Nelson Chau

As managing director, portfolio construction and investment risk, Nelson works closely with key partners and asset class heads to develop and manage University Pension Plan Ontario (UPP’s) risk policies, investment strategy, governance and asset allocation.

Prior to joining UPP, Nelson was head of portfolio construction and fixed income at the Alberta Teachers’ Retirement Fund (ARTF). In that role, Nelson developed an economic risk-balanced portfolio with derivatives to better match pension liabilities and built risk premia portfolios improving beta efficiency, diversification, and risk mitigation. Prior to his role at ARTF, Nelson managed the Liquid Alternatives portfolio at Scotia Institutional Asset Management, was Principal, Global Macro Portfolio at OMERS, and held investment roles at ING Investment Management Canada, Ontario Teachers’ Pension Plan and Dupont Capital Management.

Nelson holds a CFA designation, an MBA from Queen’s, and has completed the Investment Decisions and Behavioural Finance Program from the Harvard Kennedy School as well as the Financial Investment Technology program from the University of California, Berkeley.