Research Associate, Asian Institute of Digital Finance
- Employer
- NATIONAL UNIVERSITY OF SINGAPORE
- Location
- Singapore
- Closing date
- 31 Dec 2021
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- Academic Discipline
- Computer Science, Economics & Econometrics, Engineering & Technology, Mathematics & Statistics, Physical Sciences, Business & Economics, Mechanical & Aerospace Engineering, Physics & Astronomy, Accounting & Finance
- Job Type
- Research Related, Research Associate
- Contract Type
- Permanent
- Hours
- Full Time
About Asian Institute of Digital Finance (AIDF)
The Asian Institute of Digital Finance (AIDF) is a university-level institute in NUS, jointly founded by the Monetary Authority of Singapore (MAS), the National Research Foundation (NRF) and NUS. AIDF aspires to be a thought leader, a Fintech knowledge hub, and an experimental site for developing digital financial technologies as well as for nurturing current and future Fintech researchers and practitioners in Asia.
Research Associate Program and Objectives
The main task for full-time associate is to do the data calculation, model development, handle clients query and collaborate with other teams.
Resposibilities
- Maintain and simplify Production System.
- Analyze and interpret the credit risk measures.
- Improve the developed scientific computation of credit risk measures such as Distance to Default (DTD), Probability of Default (PD), and Actuarial Spread (AS).
- Develop and improve the practical credit risk management tools such as stress testing/scenarios analysis.
- Deal with urgent or ad-hoc requests.
Requirements
- Preferably major in the areas of finance, economics, statistics, mathematics, mechanical engineering, computer science, physics, or similar discipline.
- Experience in Julia, MATLAB, and GitLab is preferred. Other languages, e.g. C++ or Python, are welcome, but will be requested to learn/use Julia or MATLAB.
- Must be a keen learner, proactive in nature, and possess a strong sense of responsibility.
- Strong analytical techniques and problem-solving skill.
- Able to work independently and across different teams.
- Possess strong interpersonal, organizational, and planning skills.
- Knowledge in Financial Statement, SQL, VBA, and Bloomberg Terminal would be a plus.
- Able to handle pressure and meet deadlines.
More Information
Location: Kent Ridge Campus
Organization: Asian Institute of Digital Finance
Department : Credit Research Initiative
Employee Referral Eligible: No
Job requisition ID : 8805
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