A gas turbine engine system includes a gas turbine engine and a turbo-generator. The gas turbine engine includes a heat exchange system configured to transfer thermal energy from an air flow (i.e., inlet air flow or exhaust gas flow) to a fuel to produce a gaseous fuel. The turbo-generator includes a fuel turbine fluidly coupled to the heat exchange system and a combustor of the gas turbine engine, a fuel pump configured to be driven by the fuel turbine and fluidly coupled to the heat exchange system, and a motor/generator configured to be driven by the fuel turbine. The fuel turbine is configured to extract energy from expansion of the gaseous fuel to produce a gaseous fuel for combustion in the combustor. The motor/generator includes a cooling jacket, which is fluidly coupled to the fuel pump.