The Credit Research Initiative (CRI,http://www.rmicri.org/) at the Risk Management Institute (RMI) of National University of Singapore (NUS) is a non-profit undertaking offering credit ratings for exchange-listed firms around the world. Founded in 2009, the CRI is a constructive response to the 2008-09 global financial crisis. It positions itself as a scientific competitor to the commercial credit rating agencies. Tapping the global talent pool based in the Singapore’s flagship university, the CRI has been advancing credit analytics with big data and providing directly useful credit intelligence to academic and professional communities. Over the course of its development, the CRI has released a number of credit risk measures, including the Probability of Default (PD), Actuarial Spread (AS), Corporate Vulnerability Index (CVI), CRI Systemic Important Financial Institutions (CriSIFI), etc. Right now, the CRI provides default predictions for over 60,000 exchange-listed firms in 119 economies. Given its prominence in the area of credit rating, the CRI has been constantly demanded by corporates, financial institutions and international organizations for its value-added services. About the Recruitment Talk and Speakers The talk will bring to the participants a detailed insight into the CRI: its values and principles, recent developments, governance structure, and most importantly what talents it is looking for. Professor Jin-Chuan Duan was a pioneer in developing the GARCH option pricing theory in his early career. He moved to Singapore in 2007 to direct the NUS Risk Management Institute and then found the CRI during the time of the global financial crisis. He has ever since advocated the “public good” credit rating, published prolifically in credit research and lead the CRI to gain reputation from both academic and professional communities. He is right now Fellow of the Society for Financial Econometrics, Academician of the Academia Sinica, and Cycle & Carriage Professor of Finance in the NUS Business School. Dr. Wei Sun is the Deputy Operations Lead of the CRI. She oversees the CRI’s communication portfolios and leads its Development Team. She obtained her PhD in Economics from University of California at Santa Barbara. Research Fellow: We invite Ph.D students/holders from quantitative disciplines (e.g. Economics, Econometrics, Finance, Statistics, Mathematics, Engineering, Computer Science, Physics, etc.) to apply for this research fellowship. Successful candidates are expected to join the CRI Development Team and conduct individual research on credit risk, risk management, financial econometrics, etc. They will also participate in the CRI operations and consulting projects (e.g. model development, system enhancement, report writing, liaison with the external parties, etc.). The applicants are expected to obtain their PhD degrees at the time of appointment. Research Associate: We invite professionals with bachelor’s/master’s degrees (in Finance, Economics, Econometrics, Business Administration, etc.) and at least two years of work experience to apply for the CRI’s research associateship. Successful candidates are expected to join one of the CRI teams (IT & Data Management Team, Product Management Team, Market Monitor Team, Client Services Team, and Validation Team). Please click here to see the detailed job descriptions and responsibilities. (Please copy and pastehttp://www.rmi.nus.edu.sg/research/researchanalystassociate_cri.php onto your address bar if the link above does not work). |
