Jacky Chen is the Director of Total Fund Completion Portfolio Strategies at OPTrust, one of Canada’s largest pension funds, and is an Adjunct Professor at the University of Toronto’s Rotman School of Management.
At OPTrust, Jacky is responsible for leading the development, implementation, and day-to-day portfolio management of cross-asset systematic investment strategies, utilizing both traditional and machine learning approaches. Additionally, he is an active participant in various total fund investment initiatives.
At the University of Toronto, Jacky teaches a financial innovation course at the Rotman School of Management. He is also involved with the Rotman Financial Innovation Hub, where his research centers on the application of machine learning techniques for portfolio hedging, derivatives pricing and risk management. His work has been published in major academic journals.
Jacky holds a B.Sc. in Financial Economics and Statistics and a Master's degree in Financial Risk Management, both from the University of Toronto, and is a CFA Charterholder.