As Managing Director, Portfolio Construction and Investment Risk, Nelson works closely with key partners and asset class heads to develop and manage UPP’s risk policies, investment strategy, total fund management, and government and investment-grade fixed income strategies. Prior to joining UPP, Nelson was Head of Portfolio Construction and Fixed Income at the Alberta Teachers’ Retirement Fund (ARTF). In that role, Nelson developed an economic risk-balanced portfolio using derivatives to better match pension liabilities and built risk premia portfolios improving beta efficiency, diversification, and risk mitigation. Prior to his role at ARTF, Nelson managed the Liquid Alternatives portfol