David Becker

Senior Finance Professional and Quantitative Expert with 25+ years of experience across capital markets, energy, metals, agriculture, fixed income, equities, and forex. Expert in designing, evaluating, and implementing complex financial reasoning frameworks and quantitative risk models (VaR, CFaR, Monte Carlo). Proven track record in stress-testing financial systems, building proprietary machine-learning-backed risk software, and translating intricate macroeconomic trends and market structures into logical, automated data frameworks.

Highly detail-oriented with technical proficiency in Python and data analysis, making me uniquely positioned to evaluate, push, and improve the accuracy and reasoning of financial AI models using complex, real-world edge cases.

Director, Risk Solutions - Fastmarkets - New York, NY

(2021-01)

• Architect and develop proprietary quantitative risk management software utilizing VaR, GARCH frameworks, and Monte Carlo simulations to quantify market exposure and test complex financial scenarios across Energy, Biofuels, Agriculture, Forestry, and Metals.
• Create and maintain point-in-time time series data architectures to provide rigorous sandboxes for quantitative testing and backtesting of physical commodity prices.
• Consult on portfolio optimization and complex hedging strategies, providing clear, structured feedback and reasoning that bridges the gap between physical market fundamentals, macro trends, and financial derivatives.
• Model highly complex edge cases, including basis risk between physical contracts and financial derivatives, ensuring data output correctness and model performance.

Commodity Analyst - The Jacobsen - Remote

(2006-01 - 2021-12)

• Designed, deployed, and rigorously tested proprietary quantitative forecasting models for biofuels and agricultural feedstocks to identify systematic, data-driven trading signals.
• Delivered daily fundamental and quantitative data analysis, identifying market seasonality, supply chain idiosyncrasies, and macro-level trends.
• Continuously evaluated model outputs for correctness, applying expert-level financial reasoning to adjust algorithms based on real-world market shifts.

Portfolio Manager - Trivium Capital Management - New York, NY

(2004-01 - 2006-12)

• Developed and refined machine learning-backed models for systematic trade signal generation and automated risk management, ensuring logic and mathematical accuracy.
• Managed a $20M portfolio by executing detailed, data-supported long-short equity and commodity strategies within the capital markets.

Managing Director, Global Head of Commodity Group - Salomon/Smith Barney/Citi – Corporate and Investment Bank - New York, NY

(1998-01 - 2004-12)

• Directed a global commodity trading and sales business, managing a trading team that generated >$100M in annual profits by applying deep financial reasoning and strict risk limits.
• Designed, reviewed, and implemented complex market and credit risk frameworks from the ground up to support strategic expansion into physical power trading.
• Managed all aspects of high-level commodity trading risk, successfully navigating OTC derivatives, structured products, and capital market liquidity risk management.

Bachelor of Arts - Economics - Franklin and Marshall College