Blake Lemay
Risk Director, Public Fixed Income @Alberta Investment Management Corporation (AIMCo)
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WORK HISTORY
Risk Director, Public Fixed Income @Alberta Investment Management Corporation (AIMCo)
Edmonton, AB, CA
RolesRisk Director, Public Fixed Income (October 2023 to Present)Risk Manager, Fixed Income (January 2021 to September 2023)Responsibilities and AchievementsPrimary risk manager for a book of relative value interest rate derivativesRisk Management Team responsible for the AIMCo IG bond portfolios, which covers the Canadian bond market, CLO\'s, and other securitized assets. Develop, and then manage and monitor, risk controls for various AIMCo Fixed Income productsPersonal AchievementsImplementation of a custom risk system for Fixed Income products through a partnership with InnocapDeveloped a suite of high end dashboards and reporting suite for all Fixed Income products
EDUCATION
University of Alberta
Bachelor of Arts, Economics
University of Alberta
Masters of Business Administration, Finance
SKILLS
ABOUT BLAKE LEMAY
Investment professional with 10+ years at AIMCo supporting various derivative strategies, including the Fixed Income Portable Alpha strategy. Expertise in interest rate derivatives, curve/spread trades, portfolio construction, and risk modeling. Proven contributor to trade evaluation, stress testing, and sensitivity analysis across multi-billion-dollar portfolios serving pension, endowment, and sovereign clients.
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