Michael Kelly, Cfa Email & Phone Number

Boston, Ma, Us

Wellesley, Massachusetts, United States

Boston, Massachusetts, United States

• Executed global interest rate swaps, FX spots, forwards & NDFs, bond futures, TBAs, government nominals and inflation linked bonds for both traditional core plus fixed income and GMO’s long running leveraged absolute return strategies.• Acted as the primary resource for all developed market rates across multiple portfolio management teams including Structured Products, Systematic and Fundamental Credit, and Asset Allocation.• Developed, fostered, and maintained sell-side trading relationships while providing clarity to the street surrounding GMO’s trade objectives and holding them accountable to protect clients’ money.• Gathered, analyzed, and disseminated market and security information that identified or created actionable investment opportunities; monitored legal, trading and operational implications across global markets and security types.• Participated in regular meetings between Asset Allocation and Fixed Income portfolio management teams to discuss absolute and relative duration weights in Asset Allocation’s multi-asset offerings leading to actionable trades.• Improved portfolio construction and trading processes for derivatives-based strategies; key representative of Rates and FX strategies within GMO for successful onboarding of Blackrock’s Aladdin.

Boston, Massachusetts, United States

• Generated, executed, and processed foreign exchange orders for relevant fixed income and equity trades across firmwide portfolios.• Monitored foreign and base currency cash levels across all portfolios by working with operations teams, custodians, and portfolio managers to ensure target liquidity and exposure levels were maintained.• Conceived and implemented several tools to improve execution while reducing operational risk and direct costs.o Competitive ranking broker quick reference by currency pair, standing hedging instruction interface for portfolio management teams, systematically directed broker on de minimis orders.

Boston, Massachusetts, United States

• Collaborated with portfolio managers, traders and counterparties to ensure timely and accurate trade capture of firmwide fixed income and derivatives transactions• Partnered with 20+ colleagues across several departments to research, develop, and implement numerous projects to overhaul GMO’s fixed income middle office workflow resulting in the elimination of manual entry, reduction of operational risks, and thousands of dollars in savings.o Onboarded MarkitWire, the industry standard, for affirming and clearing eligible interest rate swapso Brainstormed, designed and assisted in developing several workstreams and proprietary systems to handle significant increase in exotic OTC derivatives volume

Boston, Ma

• Responsible for timely and accurate compilation of daily fixed income prices across all GMO portfolios while working with 30+ valuation brokers and multiple investment divisions to research and validate any exceptions to ensure accurate fund NAVs• Assisted the Treasury and Tax team with valuation related year-end audit requests leading to timely sign offs of financial statements for all fund types (three separate fiscal year-ends)• Worked directly with pricing manager to produce key monthly and quarterly deliverables for the GMO Trust Board and GMO Pricing Committee• Instrumental in enhancing multiple workflow streams to improve operational efficiency including: o Oversaw end-to-end development and testing and acted as project manager for a new proprietary bond pricing application resulting in added controls and automation o Streamlined proprietary Excel workbooks to create GMO Trust Board and GMO Pricing Committee materials resulting in the elimination of manual inputs and increasing value to end consumers

Master Of Science - Ms, Finance

Bachelor Of Science - Bs, Corporate Finance & Accounting

Activities and Societies: Kappa Sigma Fraternity - Pi Kappa Chapter