Current / Past Assignments

Assignments

Performing evaluation of the framework used to manage Canada's foreign exchange reserves
Building LDI product offering for top-tier Canadian asset manager
Education session for large Canadian asset manager on Liability Driven Investing (LDI) and fixed income derivatives
Marketing with Canadian fund-of-funds manager to pension plans on risk management
Working with a Canadian inter-dealer broker to create Canadian dollar swap index

Financial modelling for a Canadian infrastructure company

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

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

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