Quant Data Operations Engineer, Boston, GMO

Quant Data Operations Engineer, Boston, GMO

Role Responsibilities

Company Profile

Founded in 1977, GMO is a private partnership committed to delivering superior investment performance and advice to our clients.  We offer strategies where we believe we are positioned to add the greatest value for our investors.  These include multi-asset class portfolios as well as dedicated equity, fixed income, and absolute return offerings, many of which employ the firm’s proprietary 7-year asset class forecasting framework.  Our client base is comprised primarily of institutions, including corporate and public defined benefit and defined contribution retirement plans, endowments, foundations, and financial intermediaries.

GMO, whose sole business is investment management, employs approximately 470 people worldwide and is headquartered in Boston with offices in San Francisco, London, Amsterdam, Sydney, and Singapore. We manage roughly $70 billion in client assets using a combination of top-down and bottom-up approaches that blend traditional fundamental insights with innovative quantitative methods to identify undervalued asset classes and securities. Our valuation-based approach embeds several key factors, including: a long-term investment horizon, discipline, conviction, and a commitment to research. Our research emphasizes not only identifying and exploiting pricing dislocations but also understanding the long-term drivers of return in the markets in which we invest. We are known for our candor in sharing our views with clients and for our willingness to take bold, differentiated positions when opportunities warrant.

Responsibilities:

Own daily and monthly forecast update production processes which generate GMO’s proprietary 7-year asset class forecasts

Ensure timely and successful model execution

Monitor and triage system problems as they occur, including data download processes, model generation and reporting & analytics

Sign-off on daily model data to be consumed by portfolio management tools both internal and external to GMO

Ensure models run efficiently, optimize workflows, and profile processes. Create analytics for monitoring and improving the efficacy of the process and quality of data

Understand investment model code in MATLAB and Python, and contribute to the maintenance and evolution of the code base

Partner with researchers to productionalize new models, reports and analytics

Identify, investigate and resolve data quality issues, working closely with our Data Quality team

Build relationships with data and infrastructure counterparts in other investment teams to ensure smooth data and analytics integration across Asset Allocation

Gain expertise on model dependencies regarding market data, fundamental data, and other internally sourced data sets

Skills:

College degree required; Advanced degree in computers, math or science preferred

Passion for data, data quality and model integrity

Proficiency in both MATLAB and Python preferred

Database, and data warehouse experience (Microsoft tech stack) preferred

Understanding of basic statistics required, advanced machine-learning experience a plus

Experience with financial/investment data across asset classes a plus

Self-starter, able to work as part of a small team as well as independently, with minimal supervision

Excellent communication skills – both written and oral

Must be detail-oriented and able to prioritize work and effectively manage multiple tasks

The salary range for this position is $115,000 – $130,000. This salary range is estimated for this role and actual pay may be different based on a candidate’s qualifications and/or years of experience. In addition, this position is eligible for a discretionary annual bonus award, which award may be determined by individual, team, department and firm performance, and is subject to the terms of GMO’s compensation plan. This position is also benefits eligible. GMO’s comprehensive benefits program includes medical insurance, dental insurance, life insurance, long-term disability coverage, a 401(k)/profit-sharing retirement plan, open paid time off, leaves of absences, dependent care resources, tuition reimbursement, charitable gifts matching, flexible spending accounts, and commuter benefits.

Apply for the job: https://jobs.lever.co/gmo/fff5a08e-2cbb-4ce6-a216-8b4a0245fcfb

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