Quantitative Research Analyst, Investment Risk and Capital Markets Research (Grantham, Mayo, van Otterloo & Co. LLC)

📋 Description

• Using deep understanding of GMO's forecast models, contribute to monthly model reviews and assist
• Conduct research projects to enhance GMO forecast components, including refining methodologies and
• Update and maintain forecast-related client materials and analytics across the asset allocation
• Migrate portfolio analytics tool across fund strategies to a user-interactive Python-based
• Guide the GMO Asset Class Forecast and Capital Market Assumptions monthly update process to
• Transition forecast models to a new Python-based code platform, enabling downstream applications

🎯 Requirements

• A Master's degree (or foreign equivalent) in Mathematics, Economics, Finance, Statistics, or a
• 3 years of experience developing, maintaining, and refining quantitative financial models for
• 3 years of experience conducting quantitative research and analytics across multiple asset classes
• 3 years of experience supporting portfolio construction and asset allocation activities
• 3 years of experience using Python for quantitative financial modeling, data analysis, and
• 3 years of experience applying statistical and econometric methods, including time-series analysis

🎁 Benefits

• Full-time position with comprehensive compensation package
• Flexible working policy with opportunity to telecommute part of the week
• Employee Incentive Referral Program eligibility
• Professional development in a collaborative, investment-focused environment