Ben Swanson Email & Phone Number

Pittsburgh, Pa, Us

Charlotte, North Carolina, United States

• Reconstructed SpreadWalk, a tool responsible for summarizing commercial loan data, leading to a reduction in the program’s time to execution by 22% and improving dashboards used by thousands of employees, including CEO Brian Moynihan.• Applied Alteryx to analyze when changes in pricing guidance will influence BofA’s commercial lending portfolio’s interest rates, offering crucial insights to upper management, and informing management’s timeline for Basel IV’s adoption.• Calibrated BofA’s loan pricing model (PrecisionLender) and facilitated the transition from LIBOR; built more than 50 scenarios to ensure model accuracy when pricing loans reliant upon alternative reference rates.

Colombia, South Carolina

• Performed an extensive analysis of Momentum and its short-term reversals, becoming an expert on its history and drivers.• Employed R on CRSP, an equities dataset, to capture the short-term reversion anomaly; developed a unique market indicator, resulting in an average annual alpha of 7.13% and a Sharpe of 1.32 over a 30-year backtesting period.• Constructed a multifactor asset pricing model, regressing it against hedge fund holdings reported in 13F filings to determine if excess returns can be explained by the short-term reversion factor mentioned above.

Master Of Science In Computational Finance, 4.0

Anticipated Coursework: Advanced Derivative Models, Fixed Income, Machine Learning, Market Microstructure and Algorithmic Trading.

Bachelor Of Science - Ba, Finance, General, 3.87

Activities and Societies: Carolina Finance Scholar, IBM Quantum Challenge (top 30%), Southeastern Hedge Fund Competition (SEHFC) 2024.