Grantham, Mayo, van Otterloo & Co. LLC ("GMO")

Position Title/Short Description

Full Text of JOE Listing:

Company Profile:
Founded in 1977, GMO is a private partnership committed to delivering superior investment performance and advice to our clients. We manage roughly $120 billion in client assets using a combination of top-down and bottom-up approaches that blend traditional fundamental insights with innovative quantitative methods. GMO employs approximately 580 people worldwide and is headquartered in Boston. For more information see http://www.gmo.com/America/About/

Position Overview:
The successful candidate, as part of the Trade Strategy Team, will conduct advanced quantitative research on best execution and work closely with traders and portfolio managers to develop trade execution strategies.

Key Responsibilities:
•Research and develop optimal trading strategies into the trading and portfolio optimization processes to maintain GMO’s global leadership in trade execution quality
•Conduct econometric analysis to develop advanced trade analytics and risk models
•Serve as a subject-matter expert in global market microstructure, regulatory changes, market trends, and advances in related academic research. Effectively communicate information to traders.

Required Skills:
•MA/MS required, PhD preferred, in Econometrics, Statistics, Financial Engineering or other relevant quantitative discipline
•Proven, effective verbal and written communication skills
•Programming proficiency in either MATLAB or R
•Expertise in statistical techniques (especially financial econometrics); experience conducting research on large datasets