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thepay
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Joined: September 5th, 2001, 6:53 am

Interview with Barra

November 6th, 2001, 8:06 am

Does anyone of you hear of Barra? I will have an interview with them for the post Data Systems Analyst, Research & Data. Does anyone of you have any ideas about this position? Do you know whether it's more finance or IT-related? Thanks so much.
 
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spursfan
Posts: 2
Joined: October 7th, 2001, 3:43 pm

Interview with Barra

November 6th, 2001, 8:43 am

barra was founded back in the 1970s by barr rosenberg (previously a well known academic at berkeley - who later went his own way and now manages money with axa rosenberg) and, probably, andrew rudd (another former academic, co-author of the lovely jarrow and rudd book on options, and currently ceo)they provide high-end risk management models for mainly equity but also some interest rates, combining fundamental data (such as accounting numbers) with market data (prices, momentum, div yield)specialise in multi-factor models and spend a lot of time and effort with their datamy guess is that the position needs a mix of both finance and it skillsbe careful about any throwaway lines about the current high-court case between merrill lynch and unilever (their risk models were used by mercury asset management)offices in the us, europe and the far eastmike
 
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Paul
Posts: 7047
Joined: July 20th, 2001, 3:28 pm

Interview with Barra

November 13th, 2001, 4:58 pm

Have you had the interview yet?P