Quantitative Finance and Econometrics

Learn more about the different projects we offer and its details such as pre-requisites, duration, deliverables, etc.
(CLOSED) Stress Testing of Central Counterparties
Department Markets Policy & Infrastructure Department
Preferred internship window  Summer internship, preferably 10-12 weeks
Description of Project Conduct research on stress testing methodologies. Explore ways to improve stress testing methodology. Execution of stress testing models and analysis of financial data.
Expected deliverables for the project Presentation of results.
Experience and/or skills that the intern(s) may gain from the internship  Apply theories in quantitative finance to risk modelling. Gain a better appreciation of how MAS supervises financial markets. Understand how coding is used in finance.
Pre-requisites preferred from the intern(s)  Background in statistics, quantitative finance and econometrics. Strong research and analytical skills. Preferred to have taken advanced modules in econometrics or statistics. Able to code in R/Python.
Other Job Functions  Financial Modelling
Keywords related to the project Quantitative, statistics, econometrics, capital markets, risk management
Apply Now  Apply through our chatbot. Shortlisted candidates can expect to be notified within a month from the date of application.
(CLOSED) Study on the effectiveness of Market-Maker incentives on the Singapore stock market
 
Department
Preferred internship window  Markets Policy & Infrastructure Department
Description of Project The study aims to evaluate the effectiveness of market-maker incentive schemes in improving the liquidity of stocks, through a quantitative analysis of trading data.
Expected deliverables for the project To propose and construct an econometric model to analyze panel data, and to present conclusions of the analysis to policy makers in MAS.
Experience and/or skills that the intern(s) may gain from the internship  1. Understanding of the equity market microstructure on exchanges; and
2. Designing and delivering data analytical studies.
Pre-requisites preferred from the intern(s)  Econometrics and programming (R or Python)
Other Job Functions  Econometrics, Stock Exchange
Keywords related to the project Equity markets, data analysis, capital market supervision, stock exchanges, data modeling
Apply Now  Apply through our chatbot . Shortlisted candidates can expect to be notified within a month from the date of application.