People - Quantitative Equity
 


Jeremy Grantham
Mr. Grantham co-founded GMO in 1977. Prior to GMO’s founding, Mr. Grantham was co-founder of Batterymarch Financial Management in 1969 where he recommended commercial indexing in 1971, one of several claims to being first. He began his investment career as an economist with Royal Dutch Shell. Mr. Grantham is GMO’s chief investment strategist and is an active member of GMO’s asset allocation division. He is a member of the GMO Board and has also served on investment boards of several non-profit organizations. Mr. Grantham has been featured in Forbes, Barron’s and Business Week and is routinely quoted by the financial press. He earned his undergraduate degree from the University of Sheffield (U.K.) and an M.B.A. from Harvard Business School.



Tom Hancock
Dr. Hancock is co-head of the GMO quantitative equity team and lead manager for international quantitative portfolios. Prior to joining GMO in 1995, he was a research scientist at Siemens and a software engineer at IBM. Dr. Hancock holds a Ph.D. in Computer Science from Harvard University and B.S. and M.S. degrees from Rensselaer Polytechnic Institute.



Sam Wilderman
Mr. Wilderman is co-head of the GMO quantitative equity team and lead manager for U.S. quantitative portfolios. Previously at GMO, he was responsible for research and portfolio management for the GMO Emerging Markets Strategies. He joined GMO in 1996 following the completion of his B.A. in Economics from Yale University. Mr. Wilderman is a CFA charterholder.



Chuck Joyce
Mr. Joyce is the lead manager for quality quantitative portfolios. Prior to joining GMO in 1998, he worked for IBM and the U.S. Semiconductor Consortium, Sematech. Mr. Joyce earned his B.S. from Cornell University and his M.B.A. in Finance from the MIT Sloan School of Management.



Anthony Hene
Mr. Hene is the lead manager for global quantitative portfolios. He joined GMO in 1995 and is based in our London office. Mr. Hene has an MSc in Biochemistry from the University of Oxford and holds the CFA designation.



Simon Harris
Mr. Harris heads the UK Equities team in GMO’s London office. Prior to joining GMO in 1989, he earned his BSc in Mathematics from The City University (London). Mr. Harris is a Fellow of The Chartered Institute for Securities & Investment.



Geoff Wells
Mr. Wells is the head of Australian equities for GMO Australia. Prior to joining GMO, he worked at Macquarie Investment Management for several years, most recently as a senior portfolio manager. Previously, Mr. Wells worked at Bankers Trust Funds Management as a portfolio manager and analyst. Mr. Wells earned his Bachelor of Commerce in Economics and Finance from the University of New South Wales and his graduate diploma from the Securities Institute of Australia.



Prasun Agarwal
Dr. Agarwal is a research analyst for GMO’s quantitative equity team. Prior to joining GMO in 2009, Dr. Agarwal was a quantitative trading researcher for Numeric Investors, LLC. Previously, he was a senior consultant for CBIZ Valuation Group, Incorporated. Dr. Agarwal recevied his Ph.D. in Finance from Cornell University, his M.B.A. in Finance and Accounting from Southern Methodist University and his B.Tech. in Mechanical Engineering from The Indian Institute of Technology.



Justin Ashmall
Dr. Ashmall is an analyst within GMO’s quantitative equity team based in GMO’s London office. Prior to joining GMO in 2008, he worked in Morgan Stanley’s Equity Trading Lab, focusing on high-frequency algorithmic trading and order execution. Previously, Dr. Ashmall was a postdoctoral research associate at the Center for Space Research at the Massachusetts Institute of Technology. Dr. Ashmall earned his B.S. in Physics and his PhD in Space Physics from Imperial College in London.



Naser Bashir
Mr. Bashir is engaged in portfolio management for global quantitative equity portfolios based in GMO’s London office. Mr. Bashir, who joined GMO in 2005, holds a BSc and MSc in Economics from the London School of Economics & Political Science. He also holds an MSc in Computer Science from Birkbeck, University of London and he is a CFA charterholder.



