Jenny McKay

Risk Director Fixed Income at AIMCo

Jenny McKay has a diverse work experience spanning over two decades. Jenny currently holds the position of Risk Director Fixed Income at Alberta Investment Management Corporation (AIMCo) since June 2021. Prior to this, they worked at AIMCo as a Senior Investment Risk Manager from March 2018 to September 2021.

Before joining AIMCo, Jenny served as a Senior Specialist Investment Performance at Canada Mortgage and Housing Corporation (CMHC) from July 2016 to March 2018. Jenny also worked as a Research Assistant/Senior Methodologist at Ottawa Hospital Research Institute from September 2013 to July 2016.

In their earlier career, Jenny held various positions in the finance industry. Jenny worked at Rand Merchant Bank as a Portfolio Manager, Specialised Distribution Solutions from January 2011 to August 2013. Jenny also served as the Head of Risk in the Investment Banking Division from July 2008 to January 2011 and as the Head of Risk, Special Projects International from October 2004 to July 2008. Prior to that, they held positions as a Risk Manager and a Risk Manager for the Gold Desk from June 1999 to January 2004.

Jenny started their career at Ernst & Young as a Senior Consultant from March 1998 to June 1999.

Jenny McKay holds a Master of Science in Epidemiology from the University of Ottawa, which they obtained from 2013 to 2015. Jenny also has a Bachelor of Science Honours degree in Mathematical Statistics from the University of Pretoria, which they completed from 1989 to 1994. In addition to their academic qualifications, they have certifications in CFA from the CFA Institute (obtained in 2011), PRMIA from the PRMIA - Professional Risk Managers' International Association (obtained in 2004), and FRM from the Global Association of Risk Professionals (obtained in 2001).

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