Dr. Steven Broad has more than 15 years of experience working in the area of scientific computing and applied mathematics. He has deep experience in energy market simulation and forecasting, especially in the areas of short-term portfolio optimization and scheduling, economic assessment of transmission in nodal energy markets, energy market competitiveness metrics (such as RSI/HHI duration curves, and CMCP markup analysis), stochastic analysis of energy and gas futures and options, the development of market pricing algorithms, and extensive experience in the development of custom scheduling and optimisation software systems for clients in the Americas, Europe, and Asia.

Steven has built value for clients in the roles of software engineer, implementation lead, consultant and market analyst. Prior to joining Energy Exemplar, he was a professor of mathematics at Saint Mary’s College, a market monitoring analyst at CAISO and a senior programmer/analyst at Henwood Energy Services (now part of Ventyx, an ABB company). Steven received his PhD in mathematics from the University of Notre Dame, holds Master’s degrees in mathematics from the University of Notre Dame and Washington University in St Louis, and he received his BS in physics and applied mathematics from the University of Evansville.