John Breedis
Dr. Breedis is engaged in portfolio management for quantitative equity portfolios. Prior to joining GMO in 2002, Dr. Breedis worked as a senior development engineer for AMP, Incorporated/Tyco Electronics. He earned his B.S. from Lehigh University and his M.S. and Ph.D. from Pennsylvania State University, each in Materials Science and Engineering.



Hassan Chowdhry
Mr. Chowdhry is engaged in portfolio management for quantitative equity portfolios. Prior to joining GMO in 2007, his previous positions as an analyst include Batterymarch Financial Management and Putnam Lovell NBF. Mr. Chowdhry earned his B.S. in Economics and his B.A.S in Systems Engineering from the University of Pennsylvania, his M.P.A. from Harvard and his M.B.A. from MIT.



Ty Cobb
Mr. Cobb is a member of the quantitative equity team, focusing on fundamental research and portfolio management. Prior to joining GMO in 1997, he worked at Brown Brothers Harriman as an administrative officer in the global custody and account services department. Mr. Cobb received a B.A. in Economics/Russian Language from Bucknell University and his M.S. in Finance from Suffolk University. He is a CFA charterholder.



Neil Constable
Dr. Constable is engaged in portfolio management for quantitative equity portfolios. Prior to joining GMO in 2006, he was a quantitative researcher for State Street Global Markets and a post-doctoral fellow at MIT. Dr. Constable earned his B.S. in Physics from the University of Calgary and his Ph.D. in Physics from McGill University.



David Cowan
Dr. Cowan is a portfolio manager within GMO’s quantitative equity team. Prior to joining GMO in 2006, he worked as a financial analyst and software developer for Nantahala Capital Management. Dr. Cowan earned his B.A. in Mathematics and Religion from Williams College, and his M.A. in Humanities from the University of Chicago. Additionally, Dr. Cowan received his Ph.D. in Mathematics from Tufts University.



Matt Finkelstein
Mr. Finkelstein is an analyst within GMO’s quantitative team. Prior to joining GMO in 2011, he worked as an associate at Sankaty Advisors. Mr. Finkelstein earned his B.A. in Economics from Yale University.



Chris Fortson
Mr. Fortson is an analyst within GMO’s quantitative equity team focusing on fundamental research. Prior to joining GMO in 2009, he was an associate for Sankaty Advisors. Previously, he was also an analyst at Sankaty Advisors. Mr. Fortson earned his B.A. in Economics and Mathematics from Yale University.



Doug Francis
Mr. Francis is a portfolio manager within GMO’s quantitative equity team. Prior to joining GMO in 2009, he was a managing director for Tisbury Capital Management LP. Previously, he was also a managing director (equities) for Sowood Capital Management LP and a managing principle at Pegasus Investments LLC. Mr. Francis earned his B.A. in Economics from Trinity College and his M.B.A. from Boston University.



Seth Glattstein
Mr. Glattstein is a portfolio manager within GMO’s quantitative equity team. Prior to joining GMO in 2001, he worked for Wellington Investment Management where he was involved in product development. Previously he was a lead software engineer for Project Software and Development, Inc. Mr. Glattstein earned his B.S. in Computer Engineering from Case Western Reserve University.



Brad Grehan
Mr. Grehan is a portfolio manager at GMO Australia and is involved with trade execution for Australian equities as well as portfolio management and research. Prior to joining GMO, he worked as a senior dealer in institutional sales and sales trading at Tolhurst Ltd. Previously, Mr. Grehan worked at Morgan Stanley Australia as a sales trader. Mr. Grehan earned his Bachelor of Business in Finance and Accounting from Charles Sturt University.



Alex Hebert
Mr. Hebert is an analyst within GMO’s quantitative team. Previously at GMO, he was a member of the investment analysis group. Prior to joining GMO in 2006, he worked at Investors Bank and Trust as a fund accountant. Mr. Hebert earned his B.S. in Business Administration from the University of Vermont and his M.S. in Finance from Brandeis University.



Mark Ingham
Mr. Ingham is engaged in portfolio management for global quantitative equity portfolios based in GMO’s London office. Previously, he was responsible for portfolio management and investment research for the GMO emerging market equities products. Before joining GMO in 2000, he was an investment consultancy analyst with William M. Mercer in London. Mr. Ingham earned his Master’s in Mathematics from Oxford University. He is a CFA charterholder.



