Quantitative Research Analyst / Grantham, Mayo, Van Otterloo & Co. LLC

Company Profile
Founded in 1977, GMO is a global investment manager committed to delivering superior long-term investment performance and advice to our clients. We offer strategies and solutions where we believe we are positioned to add the greatest value for our investors. These include multi-asset class, equity, fixed income, and alternative offerings.  We manage approximately $60bn for a client base that includes many of the world’s most sophisticated institutions, financial intermediaries, and private clients. Industry-wide, we are well known for our focus on valuation-based investing, willingness to take bold positions when conditions warrant, and candid and academically rigorous thought leadership. Jeremy Grantham, GMO’s Co-Founder and Long-Term Investment Strategist, is renowned as an expert in identifying speculative investment bubbles and also as a leading climate investor and advocate. GMO is privately owned and employs over 430 people worldwide. Headquartered in Boston, we also have offices in San Francisco, London, Amsterdam, Singapore, Sydney, and Tokyo (a representative office). Our company-wide culture emphasizes commitment to clients, intellectual curiosity, and open debate. We celebrate and respect our differences, while embracing and valuing what each of us brings to work, as we know that diverse teams in an inclusive, caring environment achieve higher engagement and better client results. 
1. Work with the team’s existing investment professionals to enhance and extend our quantitative process by conducting research on alpha models and portfolio construction as well as being engaged in quantitative tool building;2. Develop bottom up, cross-sectional models working across a wide variety of instruments;3. Support ESG/sustainability research on behalf of the Systematic Equity team in support of the firm ESG initiatives and priorities;4. Improve the end-to-end investment process, including alpha research, return forecasting, and portfolio construction;5. Develop and expand our existing code base, build tools, and manipulate large data sets;6. Provide software development in support of a new research platform changing from Matlab to Python;7. Leverage machine learning techniques and applications of ChatGPT to enhance the current investment process for the Systematic Equity team;8. Collaborate across all of GMO’s investment teams, including Investment Data Solutions and Trading, as well as with Global Client Relations, Technology, and Operations;9. Develop a strong working Partnership with Technology and liaise on cross functional projects and initiatives;10. Generate creative investment ideas and explain why those ideas fit into the existing investment process through presenting the findings in both oral and written formats. May telecommute part of the week from commuting distance to Boston, MA in accordance with the company’s flexible working policy. Minimum Requirements:  A Bachelor’s degree or foreign equivalent in Financial Engineering, Financial Economics, or a related discipline followed by 1 year of post-baccalaureate experience in a financial services or asset management-related occupation. Experience must include the following, which may be gained concurrently:  1)      1 year of experience manipulating large data sets;2)      1 year of experience programming in languages, including Matlab, Python, and R; 3)      1 year of experience with statistics and other advanced mathematical skills, including machine learning, econometrics, time-series analysis, and optimization;4)      1 year of experience prioritizing, problem solving, and monitoring multiple ongoing research projects;5)      1 year of experience with equity, empirical finance, and asset allocation investing;6)      1 year of experience with modern data science.  Job site: 53 State Street, Suite 3300, Boston, MA 02109. Full-time.  JOB OPPORTUNITY QUALIFIES FOR EMPLOYEE INCENTIVE REFERRAL PROGRAM. To learn more & to apply online, visit our website at:https://www.gmo.com/americas/careers/ & reference Req. # Quantitative Research Analyst.