James Leu

Adjunct Professor in the Brandeis International Business School

Departments/Programs

International Business School

Degrees

Massachusetts Institute of Technology, M.S.
Massachusetts Institute of Technology, B.S.

Expertise

Specialization: Investment Management, Equity Portfolio Management, Fixed Income Portfolio Management, Currency Management, Risk Management

Profile

Professor Leu has over 20 years of portfolio management experience in the institutional money management industry across a broad array of asset classes, including domestic large and small cap core equity, domestic fixed income, global fixed income, currency, Liability Driven Investing (LDI), equity market neutral and derivatives. Currently, Jay serves as Director of Risk for the Massachusetts Pension Reserves Investment Management (PRIM). Prior to that Jay served as Head of Risk at Aesir Capital Management, a long/short credit hedge fund. Prior to that, Jay served 10 years as co-lead portfolio manager of US large cap core equities at Independence Investments and Lee Munder Capital Group. At Independence Investments he also served as Chairman of the Investment Committee and oversaw all of the investment areas. Prior to that, Professor Leu had 10+ years of experience as a portfolio manager of domestic fixed income, global fixed income, and currency at State Street Global Advisors, Pacific Capital Fixed Income Advisors, and Independence Investments. He was Chief Investment Officer and a founding principal of Pacific Capital Fixed Income Advisors.

At the Brandeis International Business School Professor Leu has taught Fixed Income, Investments and International Portfolio Management.

Jay received a BS in Chemical Engineering from MIT and an MS in Management from the Sloan School at MIT. He is a Chartered Financial Analyst (CFA) charter holder and is a member of the Boston Security Analysts Society and the CFA Institute. He is a Financial Risk Manager (FRM) certified by the Global Association of Risk Professionals (GARP). Previously, he was a member of the Chicago Quantitative Alliance (CQA).

Courses Taught

FIN	261a	Fixed Income Securities
FIN	263a	International Portfolio Management