Jacky Lee is responsible for expanding and developing the portfolio analytics team that focuses on asset modelling, portfolio construction and risk analytics.
He joined Ontario Teachers' in 2007 and has more than a decade of experience in asset modelling methodologies, portfolio construction techniques, investment risk frameworks, risk system architecture and modelling, along with other quantitative and technological subject areas ranging from portfolio optimization to statistical/numerical analysis and software development. Jacky was involved in the creation of an in-house asset scenario generator for portfolio construction and an in-house risk system for investments. Additionally, he played the role of risk architect in the integration of the internal enterprise risk system in a multi-year project.
Jacky holds a Master of Mathematical Finance and a Master of Applied Science in Mechanical Engineering, both from the University of Toronto.