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Jen-Wen has been teaching Time Series Analysis at University of Toronto since
2008 and was an adjunct professor at Western University from 2010 to 2012.
Jen-Wen spent six years at Canada Pension Plan Investment Board where he
conducted quantitative research on asset allocation, private assets, smart beta
strategies, and global macro strategies. Prior to joining CPPIB, Jen-Wen has
experiences in model development and validation for several Canadian banks.
Jen-Wen holds a Ph.D. in Statistics from Western University, a M.Sc. in
Computational Finance from Carnegie Mellon University, an ORIE M.Eng. form
Cornell University, and a M.A. in Economics from National Chengchi University in
Taiwan. He is also a CFA charterholder.

Jen-Wen LinPhD, CFA, FRM

JY is a machine-learning expert and has more than ten years of experiences in
algorithmic trading strategies and asset allocation (portfolio choice).
Since 2012, JY has worked in a major asset manager where he develops portfolio
management and long/short portfolio rebalancing systems. Prior to the current
role, JY managed 200 million global futures portfolios in Toronto-based hedge
funds. In 2011, JY developed robo-advisor systems for U.S. commercial bank and
insurance company.
JY holds a Ph.D. in Applied Mathematics and a M.Sc. in Computer Science from
Syracuse University.





Jieying ZhuPhD, CFA, MBA

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