Jonathan Levi
About Jonathan Levi
Jonathan Levi serves as the Director of Quantitative Research at Intersect Power, where he specializes in financial hedging and risk management. He has extensive experience in quantitative analysis, having held various positions in notable financial institutions throughout his career.
Current Role at Intersect Power
Jonathan Levi serves as the Director of Quantitative Research at Intersect Power since 2022. In this role, he focuses on developing quantitative models and strategies that support the company's objectives in the renewable energy sector. His responsibilities include creating and implementing forward curves and volatility surfaces for financial hedging, which are essential for managing market risks associated with energy trading.
Previous Experience in Financial Analysis
Before joining Intersect Power, Jonathan Levi held various positions in financial analysis and risk management. He worked as a Quantitative Credit Analyst at Bank Leumi from 2014 to 2015 and as a Project Finance Associate at Sumitomo Mitsui Banking Corporation from 2012 to 2013. Additionally, he served as a Market Risk AVP at Deutsche Bank from 2015 to 2019, where he applied his expertise in risk assessment and management.
Education and Expertise
Jonathan Levi earned a Master of Science in Finance from Georgetown University McDonough School of Business, studying from 2017 to 2019. He also holds a Bachelor of Science degree in Operations Research and Germanic Languages from Columbia Engineering, completed in 2010. His educational background supports his specialization in stochastic processes, Monte Carlo simulations, and machine learning models for forecasting in the renewable energy sector.
Contributions to Risk Management
In his professional career, Jonathan Levi has contributed to enhancing risk management strategies through his advisory work on Value at Risk (VaR) modeling and monitoring. His experience in developing machine learning models to forecast Locational Marginal Prices (LMPs) demonstrates his commitment to leveraging data-driven approaches in complex market environments.