Portfolio Construction in Canadian Pension Plans
David Long, Senior Vice President & Chief Investment Officer, ALM, Derivatives & Fixed Income, Healthcare of Ontario Pension Plan
He is responsible for Asset/Liability modeling and portfolio construction, Derivatives and Fixed Income, and Short Term and Foreign Exchange.
David joined HOOPP in 2001 as a Senior Portfolio Manager and was later promoted to Vice President, Derivatives & Fixed Income. David was appointed Senior Vice President & Chief Investment Officer, ALM, Derivatives and Fixed Income, in 2011. David received his Bachelor of Science in mathematics from Brock University and his Masters of Mathematics and Ph.D. in statistics from the University of Waterloo. David also holds the Chartered Financial Analyst designation.
David has been a key participant in the development of HOOPP’s current derivatives portfolio strategy and a leader in establishing our current liability driven investment strategy. David is also a member of the HOOPP Asset Allocation Committee.
Geoffrey Rubin, Senior Managing Director & Chief Investment Strategist, Canada Pension Plan Investment Board
Geoffrey is responsible for overall fund level investment strategy and heads the Total Portfolio Management (TPM) department. TPM is the operational arm of CPPIB’s Investment Planning Committee, with overall management accountability for the oversight and management of the fund’s investment portfolio.
Geoffrey joined CPPIB in 2011 with the inception of the Total Portfolio Management department. He has helped shape the growth and evolution of the TPM team and helped to define and execute CPPIB’s Total Portfolio Approach.
Before joining CPPIB, Geoffrey held finance roles with Fannie Mae and Capital One Financial, where he managed the global balance sheet. He also ran a consulting practice and was Adjunct Professor at American University’s Kogod School of Business.
Geoffrey holds a Ph.D. in Economics from Princeton University and a B.A. in Economics from the University of Virginia.
Mike Wissell, Senior Managing Director, Portfolio Construction Group, Ontario Teachers’ Pension Plan
Michael Wissell leads the Portfolio Construction group, which works to ensure that the returns generated from the collective assets within the plan are sufficient to meet or exceed the required real return of the plan over the medium term. In addition, his key accountabilities include delivering on the investment plan, asset modeling, providing recommendations to the Chief Investment Officer on the detailed asset mix policy and changes, benchmarks, and allocations for capital and risk.
Michael joined Ontario Teachers' in 2002 with more than 15 years of capital markets experience. He was most recently Senior Vice- President, Public Equities. Prior to that role, he was Senior Vice-President, Tactical Asset Allocation and Natural Resources, where he played an important role in Ontario Teachers' development of that asset class. He holds a B. Comm. from Carleton University, an MBA from McMaster University, an ICD.D designation from the Institute of Corporate Directors and is a CFA charterholder.