Orestes Soldatos is currently employed by Credit Suisse, where he is responsible for the Valuation Risk in pricing structured products in FX and Rates. He holds an MSc in Shipping Trade and Finance form Cass Business School and a PhD in Energy Derivatives Pricing.
During his PhD he did an internship at Shell International (July 2006 - Dec 2006), in Econometric modelling and forecasting global energy demand and energy efficiency for the Global Scenarios-Energy Team. After completing his PhD, he worked for the Research team at Total Gas & Power (Aug. 2007 - April 2010), as a Quantitative Analyst where he was responsible for pricing and hedging Energy Derivatives, as well as Modelling and Developing Risk Management tools. Then he joined Nomura International Power (May 2010 - July 2011) as a Risk Manager, where he was responsible for the risk valuation and hedging of commodity structured product as well as stress testing and Value at Risk.
Orestes Soldatos, has published at international journals, and has presented at international conferences. He has also worked as a tutor in the subjects of Economics, Finance and Mathematics. In 2006 he won the prize of the best academic paper in the field of Derivatives Pricing and Risk Management from the Chorafas Foundation.