Gazprom Marketing & Trading (GM&T) is the trading arm of one of the largest utilites in the world.

ESP Consulting worked with GM&T on several projects related to risk management.

Further information on these projects is available below.

Secondment – Global Head of Market Risk

One of our Directors, Andrew Chattrabhuti, acted as Gazprom Marketing & Trading’s (GM&T) interim Global head of Risk Management for an 8 month period.

During this period, Andrew lead a team of approximately 10 London based risk analysts and quants, responsible for oversight of:

  • Calculation and reporting of GM&T’s consolidated global VaR;
  • Monitoring and reporting of compliance against market risk limits;
  • Ad hoc pre-deal analysis to support approval of major deals; and
  • Development of risk quant methodologies.
Risk IT Programme

One of our Directors, Andrew Chattrabhuti acted as Risk Transformation Manager on GM&T’s strategic Risk IT Programme. The programme delivered an integrated global Monte Carlo MVaR solution using grid enabled technology to deliver the computer power to support full revaluation of all GM&T’s global positions and produce a fully correlated VaR across GM&T’s entire global trading portfolio.

Andrew Chattrabhuti accompanies Gazprom Marketing & Trading IT Director, Rob Pringle, in collecting an award for the GM&T Risk IT Programme at the national Real IT awards.

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