Head of Systematic Fixed Income and Currency Strategy GMO
Dr. Samanta is the head of systematic fixed income strategy at GMO. Her role is to enhance and broaden GMO’s fixed income capabilities and range of solutions particularly in the area of systematic credit and multi sector fixed income. Prior to joining GMO in 2018, she was Managing Director, global head of systematic fixed income and a senior portfolio manager at State Street Global Advisors. Previously at SSGA, she was the head of research in tactical asset allocation and currency. Dr. Samanta earned her B.A. in Economics and Mathematics from Reed University. She earned her M.S. in Finance and Ph.D. in International Economics from Brandeis University. Her research areas are in extreme value theory, factor investing in fixed income and currencies, and the integration of ESG considerations within active investing. She has published in the Journal of Performance Measurement, the Journal of Portfolio Management and speaks regularly in industry and academic conferences.
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