (Econometrics II) course for 6 years
  • Taught Introductory Economics (Econ151) in English, at the Department of Engineering (3 hours/week), fall 2001

Education

Ph.D. - Economics

Anadolu University, Eskisehir, TURKEY
01.2003
Dissertation topic: "An Estimation of Stock Market Volatility in Turkey and Testing the Mixture of Distributions Hypothesis"

Master of Arts - Economics

Anadolu University, Eskisehir, TURKEY
  • Thesis topic: "Seigniorage and Welfare Cost of Inflation: Turkish Case" (for Anadolu University)
  • All Master's degree courses were taken at Boston University, Boston, MA.

Bachelor of Arts - Economics

Istanbul University, Istanbul, TURKEY
Instruction Language: English

Skills

  • Visual Basic applications
  • SQL and PL/SQL
  • Python programming
  • Oracle database management
  • Power BI analytics
  • SAS data analysis
  • R statistical computing

Awards

Full Academic Scholarship, for studying in the United States provided by Anadolu University, Eskisehir/TURKEY

References

Available upon request.

Languages

  • English, Excellent written and oral fluency
  • Turkish, Excellent written and oral fluency

Telephone

+1-703-386-5168, +1-703-287-9529

Timeline

Lead Quantitative Analyst - WGL Energy Services
01.2012 - Current
Sr. Quantitative Analyst - Washington Gas Energy Services
04.2007 - 12.2011
Senior Business Analyst - FI Consulting Inc
10.2005 - 02.2007
Assistant Professor - Anadolu University
01.2003 - 06.2005
Research Assistant - Anadolu University
07.1996 - 01.2003
Anadolu University - Ph.D., Economics
Anadolu University - Master of Arts, Economics
Istanbul University - Bachelor of Arts, Economics

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Ziya ESREFOGLU