Quantitative Investments

Jae brings over two decades of software development experience to BMO Asset Management Inc. Previously, Jae was a senior developer at Mercer where he developed and maintained pension lines of software applications. He also worked as an actuarial systems developer at Towers Watson and as a software developer at Morneau Shepell, and was responsible for developing a variety of pension valuation applications and human resource administration applications. Jae holds an undergraduate degree in actuarial science from the University of Western Ontario.

Gabriel joined BMO Asset Management Inc. in 2009 as a senior business architect with over two decades of experience in the financial services industry. Previously, he was a senior design and development engineer at Barclays Global Investors for over nine years where he developed systems for various business groups. Before joining Barclays, Gabriel worked as a developer for other tier-one financial institutions. He studied Software Engineering at Watford College, Watford, England, and Cognitive Science & Intelligent Computing at the University of Westminster, London, England.

Ozgur joined BMO Asset Management Inc. in 2009 as head of business architecture for the Quantamental Solutions Group. He has over two decades of experience in the investment industry. Prior to joining the firm, Ozgur was a Senior Design and Development Engineer at Barclays Global Investors for close to nine years in the Toronto office where he designed and developed systems and automation processes that cover a broad range of investment areas. He holds a Bachelor of Science in Industrial Engineering, a Masters of Finance and has also received the CFA and Project Management Professional designations.

Albert joined BMO Global Asset Management on July 2022, and is responsible for research and operations. He has over 3 years of experience in investment analysis. Prior to joining BMO, Albert was an investment engineering at CPP Investments where he provided investment analytics capabilities for equity balancing program as well as private equity performance attribution. He also contributed to Fundamental Forecasting pipeline project during his time at CPP Investments. Albert has a Bachelor of Applied Science in Engineering Science major in Mathematics, Statistics, and Finance from University of Toronto, followed by a Masters of Management in Analytics from McGill University. In addition, he is a CFA charterholder and a member of the CFA Society of Toronto.

Yadwinder joined BMO Global Asset Management in January 2018 and focuses on investment strategy research and operations. He has over 10 years of experience in investment analysis. Prior to joining BMO, Yadwinder was a researcher at Research Affiliates LLC in Newport Beach where he was involved in back testing, research, design and portfolio analytics of smart beta and systematic active equity strategies. Yadwinder holds a Bachelor of Science in Electrical Engineering from the Indian Institute of Technology Kanpur and a Masters of Computational Finance and Risk Management from the University of Washington. In addition, Yadwinder is a CFA charterholder and a member of the CFA Society of Toronto.

Sachal joined BMO Global Asset Management in December 2021 and focuses on the management of our active strategies in Canada, US and Global markets. He has over 14 years of investment experience. Sachal has worked as an equity portfolio manager for State Street Global Advisors and OMERS with experience managing long only, long-short and low volatility portfolios. Prior to joining BMO, Sachal was a portfolio manager at CPP Investment Board managing and designing systematic strategies for pension portfolios. Sachal holds a Masters in Science in Physics from the Indian Institute of Technology Kanpur and a Masters in Quantitative Finance from the University of Waterloo. In addition, he is a CFA charterholder and a member of the CFA Society of Toronto.

Lu Lin has been Head of Quantitative Investments at BMO Global Asset Management (GAM) since October 2023 and in the finance industry since 2009. She has expertise in quantitative and strategic modelling spanning all asset classes. Lu joined BMO in January 2021 as Head of Market Risk Models where she led and was accountable for bank wide market risk modelling and counterparty credit risk modelling. Lu subsequently moved to BMO GAM in February 2023 as Head of Strategy and Optimization for Synthetic Asset Management. During that short time frame Lu was instrumental in taking the lead on implementing the BMO Strategic Equity Yield Fund Valuation tools (Numerix), model calibration of the tools, organization and risk oversight of the Seed capital book and working on strategic risk and balance sheet initiatives for the Wealth Enterprise. Prior to joining BMO, Lu held senior roles in Global Risk Management as Head of Market Risk Modelling, Head of Counterparty Credit Risk and XVA Modelling. Lu earned a Master of Quantitative Finance at ETH Zurich as well as a Master of Finance at the University of Lugano.

Ariel is responsible for equity portfolio management and research. She joined the company in 2018. Ariel began her career in the investment industry in 2005. Prior to joining BMO, she was a quantitative researcher at RBC Global Asset Management, where she designed quantitative investment strategies. Prior to that, she was an associate portfolio manager for the Canada Pension Plan Investment Board and an investment analyst for the Ontario Teachers’ Pension Plan.

She holds a Master of Mathematical Finance and a Global Professional Master of Laws from University of Toronto. Ariel also has a M.A. in economics from Simon Fraser University and a B.B.A. in finance from Nankai University. In addition, she is a CFA charterholder and a Certified Financial Risk Manager.