College Recruiting
Barra offers exciting full-time opportunities for undergraduate and graduate students, as well as internships.
Undergraduate Positions
Software Engineer - Product Engineering
Junior Consultant - Quantitative Model Services
Data Systems Analyst - Quantitative Model Services
Database Developer - Quantitative Model Services
Support Analyst - User Support Group
Technical Support Analyst - User Support Group
Quality Assurance Analyst - Product Engineering
Graduate Positions
Sales Consultant
Client Relations Consultant
Product/Project Manager
PhD Positions
Research Consultants
Internships
Barra also offers a limited number of paid internships to selected candidates throughout the year. We accept resumes for internships year-round. Barra internships offer you a wide array of opportunities to build your skills in the area of quantitative finance and technology. If you are interested in a challenging and rewarding experience, please apply online.
Undergraduate Positions
Software Engineer - Product Engineering
Job Summary: You will be responsible for the design, development and test of assigned modules within our industry standard financial applications. The Software Engineering Group is responsible for the development of enterprise risk products. More specifically, our tools focus on the three major objectives of financial managers: Risk control, returns enhancement, and cost reduction. Your role will involve working as part of a small team to interpret requirements and translate them into production level software. This is a great opportunity to gain exposure to leading edge technology.
Minimum Qualifications: BA/BS in Computer Science with a minor in Math, Physics, Statistics or Economics. Strong problem solving skills. Programming Course work in C/C++, VB, object oriented design and a working knowledge of the Microsoft NT 4.0 or Unix platforms required. Familiarity with relational databases like SQL Server, Oracle, or Sybase a plus. Experience with COM/COM+ is desirable. Course work in financial analysis is highly desirable as is a Windows related school project.
Junior Consultant - Quantitative Model Services
Job Summary: In this role, you will be responsible for the development and evaluation of our sophisticated quantitative financial models. This group consists of various areas of specialty which include: Analytics, Equity Models, Fixed Income Research, Enterprise Wide Risk, and Special Projects. As a Junior Consultant for one of our research teams, you will actively participate in the development of the next generation of Barra models. Specific projects may include, but are not limited to, econometrics research, forecasting, optimization, risk analysis, scientific programming and quantitative data analysis.
Minimum Qualifications: BA/BS in Mathematics, Economics, Computer Science, Physics or equivalent. Strong quantitative background. Knowledge of quantitative modeling techniques (i.e.: Monte Carlo Simulation). Some programming experience preferred (i.e.: SAS, C/C++, UNIX). Strong interest in applying mathematical theories in the area of finance.
Data Systems Analyst - Quantitative Model Services
Job Summary: You will be an integral link to the overall success of Barra global equity & fixed income data products. You will be responsible for various projects to oversee domestic and global financial market data, and conduct data updates in our financial databases. This is a reat opportunity to get first hand exposure to finance and technology.
Minimum Qualifications: Proven desire to work in the investment and high tech arena. BS/BA in Economics, Finance, Accounting, CS, CIS/MIS or equivalent. Knowledge of one or more of the following computer platforms is preferred: DOS, UNIX, VAX. In addition, strong understanding of SAS or general programming language is a plus. Knowledge of financial data vendor industry or products preferred (i.e. Bridge, IDC, Bloomberg, Reuters). Prior experience with hardware/software troubleshooting a plus.
Database Developer - Quantitative Model Services
Job Summary: You will be responsible for the design, development and test of assigned modules within our industry standard financial applications. The Data Management organization is responsible for the development of Enterprise Wide Risk, Equity, Fixed Income, Internet and World Markets Model data warehouse. More specifically, our tools focus on the three major objectives of financial managers: Risk control, returns enhancement, and cost reduction. Your role will involve working as part of a small team to interpret requirements and translate them into a production level data warehouse. This is a great opportunity to gain exposure to leading edge technology.
Minimum Qualifications: BA/BS in Computer Science with a minor in Math, Physics, Statistics or Economics. Strong problem solving skills. Course work in SAS, C/C++, object oriented design and a working knowledge of the Microsoft NT 4.0 or Unix platforms is required. Course work or knowledge of the financial data vendor industry products is highly desirable.
Support Analyst - User Support Group
Job Summary: We seek the best and brightest to join a two-year, on-the-job training program. As a Support Analyst, you will be trained on Barra's modern portfolio theory and methodologies to assist institutional portfolio managers in the use of Barra's analytical software tools. This is an entry-level position with an established career path for the ambitious, the highly motivated, team-oriented, client-focused, intelligent troubleshooter. Possible relocation to overseas assignments.
