Benjamin Thelen Email & Phone Number

London, England, GB

L/S Cleantech

London, England, GB

Minneapolis, Minnesota, US

• Assisted in launching coverage on industry leading mid/large-cap renewable energy companies at the forefront of the energy transition including NEP, BEP, PLUG, BLDP, ITRI, GNRC, AMRC, BE, GWH
• Co-authored topical industry reports which highlighted new technologies including hydrogen fuel cells, on/off shore wind, commercial solar, and energy storage
• Formulated and communicated actionable investment theses based on current events, company specific catalysts, and thematic trends to buy-side clients
• Maintained and updated detailed three-statement financial models on a quarterly basis for 15+ midstream and renewables companies, which were used to support company specific recommendations

Minneapolis, MN, US

• Discovered and monitored 5+ alternative real-time data points that supported actionable investment decisions during the COVID-19 pandemic within the portfolio’s travel and retail holdings
• Built and updated financial models for small and mid-cap companies representing potential and existing portfolio holdings
• Effectively communicated research findings and investment opportunities through daily meetings with Senior Research Analysts and Portfolio Managers

• Made investment decisions on behalf of the L.L.C in equities, options, futures, and fixed income resulting in a one-year CAGR of 38.60% a full 27.98% higher than the S&P500 for the same period
• Developed a proprietary futures trend following system that automatically controls position sizing and pyramiding while generating buy, sell, and add signals; operates on a remote server using python scripts
• Operated and improved a long-short pairs-trading model resulting in increased reliability during periods of high volatility

• Actively co-managed The Bulldog Fund LLC, a $2,000,000 Large Cap Equity Portfolio of roughly 45 companies, through the construction of research reports, weekly updates, and earnings reports for: CHD, EL, MKC, STZ, SYY.
• Used Microsoft Excel and Factset FDS codes to construct covariance matrices based on expected returns which updated in real-time, leading to a 90% time-savings in analyzing portfolio weighting options that included a.
• Developed investment reports for two long equity positions within the consumer staples sector, all of which were approved and presented to an investment oversight committee
• Constructed a three-statement financial model of LW using historical data pulled from Bloomberg and assumption that were carefully crafted from information found in 10K, 10Q, earnings calls, investor presentations, and.
• Wrote a formal macro-economic overview with supporting analysis of fiscal and monetary policy that was used to determine industry and sub-industry allocation within the consumer staples sector
• Identified chart price patterns on OHCL and candle-stick charts within Factset; used technical indicators including RSI, MACD, Bollinger Bands, and moving averages to identify trend direction and areas of support and.

Bismarck, North Dakota, US

• Measured and sourced $20,000,000 of new collateral arrangements that allowed for repositioning of the bank’s fixed income portfolio leading to an increase in net interest income of over $300,000 per year
• Prepared and maintained the interest rate risk model through the compiling of cash flow data from various fixed income securities
• Engaged in monthly liquidity measurement and reporting which allowed the CIO more clarity into balance sheet management
• Stress tested net interest income and economic value of equity based on historical scenario comparisons, and unforeseeable events to better understand the bank’s profitability and survivability during interest rate.
• Analyzed internal financial metrics and created a peer group of comparable banks to benchmark internal results against

Bachelor'S Degree, Financial Markets, Finance

High School Diploma