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Benjamin McKeon
Quantitative Trader - Index Rebal at Old Mission Capital LLC
About
Benjamin McKeon is currently a Quantitative Trader specializing in index rebalancing at Old Mission, based in New York, NY. In this role, he develops and executes quantitative trading strategies focused on the complexities of index reconstitution and rebalancing events primarily within equity markets. His responsibilities include leveraging advanced mathematical models to capture short-term trading opportunities across indexed equity products.
Prior to joining Old Mission, Benjamin served as Vice President of Index Rebalancing and Market Structure Research at TD Securities, where he led research efforts on index methodologies and their impact on market liquidity, trading costs, and price dynamics, with a focus on U.S. and global equity indices. He also held the role of Associate for Index Products and Market Structure Research at TD Securities, deepening his expertise in index-linked asset classes and the technical aspects of equity market structure.
Benjamin holds a Bachelor of Applied Science in Applied Mathematics and Engineering from Queen's University - Faculty of Engineering and Applied Science. He is recognized for his analytical proficiency in the intersection of mathematics, engineering, and financial markets, and has contributed research and actionable insights on index rebalancing impacts, liquidity provision, and optimal trading approaches in equity indices.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Old Mission | Quantitative Trader - Index Rebal | Jul 2024 to Present | - Stat arb desk |
| TD Securities | Vice President - Index Rebalancing and Market Structure Research | Jan 2024 to Jun 2024 | - Index rebalancing (predictions, backtesting, data mining) - Market structure research and volume prediction models |
| TD Securities | Associate - Index Products and Market Structure Research | Jan 2021 to Dec 2023 | - Developed an index-impact backtesting engine to analyze the impact various index rebalances have on stock prices - Built predictive index models for large cap, small cap, and thematic benchmarks whi... |
| QUANTT | Director Of Education | Apr 2020 to May 2021 | Design team focused directly on the field of quantitative trading and portfolio management by writing algorithms in Python that combine alpha-seeking factors, risk modelling, transaction cost modellin... |
| QUANTT | Member | Sep 2019 to May 2021 | — |
| Kingston Social Value Fund | Co-Founder | Sep 2019 to Dec 2020 | Branch of the National Social Value Fund that provides impact-adjusted financing to social purpose organizations • Identified funding gaps and investment opportunities while creating close partnership... |
| Willis Towers Watson | Summer Analyst - Investments | May 2020 to Aug 2020 | Leading risk, brokerage and solutions company that provides a variety of investment services, funds and strategies to clients • Presented market research to investment consultants and directors that w... |
Education
Queen's University - Faculty of Engineering and Applied Science
Bachelor of Applied Science - BASc, Applied Mathematics and Engineering
2017 — 2021
Bishop Allen Academy
Ontario Secondary School Diploma
2013 — 2017
Others at Old Mission Capital LLC (49)
| Name | Role | Location |
|---|---|---|
B Brian Scullion | Derivatives Trader | Chicago, IL , United States |
| Trader | Chicago, IL , United States | |
| Trader | Philadelphia, PA , United States | |
D Daniel Suh | Senior Trader | Chicago, IL , United States |
| Quant Trader | New York, NY , United States | |
| Quant Trader | Chicago, IL , United States | |
| Quantitative Trading Analyst | New York, NY , United States | |
| Trader | Chicago, IL , United States | |
I Ife Onatunde | Quantitative Trader | New York, NY , United States |
| Trader | West Windsor Township, NJ , United States |
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