Minimum Qualifications: BA/BS in Economics, Mathematics, Statistics, Engineering and Physical Sciences. Strong mathematical/quantitative background. Strong problem solving skills. Familiarity with Windows NT/98.
Technical Support Analyst - User Support Group
Job Summary: We seek the best and brightest to join a two-year, on-the-job training program. As a Technical Support Analyst, you will receive basic training on Barra's software and have the opportunity to refine your technical skills while you provide support to Barra's clients. This is an entry-level position with an established career path for the ambitious, the highly motivated, team-oriented, client-focused, intelligent troubleshooter. Possible relocation to overseas assignments.
Minimum Qualifications: Degree in Computer Science, Engineering and/or Finance; knowledge of Windows 98, NT, DOS, and UNIX; programming experience in any of these languages is a plus: VB, VBScript, JScript, HTML, Perl, SAS.
Quality Assurance Analyst - Product Engineering
Job Summary: You will have direct responsibility for defining and implementing QA processes to ensure that our market leading applications continue to set standards of high quality and sophistication. Members of the QA team share a broad set of roles including black box testing, API testing, automated test tool implementation/usage, and project estimation/tracking. You will have the opportunity to work on innovative financial applications utilizing the latest technologies and will be responsible for understanding client needs, ensuring those are reflected in product specifications and functionality. Must be detail oriented and a problem solver able to multi-task.
Minimum Qualifications: You should be a Windows 95/NT user, with knowledge of NetWare, COM, Client/Server, relational database technologies a great plus. Additionally, programming skills (HTML, PERL, Visual Basic, C) and/or automated tools experience or demonstrated leadership skills combined with a keen interest in global financial markets will be a plus.
Graduate Positions
Sales Consultant
Job Summary: You will be responsible for creating new business relationships with some of the world's most respected financial institutions, by overseeing all sales functions including prospect presentations, product demonstrations, and providing other expert analytical and technical consulting services.
Minimum Qualifications: Previous institutional sales experience in the financial services industry. Strong interest in technology. Ability to effectively communicate MPT concepts to end users and identify client needs. Extensive travel required. MBA with a combination of Statistics, TQM, Finance, Marketing, and Computing highly preferred.
Client Relations Consultant
Job Summary: You will work with our clients to leverage Barra's sophisticated quantitative models, which are incorporated in our software, in order to make better informed investment decisions. Working in a team environment, you will be responsible for managing and enhancing client relationships and assisting our clients' staff in the theory and use of Barra products as they relate to all phases of their portfolio management process. You will also work closely with our Sales Consultants on prospect presentations and product demonstrations, as well as cross-selling the entire line of Barra products to our client base.
Minimum Qualifications: MBA in Finance, computer-savvy, comfortable with quantitative methods, and excellent presentation skills. Prior work experience, preferably in a capital markets-related field. CFA preferred, but not required. Requires approximately 40% of travel.
Product/Project Manager
Job Summary: In this role, you will oversee the development, support and completion of projects relating to Barra's proprietary global and single country risk models. Specific responsibilities include product definition, design and development (including functional specifications, scheduling and coordination with cross functional groups and product managers toward developing a particular product or version release of deliverables).
Minimum Qualification: Project management skills or experience overseeing multiple functional groups is preferred. Strong organization, communication and leadership skills required. Strong quantitative background with an interest in finance and technology highly preferred.
PhD Positions
Research Consultants
Job Summary: Barra's Quantitative Research Group typically recruits Ph.D.s for Research Consultant opportunities. As a part of this group, you will be responsible for participating in the development and evaluation of our sophisticated financial risk models. Areas of focus include risk management, returns forecasting, transaction analytics, and asset allocation, and our scope includes all major markets and traded instruments worldwide. Specific projects may include, risk model development and enhancements, scientific programming, quantitative data analysis, optimization, and/or educational support to our global clientele.
Minimum Requirements: Ph.D. in Economics, Finance, Math, IEOR, Physics or equivalent; Prior academic or industry experience in quantitative modeling techniques; Strong interest and proficiency with technology/programming; Strong track record with innovative research in finance; Specialty in various securities instruments (i.e. equity, fixed income, credit risk); Strong team player and strong communication and presentation skills; Strong experience working meticulously with large data sets.
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