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.
• 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.
• 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.
• 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.