Speaking & Engagements

CERGO documents selected conference appearances, panel discussions, academic engagements, and professional events where independent work on energy risk and governance has been presented.

These engagements reflect ongoing efforts to translate risk governance ideas into practical dialogue with industry, regulators, and academia.

Engagements listed here reflect independent contributions and knowledge-sharing activities, not institutional endorsements.

Invitations are welcome for workshops, policy briefings, and executive education.

To be announced
- 25/11/2025 - Energy Risk Europe Leaders’ Network Discussion – United Kingdom
  Participated in a closed-door dialogue with industry leaders on how structural market risks and governance frameworks shape modern energy trading decisions.
  ** Selected Pictures at the bottom of the page**
- 25/11/2025 – Energy Risk Europe Presentation – United Kingdom – “Systems and data-driven approaches to real-world trading risks”
  Presented how systems thinking and practical data workflows can improve decision-making across trading, operations, and risk.
  ** Selected Pictures at the bottom of the page**
- 09/08/2025 – University of Limassol Seminar – Cyprus – “Risk Management in Commodity Trading”
  Delivered an academic-industry session on applying market risk tools and governance principles in physical commodity trading environments.
  ** Selected Pictures at the bottom of the page**
- 27/05/2025 – Kazhuga Podcast – Online – “Strategy over Spreadsheets”
  Discussed the importance of strategic thinking, governance, and intuition alongside quantitative risk models.
- 28/02/2024 – Chartis Panel – Online – “Crafting an ETRM desk from Inception: Strategies and Insights”
  Contributed insights on embedding governance, controls, and risk culture when designing new ETRM functions.
- 08/11/2023 – Energy Risk Europe Presentation – United Kingdom – “Transition and Decarbonization Speed: Context, Challenges, and Correlations”
  Explored how decarbonization trajectories intersect with price volatility, policy risk, and long-term market signals.