Jonathan Levi

Manager of Market Risk & Origination

Jonathan is the Manager of Market Risk & Origination at Intersect Power. With over a decade of professional experience in financial services, he began his career in investment banking at Scotiabank and subsequently Sumitomo Mitsui Banking Corp (SMBC) before transitioning to quantitative finance, initially as a Quantitative Analyst at Bank Leumi USA (BLUSA), where he developed proprietary credit risk models to evaluate the probabilities of default, losses given defaults and expected losses of the bank’s complex loan portfolio.

For the following four years, Jonathan worked in Market Risk at Deutsche Bank, where his quantitative assessments of CDS and interest rate markets earned him the coveted Outstanding Performance Award during his first year. At Deutsche Bank, Jonathan also worked closely with the Market Risk, Legal and Trading teams, as well as the Fed, to prepare the bank for the industry transition from LIBOR to SOFR. Most recently, Jonathan was a Market Risk Senior Analyst at Brookfield Renewable, where he priced complex OTC energy derivatives transactions, including swaps, swaptions, exotics (e.g., Spread Options and Asian Options) and various option spreads. He was a strong proponent for establishing value-at-risk (VaR) and revenue-at-risk (RaR) platforms, which he subsequently designed and implemented.

A guest lecturer on derivatives trading strategies at Georgetown University and on power markets at Columbia and Pace universities, Jonathan was also featured in the Financial Times for his remarkable performance in the Peeptrade virtual trading competition while at Georgetown.

Jonathan holds a BS in Operations Research from Columbia University as well as an MS in Finance from the Georgetown University McDonough School of Business.