Lu Lin has been Head of Quantitative Investments at BMO Global Asset Management (GAM) since October 2023 and in the finance industry since 2009. She has expertise in quantitative and strategic modelling spanning all asset classes. Lu joined BMO in January 2021 as Head of Market Risk Models where she led and was accountable for bank wide market risk modelling and counterparty credit risk modelling. Lu subsequently moved to BMO GAM in February 2023 as Head of Strategy and Optimization for Synthetic Asset Management. During that short time frame Lu was instrumental in taking the lead on implementing the BMO Strategic Equity Yield Fund Valuation tools (Numerix), model calibration of the tools, organization and risk oversight of the Seed capital book and working on strategic risk and balance sheet initiatives for the Wealth Enterprise. Prior to joining BMO, Lu held senior roles in Global Risk Management as Head of Market Risk Modelling, Head of Counterparty Credit Risk and XVA Modelling. Lu earned a Master of Quantitative Finance at ETH Zurich as well as a Master of Finance at the University of Lugano.
Lu Lin has been Head of Quantitative Investments at BMO Global Asset Management (GAM) since October 2023 and in the finance industry since 2009. She has expertise in quantitative and strategic modelling spanning all asset classes. Lu joined BMO in January 2021 as Head of Market Risk Models where she led and was accountable for bank wide market risk modelling and counterparty credit risk modelling. Lu subsequently moved to BMO GAM in February 2023 as Head of Strategy and Optimization for Synthetic Asset Management. During that short time frame Lu was instrumental in taking the lead on implementing the BMO Strategic Equity Yield Fund Valuation tools (Numerix), model calibration of the tools, organization and risk oversight of the Seed capital book and working on strategic risk and balance sheet initiatives for the Wealth Enterprise. Prior to joining BMO, Lu held senior roles in Global Risk Management as Head of Market Risk Modelling, Head of Counterparty Credit Risk and XVA Modelling. Lu earned a Master of Quantitative Finance at ETH Zurich as well as a Master of Finance at the University of Lugano.
