Jacky Lee is the Senior Managing Director and Head of the Total Portfolio Group at the Healthcare of Ontario Pension Plan (HOOPP) in Canada. In this role, he advises on all aspects of Liability-Aware Investing (LAI) and comprehensive fund management strategies. He also serves on the Editorial Advisory Boards of the Journal of Portfolio Management and the Journal of Financial Data Science.Previously, he was the Managing Director of Total Fund Management at the Ontario Teachers’ Pension Plan (OTPP), where he developed portfolio solutions for asset-liability management, portfolio optimization, and total portfolio management. In 2017, under the OneTeachers' investment strategy, he spearheaded the introduction of factor investing and a holistic asset allocation framework across public and private assets.Jacky publishes research in leading peer-reviewed journals on topics such as asset allocation and risk management. He has received research awards from the Kroner Center for Financial Research and the International Centre for Pension Management. He holds master’s degrees in applied science and mathematical finance from the University of Toronto.
Listed skills include Quantitative Finance, Derivatives, Monte Carlo Simulation, Quantitative Analytics, and 18 others.