Anthony King
Mr. King is an analyst within GMO’s quantitative equity team. Prior to joining GMO in 2002, he worked as an internet consultant for Winmill Software. Mr. King earned his B.S. in Management Science and Information Systems from Pennsylvania State University and his M.S. in Computer Science from Boston University.



Sam Klar
Mr. Klar is a portfolio manager within GMO’s quantitative equity team. Prior to joining full-time in 2006, he held a co-op position at GMO with the Emerging Markets group. Mr. Klar earned his B.S. in Finance from Northeastern University.



Leanne Kunz
Ms. Kunz is an analyst within GMO’s quantitative equity team. Prior to joining the quantitative equity team, Ms. Kunz worked as an analyst supporting GMO’s performance measurement effort. She joined GMO in 1999. Ms. Kunz earned her B.S. in Finance from Northeastern University.



Jeffrey Leong
Mr. Leong is an analyst within GMO’s quantitative equity team. Prior to joining GMO in 2009, Mr. Leong was a developer for AQR Capital Management. Previously, he was a developer at Morgan Stanley. Mr. Leong earned his B.S. in Computer Science from Columbia University.



Anthony Leung
Mr. Leung works on a part-time basis with the global equities team at GMO in London whilst he completes his PhD in Theoretical Condensed Matter Physics at the University of Cambridge. Prior to joining GMO in 2008, Mr. Leung previously worked for UBS in London and Hong Kong within the Equities Information Technology department.



Eric Liu
Mr. Liu is an analyst within GMO’s quantitative equity team focusing on fundamental research. Prior to joining GMO in 2008, he worked as an analyst at Sankaty Advisors. Mr. Liu earned his B.A. in Economics from Yale University.



John Mann
Mr. Mann leads GMO’s quantitative equity trading group. Prior to joining GMO in 1996, he was a senior fund accountant at State Street Bank & Trust Co. Mr. Mann earned his B.A. in Finance from the University of Massachusetts at Amherst and his Masters in Finance from Suffolk University.



Kim Mayer
Mr. Mayer is engaged in portfolio management and product management for the Quality strategy within the global quantitative equity group. Previously at GMO, he was involved in institutional client relations. Prior to joining GMO in 2006, he held numerous positions at Morgan Stanley, most recently managing the U.S. fixed income syndicate desk. Mr. Mayer earned his B.A. in History from Princeton University.



Tara Oliver
Ms. Oliver is engaged in portfolio management for quantitative equity portfolios. Prior to joining GMO in 1996, she was an associate in the investment company practice at Coopers & Lybrand Consulting. Ms. Oliver earned her A.B. from Duke University and an M.B.A. from the Amos Tuck School of Business Administration at Dartmouth College. She is a CFA charterholder.



Carl O' Rourke
Dr. O’Rourke is engaged in portfolio management for global quantitative equity portfolios based in GMO’s London office. Prior to joining GMO in 2006, he earned a BSc in Physics and a Ph.D. in Computational Laser Physics from the University of Surrey.



Robert Park
Mr. Park is an analyst within GMO’s quantitative equity team focusing on fundamental research. Prior to joining GMO in 2009, Mr. Park was an equity analyst for MFS Investment Management. Previously, he was a vice president and equity analyst for Pioneer Investment Management. Mr. Park earned his B.A. in History from Brown University and his M.B.A. from The University of Chicago.



Jason Phung
Mr. Phung is a quantitative research analyst for GMO Australia. Prior to joining GMO in 2011, he worked as a research analyst at Challenger Financial Services (Life Group). Previously, Mr. Phung was an intern at State Street Global Markets. He earned a Bachelor of Commerce with Honours in Finance from the University of Sydney.



Carson Pratt
Mr. Pratt is a member of GMO’s quantitative team. Previously at GMO, he was a member of GMO’s investments control group. Prior to joining GMO in 2006, he worked at State Street Corporation, most recently as a senior fund accountant. Mr. Pratt earned his B.S. in Business Administration from the University of Vermont. He is a CFA charterholder.



