Benjamin Kovalick Email & Phone Number

Baltimore, Maryland Area

- Implemented a flexible modeling framework, in Python, that allows rapid deployment of multiple systematic trading algorithms. - The systematic trading framework contributed to the reserve and capital projections.- Built backtesting suites that were used to produce results that aligned closely with past fund performance.- Investigated and debugged previous C# iterations of the systematic fund mechanics.- Researched and developed volatility forecasting techniques to aid in systematic algorithm analysis.

Baltimore, Maryland Area

- Redesigned various excel based scenario generating models, in C++ on the Unix platform.- Converted the in house excel random number generator into a C++ library to then be integrated into our ESGs.- Completed a full model development cycle, including documentation, benchmarking and model validation.

- Creating systems, processes, and analytical enhancements, foremost of which was construction of automated daily attribution with addition of multiple automated controls.- Repairing relationships and building data flows with other departments to incorporate a more holistic view of business into our reporting.- Provide analytical support to management: develop, present and interpret of daily/weekly/quarterly VA hedge P&L reports for both domestic and Japan business

Baltimore, Maryland Area

- Assisting with variable annuity hedging and reporting to assist with the development and implementation of a state-of-the-art valuation system jointly with NumeriX.- Responsibilities include: analyzing system specifications, VA product model coding, running grid enabled valuation systems, system testing and data analysis.

Write investing-related articles. Topics include stock selection based on analysis of financial fundamentals,discussion of industry leaders in up-and-coming technologies, and investing pitfalls.

Bachelor, Finance, Information Systems

Graduate Certificate, Pre-Mfe Seminars, C++ Programming For Financial Engineering - With Distinction

Generic Programming in C++ and Standard Template Library (STL): Introduction to generic programming (GP), template classes in C++.

Graduate Certificate, Advanced C++11/C++14 And Multidisciplinary - With Distinction

Introduction to type traits and Template Metaprogramming (TMP), advanced type traits, advanced lambda programming, smart pointers in Boost.