Sean Carr

Tim Lord | Manolis Liodakis | Remco van Eeuwijk | Magne Orgland | Stephen Rees | Gabriel Stein | Michael Steliaros | Khuram Chaudhry | David Wilder | Andrew Harmstone | Henning Holter | Gregory King | Calum Muskett | Sean T. Carr
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Sean T. Carr, Vice President, Portfolio Analytics Group, FactSetResponsible for the management and development of the portfolio and quantitative modelling applications across Europe, Sean Carr has lead FactSet's Portfolio Analytics Group for the past five years.During that time he has overseen huge development in terms of asset class handling, multiple attribution model implementation, historical simulation modelling, third-party risk model integration and diverse output enhancement.

Prior to joining FactSet, Sean was a Quantitative Analyst with ING Barings.Sean graduated from Cambridge University with a degree in Engineering.

Sean T. Carr, Vice President, Portfolio Analytics, FactSetMeaningful Performance Attribution Analysis

Sean Carr, Vice President, Portfolio Analytics, FactSet

During the episode, MacQueen discusses topics such as the shorter horizon term and the construction methodology of the risk model with Sean Carr, FactSet's VP for Portfolio Analytics in London.
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MacQueen and Carr also go in-depth into when and how managers should use a global versus a single country model, as well as the need for models to adapt over time and if models ever outlive their usefulness.