Quantitative Research Analyst, Investment Risk, Capital Markets Research

• Contribute to monthly GMO forecast model reviews and implement infrastructure improvements to streamline processes and improve investment forecast updates
• Conduct research to enhance forecast components, methodologies, investment universe, data sources, and model parameters
• Update and maintain forecast-related client materials and analytics across equities, fixed income, credit, and FX markets
• Provide quantitative insights addressing client inquiries and support Asset Allocation strategists and the GCR team
• Migrate portfolio analytics tools across fund strategies to a user-interactive Python-based dashboard
• Guide the Asset Class Forecast and Capital Market Assumptions monthly update process and recommend investment decisions to the Asset Allocation team
• Facilitate strategic, solutions-oriented client conversations and co-host Quarterly Forecast Review forums
• Transition forecast models to a new Python-based code platform for downstream forecast analytics applications
• Conduct research to enhance investment risk management strategies and risk monitoring with the Investment Risk team

• 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
• Experience applying valuation techniques, calibrating model parameters, refining methodologies, and integrating new data sources
• 3 years of experience conducting quantitative research and analytics across equities, fixed income, credit, and foreign exchange 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

Demonstrates expertise in quantitative financial modeling, data analysis, and investment forecasting across various asset classes. Proficient in utilizing Python, MATLAB, and SQL for developing analytical tools and enhancing investment strategies.

• Quantitative Financial Modeling
• Python Programming
• Statistical Analysis
• Investment Risk Management
• Portfolio Construction Support

• Quantitative Research
• Financial Modeling
• Valuation Techniques
• Time-Series Analysis
• Regression Techniques
• Data Analysis
• Model Calibration
• Forecasting Methodologies
• Client Deliverables Preparation
• Asset Allocation Strategies

• Strategic Communication
• Client Engagement
• Collaboration

• Capital Market Assumptions
• Equities
• Fixed Income
• Credit
• Foreign Exchange Markets
• Investment Strategies
• Risk Monitoring

• Python
• MATLAB
• SQL
• Microsoft Excel
• Microsoft Power Point
• Microsoft Word