About The Position
GMO is seeking a Quantitative Research Analyst to join their Investment Risk and Capital Markets Research team. This role involves contributing to GMO's forecast models, conducting research to enhance forecasting methodologies, and updating client materials. The analyst will also be responsible for migrating portfolio analytics tools to a Python-based dashboard, guiding the monthly update process for asset class forecasts and capital market assumptions, and co-hosting forums to discuss asset class attractiveness. Additionally, the role includes conducting research to improve investment risk management strategies and the risk monitoring process in partnership with the Investment Risk team. The position may offer partial remote work flexibility.
Requirements
- A Master’s degree (or foreign equivalent) in Mathematics, Economics, Finance, Statistics, or a related quantitative discipline.
- 3 years of experience in a quantitative research analyst- or financial analyst-related occupation.
- 3 years of experience developing, maintaining, and refining quantitative financial models for capital market assumptions and asset class return projections, including applying valuation techniques, calibrating model parameters, refining methodologies, and integrating new data sources.
- 3 years of experience conducting quantitative research and analytics across multiple asset classes, including equities, fixed income, credit, and foreign exchange (FX) markets.
- 3 years of experience supporting portfolio construction and asset allocation activities.
- 3 years of experience using Python for quantitative financial modeling, data analysis, and analytical tools and applications development.
- 3 years of experience applying statistical and econometric methods, including time-series analysis and regression techniques, to financial data.
- 3 years of experience using MATLAB for quantitative analysis and computational modeling.
- 3 years of experience using SQL for querying and extracting data from relational databases.
- 3 years of experience using Microsoft Office suite (including Excel, PowerPoint, and Word) for financial data analysis, model prototyping, and preparation of quantitative research materials and client-facing deliverables.
Responsibilities
- Contribute to monthly model reviews and assist with infrastructure improvements to streamline processes, enhance efficiency, and support accurate and timely updates to investment forecasts.
- Conduct research projects to enhance GMO forecast components, including refining methodologies and the investment universe, integrating new data sources, and adjusting model parameters.
- Update and maintain forecast-related client materials and analytics across asset classes like equities, fixed income, credit, and FX markets.
- Provide quantitative insights to address client inquiries regarding asset class views and forecasts.
- Migrate portfolio analytics tool across fund strategies to a user-interactive Python-based dashboard.
- Guide the GMO Asset Class Forecast and Capital Market Assumptions monthly update process to recommend investment decisions and facilitate strategic conversations with clients.
- Co-host Quarterly Forecast Review forums to discuss asset class attractiveness and key drivers influencing returns.
- Transition forecast models to a new Python-based code platform.
- Conduct research on topics to enhance investment risk management strategies and improve the risk monitoring process in partnership with the Investment Risk team.
Benefits
- Employee incentive referral program
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What This Job Offers
Job Type
Full-time
Career Level
Senior
