We measure the metallicity of the unusual hypervelocity star HE 0437–5439 from high resolution spectroscopy to be half-solar . We determine a spectral type of B2 IV-III for the star and derive an effective temperature T _ { eff } = 21,500 \pm 1,000 K and a surface gravity \log ( g ) = 3.7 \pm 0.2 ( cgs ) . We also present BV time series photometry and find the star to be non-variable at the 0.02 mag level . We refine the magnitude of the hypervelocity star to V = 16.36 \pm 0.04 mag , with a color B - V = -0.23 \pm 0.03 mag , confirming its early-type nature . Our metallicity result establishes the origin of HE 0437–5439 in the Large Magellanic Cloud and implies the existence of a massive black hole somewhere in this galaxy .