People

Alessandro Pellicanò

Socio Fondatore

Senior Structuring Trader di energia elettrica e commodities

Attività professionali

October 2009 – YtD

Enel Trade S.p.A. – Viale Regina Margherita 125, 00198, Rome Italy
Power structuring trader :

Division Production and Energy Management – Business Unit Trading – Structuring
Power Trading. Originator & Structurer of financial and physical products: cross-border rights,
virtual power plants – VPP, virtual hydro plant (pump/inflow) – VHP, power purchase
agreement – PPA on wind projects, options, tollings, profiles offstandard, swing gas contract.
Manager of portfolios on different commodities (power, gas, coal, CO2) in European liquid
markets (France, Germany, Belgium, The Netherlands, Italy, Spain, Swiss, Austria Czech
Republic). Individual responsibility of bidding and forward hedging strategies in a pilot project of
a new CCGT power plant built in Belgium (Marcinelle Energie – 405MW) regulated by a tolling
agreement. Coordinator of working groups to set up new activities (operations, metering, ICT,
back office, settlement).

  • Negotiator and manager of intercompany contracts Endesa, Enel France.
  • Developer of mathematical evaluation models.

January 2008 – September 2009

Duferco Swiss Energy – Duferco Energia s.r.l., Via Galliera 89-91, 40121 Bologna, Italy
Forecasting & Pricing responsible:

  • Forecasting consumption of end customers, unbalances analisys on Transmission System
    Operator’s grid, realization and implementation of mathematical forecasting models, calculation
    of net position. Main interface in the relationships with Terna, AEEG, GSE, AIGET (Italian
    Association of Suppliers and Traders) regarding regulators impacts of AEEG on dispatching and
    transmissions matters. Involved on tariffs and framework contracts for end clients in
    collaboration with Marketing and Legal business unit.

June 2006 – December 2007

Confcommercio of the Province Of Caserta, Via Roma 96, 81100 Caserta, Italy
Confederation of the Enterprises of the Commerce, the Tourism, the Services, the Professions and
the PMI
Adviser:

  • Project manager, change management, e-governance. Manager of relationships and initiatives
    with the Cities, the Local Unit Health, the Provincial Administration, Region, the
    Governmental Authorities, Chamber of Commerce, Prefect, Banks and Assurances, the National
    Federations of Categories.

June 2005 – May 2006

KPMG – Nolan, Norton Italia s.r.l., Via Vittor Pisani 13, 20124 Milano Italy (KMPG
Advisory S.p.A. Group)
Adviser:

  •  Ministry of Health (NSIS) – System of Integration of the Sanitary Individual Information.
    Activity of Program management, advisory on the documentation of the plan, writing of studies
    of feasibility (CNR method).
  •  Interior Ministry – Department for the Inner and Territorial Transactions – Direction Center
    for the Demographic Services.

April 2004 / May 2005

MBDA Italia S.p.A., Via Fusaro 267, 80070 Bacoli Napoli Italy
Stager:

  • Creation and application of a model of risk assessment connected to the presence of the explosive
    environment generated from gas, vapours, fog – Classifying of environments of the workplace
    based on the new European Directives and norms CEI. The stage it has been concluded with the
    creation of a mathematical model.

Istruzione

May 2014

Energy Expert Network – Real Option
a.Option and options theory
b.Options valuation and valuation of physical assets
c. Scenario analysis
d.Sensitivity analysis of cash flows
e. Greeks variables

July 2013

IFF Training – Oil & Gas Project Finance
a. Basic structure of the international petroleum industry;
b. Qualitative and quantitative risk analysis;
c. Different risk/reward objectives of sponsors and lenders
d. Ratios and other tools used to determine loan values and balance equity and debt

June 2011

Borsa Italiana Academy – London Stock Exchange Group – Volatility & Correlation:
trading and hedging strategies
a. Volatility calculation and forecasting;
b. Covariance and correlation;
c. Volatility trading;
d. Pricing models.

March 2009 – October 2009

Politecnico di Milano – Course of specialization in energy finance, commodity trading
and renewables” (Mef)
a. Commodities and Energy markets and prices;
b. Mathematical methods to simulate commodities prices evolution;
c. Models and pricing of derivatives products;
d. Trading and risk management methodologies adopted.

October 1999 – January 2005

University of the studies of Naples “Federico II” – Management engineering
Master’s Degree in Management Engineering – Orientation Management of the energy in the
production processes. Final mark: 110/110 with honours