Benjamin Mckeon Email & Phone Number

New York, New York, United States

- Stat arb desk

Toronto

- Index rebalancing (predictions, backtesting, data mining)- Market structure research and volume prediction models

Toronto, Canada

- Developed an index-impact backtesting engine to analyze the impact various index rebalances have on stock prices- Built predictive index models for large cap, small cap, and thematic benchmarks while incorporating Python programs to automate data downloads and perform various calculations, savings hours each week- Developed a program with Python and SQL to analyze market data and stock volumes around the TSX Market-on-Close facility-Contribute to weekly written research on current market structure developments in both Canada and the US, analyzing how various exchange matching engines, order types, and regulations may impact the equity trading landscape- Built trading plans for clients that are designed for best-execution around rebalances based on data taken from our backtesting engines

Kingston, Ontario, Canada

Design team focused directly on the field of quantitative trading and portfolio management by writing algorithms in Python that combine alpha-seeking factors, risk modelling, transaction cost modelling and other financial data• Designed the lecture content and material for QUANTT’s education sessions, covering time-series analysis, feature engineering, Python programming, portfolio optimization, computational statistics and probability• Managed and led all QUANTT operations including interviews, hiring, sponsorship, networking events and guest speakers• Won first place in the QUANTT trading competition using a long-short equity strategy

Kingston, On

Kingston, On

Branch of the National Social Value Fund that provides impact-adjusted financing to social purpose organizations• Identified funding gaps and investment opportunities while creating close partnerships with social ventures in Kingston

Toronto, Ontario, Canada

Leading risk, brokerage and solutions company that provides a variety of investment services, funds and strategies to clients• Presented market research to investment consultants and directors that was later used in client presentations• Reported portfolio performance to clients and discussed factors that added/detracted value to/from their portfolio• Built Excel models to demonstrate current global market trends, forecasts, potential investment opportunities and risks in client portfolios• Completed a research project analyzing current risks and opportunities in Emerging Markets (EM), focusing on the varying impact of the pandemic on EM economies

Bachelor Of Applied Science - Basc, Applied Mathematics And Engineering

Activities and Societies: • Queen's Varsity Men's Baseball Team • Queen's University Algorithmic Network Trading Team (QUANTT) • Kingston.

Ontario Secondary School Diploma

Activities and Societies: • Bishop Allen Cardinals Varsity Baseball Team - Senior Baseball MVP• Academic Honour Roll