Ben Gum, CFA, is currently the Director, Risk Model & Optimization. He began at AXA Rosenberg in the Barr Rosenberg Research Center in 2006. As director, he lead a team of four people to upgrade the portfolio optimizer, production risk models, and the research backtesting environment. During his time at AXA Rosenberg, he has led many different projects including the revamp of alpha formulas in several regions.
Prior to joining AXA Rosenberg, Ben was an Assistant Professor of Computer Science at Grinnell College in Grinnell, Iowa.
Ben has a BA in Mathematics from Washington University in St Louis, a Master of Financial Engineering from UC Berkeley, a PhD in Computer Science from Princeton University.