Skip to main content

This job has expired

Research Analyst

Employer
NATIONAL UNIVERSITY OF SINGAPORE
Location
Singapore
Closing date
28 Mar 2021

View more

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, Other Research Related
Contract Type
Permanent
Hours
Full Time
Send job

Job Description

The Credit Research Initiative (CRI) is a non-profit undertaking under the Asian Institute of Digital Finance (AIDF) of the National University of Singapore. Pioneering the "public good" credit risk measures, the CRI is committed to advancing big data analytics and providing directly useful credit intelligence to academic and professional communities. An opportunity exists to join CRI’s Product Management Team (PMT) as a Research Analyst.

The Product Management Team (PMT) manages and produces various credit risk products and plays a key role at CRI. PMT is mainly involved in implementing, maintaining and improving scientific computation models for CRI products. Successful candidates will have the opportunity to quickly learn the modelling approaches, mathematical algorithms and programming skills utilized for CRI’s credit risk research work.

Job Responsibilities

  1. Maintain and simplify the CRI Production System.
  2. Analyze and interpret the credit risk measures.
  3. Improve the developed scientific computation of credit risk measures such as Distance to Default (DTD), Probability of Default (PD) and Actuarial Spread (AS).
  4. Develop and improve the practical credit risk management tools such as stress testing/scenarios analysis.
  5. Deal with urgent or ad-hoc requests.

Qualifications

  1. Preferably major in the area of finance, economics, statistics, mathematics, mechanical engineering, computer science, physics or similar discipline.
  2. 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.
  3. Must be a keen learner, proactive in nature and a strong responsibility person.
  4. Strong analytical techniques and problem solving skill.
  5. Able to work independently and across different teams.
  6. Possess strong interpersonal, organizational and planning skills.
  7. Knowledge in Financial Statement, SQL, VBA and Bloomberg Terminal would be a plus.
  8. Able to handle pressure and meet deadlines.

More Information

Location: Kent Ridge Campus
Organization: Asian Institute of Digital Finance
Department: Administration
Employee Referral Eligible: No

Send job

Get job alerts

Create a job alert and receive personalised job recommendations straight to your inbox.

Create alert