Financial Engineer

Boston, MA /
Technology-Investment Data Solutions /
Full-time
/ Hybrid
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 $60 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. 

Position Description
 
GMO is seeking an exceptional individual to join our Nebo team. The role is multi-functional as it spans full-stack software development (front-end, middle-tier business logic, and back-end database), financial engineering centered on cutting edge multi-period optimization, and investment strategies across a broad range of asset classes.

Responsibilities

    • Implement and integrate investment strategies into the Nebo framework.
    • Map a growing number of client investment schemas into the Nebo framework.
    • Research and develop optimization improvements.

Requirements

    • 5+ years of relevant experience in financial research.
    • An advanced degree in a quantitative field such as engineering, physics, mathematics, computer science or finance or equivalent experience.  
    • Experience with multi-period optimization with a deep understanding of different approaches.
    • Strong asset allocation background.
    • Demonstrated ability to:

    • o Work independently or as part of a team, with a strong work ethic and sense of ownership
      o Generate functional, efficient, well-engineered software.
      o Work in a production software development environment on a complex code base.
      o Effectively manage multiple projects with strong prioritization skills.
      o Learn technical skills in new domains quickly.
      o Show a passion for applied research and technology.
       
    • Demonstrated ability to independently develop and articulate creative investment ideas.
    • Solid written and verbal communication skills with a wide array of investment professionals

Desired Qualifications

    • 10+ years experience developing investment strategies in a production setting.
    • Mastery of one or more open-source or proprietary optimizer packages

    • Additional desired qualifications in full-stack software engineering:
    • 10+ years experience developing financial software in a production engineering setting
    • Experience managing and/or coordinating engineering teams that produce and maintain SaaS products
    • Experience as a lead software architect on one or more financial engineering projects
    • Experience with regulatory and cybersecurity implications in financial software