About Me
Hi, my name is Benjamin and this website will hopefully share a little bit more about me. I work at Northern Trust as a Senior Analyst in Risk Analytics and I am currently a candidate for my MBA from The University of Chicago Booth School of Business. I have received previous degrees from The University of Chicago in Financial Mathematics and Auburn University in Finance and Electrical Engineering. Below, you will find a detailed version of my résumé including my current and previous projects, professional experiences, education, and interests.
I am most skilled in Quantitative Modeling in Python and Risk Management and I enjoy Developing Models and Problem Solving.
Projects
Quantitative Trading Strategy Project
github.com/bmorgan0921/quantitative_trading_strategy_projectI worked with a partner to develop a trading strategy that utilizes fundamental, end-of-day, and sentimental data as inputs into a framework that averages the outputs of three machine learning models and attempts to predict next month’s performance based on current month’s performance. This project was completed as fulfillment to complete the Regression Analysis & Quantitative Trading Strategies course.
Spotify Recommendation Engine
I started this project to better recommend songs on Spotify. The objective of this application is to use your listening history and machine learning techniques to make song recommendations based on objective features of the songs. This project was developed using Python and Spotify’s API.
NCAA Basketball Predictive Model
I started this project to make a competitive March Madness tournament bracket. The project is developed entirely in Python and uses the sportsreference package to obtain the basketball data. The project started with single game score predictions and developed into predicting scores for the entire day and comparing matchup totals to Vegas O/U totals.
Financials Web Scraper
github.com/bmorgan0921/MS-Financials-WebscraperThis application will take in a stock ticker and return the financials from Morningstar’s Financials page. It returns the last 10 years worth of data, forward filling the annual numbers that are reported, and has the optional parameters of start and end dates.
Experience
Responsibilities:
- Independently validate quantitative asset management and wealth management models; ensuring models implemented by the bank are in line with regulatory and company procedures
- Validation activities include but are not limited to scenario and stress testing, sensitivity analysis, and comparative analysis of alternative model methodologies
- Establish strong relationships with key stakeholders in asset and wealth management business; communicate validation results and key observations with stakeholders at conclusion of validation
Responsibilities:
- Collaborated within a team of 4 to build a volatility model using different assumptions to model for various implied volatilities using CBOE’s VIX model as a foundation for the new model
- Tested model with market data and different product data to compare results before reporting to upper management
Keel Point
keelpoint.comInvestment Operations Intern
June 2018 - August 2018
Financial Advisor Intern
July 2016 - August 2016
Responsibilities:
- Developed a multifactor equity analysis framework using Python and the Bloomberg Python API
- Generated portfolios comprised of equity positions with variable weights dependent upon ranked factor performance over time
- Back-tested the generated portfolios and benchmarked against specific indices and equal-weighted portfolios
Responsibilities:
- Designed and implemented a web-scraping program to organize U.S. equity funds with current data using Excel VBA
- Streamlined advisor’s process of running allocation reports by implementing an automatic report program using Excel VBA
- Proposed alternate investment recommendations for $40MM in client portfolios as a member of a 5-person team
Italia Connect
Financial Consulting Intern
May 2016 - June 2016
Responsibilities:
- Conducted financial and comprehensive entry mode strategic analyses for operations and international expansion
- Proposed operational recommendations for developing new revenue streams and decreasing operational costs
Responsibilities:
- Programmed Arduino and MSP430 microcontrollers for data acquisition from a MEMS-based sensor using C
- Developed and implemented a program to control bench-level test equipment in Excel VBA
- Collaborated in circuit design of MEMS-based vibration sensor system for the Army Research Lab
Education
The University of Chicago Booth School of Business
Master of Business Administration
2022-2023
The Chicago Approach to leadership provides a powerful, enduring framework for continuing to learn, grow, and succeed as a leader throughout your career. Influence and educate current and future leaders. This is a core tenet of our mission at Booth.
Chicago Booth provides an environment where I am able to continue growing as a leader while also allowing me to continue my education in Economics and Strategy under world-renowned faculty.
Concentrations: Economics, Finance, Behavioral Science, and Strategic Management
Courses Completed: Fixed Income Asset Pricing, The Study of Behavioral Economics, Money and Banking, Game Theory, Wealth of Nations, Power & Influence, Managerial Decision Modeling (Optimization), Marketing Strategy, Competitive Strategy, Artificial Intelligence, Impact Investing, Commercializing Innovation, New Venture Strategy
The University of Chicago
MSc. Financial Mathematics
2018-2019
Established in 1890, the University of Chicago empowers scholars and students to ask tough questions, cross disciplinary boundaries, and challenge conventional thinking to enrich human life around the globe.
UChicago’s FinMath program provided an environment to not only develop and strengthen my knowledge in quantitative finance under incredible academics and practioners but also to develop friendships with those who have the same passion in the subject as myself.
Awards: Michael J. Steinbeck Graduate Fellowship Recipient
Courses Completed: Regression Analysis & Quantitative Trading Strategies, Applied Algorithmic Trading, Analysis of Financial Time Series, Machine Learning, Computing for Finance in C++ & Python, High Performance Computing, Option Pricing, Numerical Methods, Foreign Exchange, Portfolio Theory & Risk Management, Stochastic Calculus, and Probability for Risk Management
Auburn University
BSc. Business Administration - Finance
2013-2018
"I believe that this is a practical world and that I can count only on what I earn. Therefore, I believe in work, hard work. I believe in education, which gives me the knowledge to work wisely and trains my mind and my hands to work skillfully..."
Auburn’s Financial Management Association gave me an incredible foundation with introducing me to the finance industry. Some of the best opportunities that I was fortunate enough to be involved in included site visits to company headquarters, interacting with high-ranking management & executives, seminars, and career workshops.
Relevant Coursework: Financial Modeling, Investments, Financial Markets Institutions, and Security Analysis
Auburn University
Bach. Electrical Engineering
2013-2018
"...I believe in my Country, because it is a land of freedom and because it is my own home, and that I can best serve that country by "doing justly, loving mercy, and walking humbly with my God." And because Auburn men and women believe in these things, I believe in Auburn and love it." -George Petrie (1943)
I started my academic endeavors in engineering because that was my original plan, even before high school. This was where I strengthened my problem-solving abilities and learned more about the intricacies of electrical engineering.
Awards: Auburn University Presidential Scholarship; ADTRAN, Inc. Mark C. Smith Endowed Scholarship
Relevant Coursework: Neural Networks, Random Signal and Systems, Linear Signals and Systems Analysis, and Control Systems
Activities & Interests
Alongside my interest in quantitative finance, some of my other interests and hobbies include:
- Photography
- Sports: Auburn University and Atlanta Braves
- Currently Reading: Fortune’s Children: The Fall of the House of Vanderbilt by Arthur T. Vanderbilt II
- Future Reading: When Genius Failed: The Rise and Fall of Long-Term Capital Management by Roger Lowenstein
- Books I’ve Read: Extreme Ownership by Jocko Willink and Leif Babin, Atomic Habits by James Clear, The Great Divorce by C.S. Lewis, Covert Cows by Steve Robinson, Getting Things Done by David Allen, In My Words by Robbie Clark, Measure What Matters by John Doerr, How Not to Be Wrong by Jordan Ellenberg
- Staying Active