Ju Hui Lee

Ju Hui is currently responsible for reference portfolio design in the Portfolio Design Group of the Total Portfolio Management at CPPIB (Canada Pension Plan Investment Board). Her responsibilities include the asset-liability analysis of the Canada Pension Plan as well as the factor studies. She is also leading the research project on the causal modelling utilizing machine learning to enhance the research process within the organization.

Prior to joining the CPPIB, she led modelling groups in the Global Risk Management at Scotiabank and led ALM consulting, pension investment strategy development and risk management activities for financial institutions, model vetting, and actuarial valuation reporting for clients at KPMG and Mercer. She started her career at Manulife Financial where she developed the LDI methodology and was responsible for the strategic asset allocation.

Ju Hui holds a BSc. Mathematics and an MBA from the Yonsei University in Korea, and an MSc Financial Mathematics from the University of Chicago. Ju Hui is a CFA charterholder, a CAIA charterholder, a Fellow of the Society of Actuaries, a Chartered Enterprise Risk Analyst, and a certified FRM.