Tom Rosalanko
Mr. Rosalanko is a member of the quantitative equity team focusing on GMO’s international and global investment strategies. Prior to joining GMO in 2005, he worked at Putnam Investments as a managing director and institutional portfolio manager. Previously, he worked at SEI Corporation and Brown Brothers Harriman. Mr. Rosalanko earned his B.S. in Civil Engineering from MIT and his M.B.A. from The Wharton School, and is a CFA charterholder.



Melanie Rudoy
Dr. Rudoy is a research analyst for GMO’s quantitative equity team. Previously at GMO, she was an analyst within our algorithmic trading group. Prior to joining full-time in 2009, she held an intern position with GMO’s algorithmic trading team. Previously, Dr. Rudoy worked for the National Security Agency as a network vulnerability analyst. She earned her B.S.E. in Computer and Telecommunications engineering from the University of Pennsylvania. She received her M.S. in Electrical Engineering from Johns Hopkins University and her Ph.D. in Electrical Engineering from the Massachusetts Institute of Technology.



Tom Smith
Mr. Smith is a portfolio manager for the UK Equity Value Strategy as well as customised UK Equity Income portfolios and is responsible for carrying out related research projects. Prior to joining GMO in 1998, he worked as an economic consultant at Bannock Consulting. Mr. Smith holds a BA in Economics from the University of Cambridge and an MSc in Economics and Econometrics from the University of Exeter.



Joseph Stein
Mr. Stein is an analyst within GMO’s quantitative equity team. Prior to joining GMO in 2003, he worked at Putnam Investments as an assistant vice president in financial engineering. Previously, Mr. Stein was a systems analyst in fixed income derivative research at Lehman Brothers. He earned his B.A. in Chemistry and Environmental Science from Wesleyan University and Masters Degree in Operations Research from Cornell University. Mr. Stein earned his MBA at the Wharton School of Business at the University of Pennsylvania.



Tommy Tam
Mr. Tam is engaged in data and systems management for GMO Australia. Prior to joining GMO, he worked for the quantitative applications division of Macquarie Bank and was in charge of all the market data services. Mr. Tam earned his Bachelor of Computer Science and Technology from the University of Sydney.



Martin Tarlie
Dr. Tarlie is a portfolio manager within GMO’s quantitative equity team. Prior to joining GMO in 2007, Dr. Tarlie previously worked as an analyst for Breakwater Trading and at Marlin Capital Corporation as the director of research. Dr. Tarlie earned his B.S. in Physics and Mathematics from the University of Michigan, his M.S. and Ph.D. in Physics from the University of Illinois at Urbana-Champaign, and his M.B.A. from the University of Chicago Graduate School of Business. He is a CFA charterholder.



Charles Taylor
Mr. Taylor is engaged in portfolio management for quantitative equity portfolios. Prior to joining GMO in 1991, he was a geophysicist with the U.S. Air Force. Mr. Taylor earned his B.A. in Geology from New England College and his M.S. in Geophysics from Boston College.



Paul Wang
Mr. Wang is an analyst within GMO’s quantitative equity team. Prior to joining GMO in 2008, he worked at The MathWorks Inc., most recently as a financial products software developer. Mr. Wang earned his B.S. in Biomedical Engineering and M.B.A. from Boston University.



Lucas White
Mr. White is engaged in portfolio management for quantitative equity portfolios. Prior to joining GMO in 2006, he worked as a programmer and analyst for Standish Mellon Asset management. Previously, he worked as a programmer and analyst for Massachusetts Financial Services. Mr. White earned his B.A. in Economics and Psychology from Duke University. He is a CFA charterholder.



Anthony Zdilar
Dr. Zdilar is involved in portfolio and alpha model research at GMO Australia. Dr. Zdilar joined GMO in 2010 from Macquarie Investment Management. At Macquarie, Dr. Zdilar was instrumental in developing the quantitative research capability of the Australian equity group, and was also co-head of the tax aware group. Previously, Dr. Zdilar spent 7 years at BARRA in their Sydney and Berkeley offices. Dr. Zdilar holds Bachelor of Science and Mechanical Engineering qualifications, and earned his PHD in Mechanical Engineering, all from the University of Sydney. He is a CFA charterholder.