Denis M.

Denis M. is the Group Head of Commodity Market Model Validation at Citi, leading a global team responsible for validating commodity valuation models across various trading desks. With over 20 years of experience in advanced computing and quantitative finance, Denis has held key roles at renowned companies such as HSBC, Shell, and LCH.Clearnet, where they contributed significantly to the development of innovative valuation and risk models. Denis's research interests include the application of Radial Basis and Tensor of Basis Functions in energy market valuations, and they were the first to introduce these methods for gas storage valuation. Currently, Denis is also pursuing a Doctor of Philosophy in Mathematics at Birkbeck, University of London.