Benjamin Mcmullin Email & Phone Number

Provo, Ut, Us

Provo, Utah, United States

I apply advanced quantitative techniques to the pricing and management of financial portfolios. My experience includes leveraging asset pricing theories such as the Capital Asset Pricing Model (CAPM) and Stochastic Discount Factor models to evaluate and forecast asset returns. I work with empirical methods like the Generalized Method of Moments (GMM) to estimate parameters and test models, ensuring robust pricing strategies. I also optimize portfolios using mean-variance analysis and implement time series and cross-sectional tests to assess risk factors and improve decision-making. My focus on empirical research, market efficiency, and factor models equips me to bring a deep analytical perspective to pricing roles, with direct experience in modeling and optimizing complex financial systems.

Provo, Utah, United States

Validated the accuracy of the Barra Risk Model in forecasting risk for large-cap stocks and portfolios of small-cap stocks. Employed bootstrapping techniques and statistical methods to rigorously assess the model's performance, ensuring reliable risk predictions for portfolio management.

Provo, Utah, United States

▪ Developed and implemented LLMs for data pairing, achieving a 58% improvement in algorithm accuracy.▪ Leveraged AWS Athena and SageMaker to design 128 data clusters, enhancing assignment accuracy by 45%.▪ Created a medical expense model using Python and SQL, reducing costs by 15% and saving $7.5 million annually.

Bachelor Of Applied Science - Basc, Economics, 3.70

Gained a solid foundation in economic theory and quantitative methods through rigorous coursework in graduate-level Macroeconomics.

Bachelor Of Applied Science - Basc, Computational And Applied Mathematics, 3.70

Activities and Societies: BYU Racing - I contributed to the performance optimization of BYU’s Formula-E Race Car by gathering, analyzing.

Associate Of Science - As, 3.9

Activities and Societies: MathematicsAssociates Degree, focused coursework in Mathematics and Computer Science.