Forethought Risk

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Jonathan Jacob

Prior to forming Forethought Risk, Jonathan spent 12 years as a professional trader / portfolio manager, with the final year's experience as a portfolio manager for Ontario Teachers' Pension Plan in the Fixed Income Relative Value group. 

Before joining OTPP, Jonathan spent 8 years in the fixed income derivatives trading group at the Bank of Montreal, making markets in cross-currency interest rate swaps and swaptions.  In that capacity he built many quantitative tools which provide real-time analysis of market mispricings across various products. 

Jonathan began his career in the investment world at Manulife Financial where he became a portfolio manager and spent time analyzing liability products and how to hedge them using financial products. 

Prior to his career in the investment world, Jonathan worked as an actuary at Mercer in their pension consulting group and then at Manulife in Financial Reporting. 

He holds the Chartered Financial Analyst designation as well as the actuarial designations of Fellow of the Society of Actuaries and Fellow of the Canadian Institute of Actuaries, completing all designations at the age of 26.  He graduated with High Distinction from the University of Toronto with an Honours BSc in the Mathematical Sciences program.

Jonathan's LinkedIn Profile can be found here .

 

 

March 2011

Jonathan Jacob explains ex-ante and ex-post risk measurement and how they can be used together to get a clearer picture of risk in this article for Benefits Canada.

February 2011

Benefits Canada publishes article by Jonathan Jacob which sheds light on the different attitudes toward pension fund risk from plan members and plan sponsors.  See here for a link to the article.

January 2011

Society of Actuaries publication on Moving Forward from the Financial Crisis includes Jonathan Jacob's article on "Actuaries and Assumptions" - see FR Media

December 2010

Jonathan Jacob participates in debate on global equities versus Canadian equities at Canadian Investment Review

November 2010

Canada's Department of Finance contracts Forethought Risk to evaluate the asset allocation framework used to manage Canada's foreign exchange reserves - for details on other clients and projects click here

November 2010

Rainer Kaufmann joins Forethought Risk as consultant - see Rainer's bio here

March 2010

Jonathan Jacob named to Benefits Canada Online Expert Panel