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