Hélyette Geman

Picture of Helyette Geman

Professional Experience

  • Scientific Advisor to the European Commission on Agricultural Commodities.
  • Member of the Board of the UBS-Bloomberg Commodity Index.
  • Adviser to Office Cherifien des Phosphates – Morocco.
  • Adviser to Bunge on land acquisition in Brazil and the US.
  • Adviser to Wilmar International (Singapore) on M&As related to palm oil and other agricultural commodities.
  • Expert witness for the State of California on commodity-related court cases.
  • Adviser to a Private Equity fund in London on the purchase of physical assets - Aluminium smelters.
  • Adviser to the Gestore of Mercatto Elettrico, Rome, 2005- 2006. Market design and regulation in the case of a non- storable commodity in an oligopolistic setting.
  • Scientific Expert for Totsa (Geneva) and Total Gas & Oil, London, 2003- 2005. Financial positioning using physical assets and structured trades in oil and refined products
  • Adviser to BHP Billiton, The Hague, 2002-2003. Modeling of coal forward curves; option pricing in illiquid markets
  • Adviser to Axa- Ré, Paris, 2001. Valuation of Insurance of Defaultable debt
  • Adviser to Louis Dreyfus,Wilton, Ct , 2000-2001. Risk management for Agricultural commodities: the case of coffee and sugar
  • Head of Research, EDF Trading, London, 1999- 2000. Value at Risk for mean- reverting commodities. Valuation of swing options on oil and natural gas.  Risk management of an energy company
  • Scientific expert for Southern Energy Company Marketing, Atlanta, 1996 to 1998. Models for electricity spot prices and forward curves
  • Adviser to Salomon- Smith Barney, Paris, 1994- 1995. Valuation of FX plain vanilla and Asian options and FX risk management for mid- cap companies.
  • Adviser to ED&F Man, London, 1993- 1994. Design of a Technical Analysis strategy.
  • Adviser to Winterthur Insurance, Switzerland, 1993. Design of Catastrophe Bonds.
  • Adviser to the Chicago Board of Trade, 1992. Construction of several Catastrophe Options Indexes
  • Head of Research at Caisse des Depots, Paris - 1988 to 1991. Development of pricing methodology and software for interest- rate derivatives and asset- liability management in banks