• Senior Research Associate, VINS / 金融波动研究所高级研究助理

    Posting Number 2018-4897
    Posted Date 2 weeks ago(8/2/2018 1:40 AM)
    Shanghai-VINS (Volatility Institute)
    NYU Shanghai (SH1002)
    Compensation Grade
    Band 52
    Business/Professional Administrative
  • Position Summary

    About VINS:


    The Volatility Institute at NYU Shanghai (VINS) aims to create opportunities for research focused on both the Chinese financial markets and markets around the world. It also seeks to facilitate collaboration and community-building among market participants and academic researchers within China and abroad, as well as help improve global financial markets by providing timely financial information and analysis to academics, practitioners, regulators and policy makers through innovative technology platforms and services.


    The Volatility Institute at NYU Shanghai, operates in close partnership with the Volatility Institute at the New York University Stern School of Business, which is under the direction of Nobel Laureate and volatility expert Robert Engle. The Volatility Institute at NYU Stern School of Business, created by Engle in March 2009, has the over-arching mission to develop and disseminate cutting-edge research on risks in global financial markets and in financial econometrics that will ultimately contribute in a meaningful way to international financial policy.


    The Volatility Institutes offer powerful research tools-Volatility Lab (V-lab) at NYU Stern Business School and VINSIGHT at NYU Shanghai, to analyze financial market risks. V-Lab provides real-time measurement, modeling and forecasting of financial volatility, correlations, and risk for a wide spectrum of assets around the globe. V-Lab blends together both classic models, including Engle’s award-winning ARCH model, as well as some of the latest advances proposed in financial econometrics literature. Its aim is to provide real-time evidence on market dynamics for researchers, regulators, and practitioners. The V-Lab currently runs 28,900 analyses on 6,053 data sets, producing a total of 63,766 series each day. VINSIGHT focuses on China financial markets. It provides daily volatility analyses for major stock indices and stocks across different regions, industries and types.








    波动研究所致力于提供先进的研究工具:波动实验室(V-Lab)和VINSIGHT分别是纽约大学波动研究所和上海纽约大学波动研究所的重要组成部分。通过对各类金融资产的波动性,相关度,及其他风险维度的实时度量、建模、预测,以及将金融学和金融计量经济学的经典理论(包括恩格尔教授获诺奖的ARCH模型)和相关学术领域的最新研究成果相结合,波动实验室力图向学术界,金融业界,和监管、决策部门提供实时的市场动态资信及分析。波动实验室目前每天在6,053个数据集上运行分析28,900次,总共产生63,766个序列。 VINSIGHT聚焦于中国金融市场,为主要股票指数和不同地区、行业和类型的股票提供每日波动分析。


    The Senior Research Associate is mainly responsible for participating/assisting VINS research projects and maintaining financial database to support VINSIGHT website.




    The main responsibilities include:

    • Participate in joint research projects between VINS and other financial institutions/schools
    • Assist Executive Director on academic research studies, including literature review, data processing and analysis, etc.
    • In charge of the maintenance and development of the financial datasets based on SQL to support the VINSIGHT website;
    • Any additional responsibilities related to Institute resources and activities that fall under the purview of the Research Specialist


    • 参与VINS与其他金融机构/学校之合研究
    • 协助执行主任进行学术研究,包括文献综述,数据处理和分析
    • 负责维护和开发财务数据集(基于SQL),以支持VINSIGHT网站
    • 其他与研究所源和活相关的、属于高研究助理职责围的工


    Required Education

    • Master or higher degree in Finance/Statistics/Economics or related field
    • A second major in computer science highly valued


    • 金融/统计/经济学或相关领域的硕士及以
    • 计算机科学为第二专业者优先考虑


    Required Experience

    • 1-3 years related working experience is preferred
    • Candidate with more experience and potential may be considered at a higher job level.


    • 1-3年相关工作经验先考
    • 人如有更多经验和潜能,有机会可以整到更高职级


    Required Knowledge, Skills, and Abilities

    • Proficient in both written and spoken English and Chinese;
    • Genuinely interested in finance research. Capable of executing research projects with supervision;
    • Having a proven ability to use sophisticated econometric tools to analyze complex financial data on a large scale;
    • Programming skills in Python/Matlab/SAS and SQL;
    • Good interpersonal and communication skills to work in an international and cross-culture environment;
    • High professional integrity, honesty and trust.


    • 真正金融研究感趣。能督下行研究
    • 使用复经济学工具行大模复杂财务数据分析的能力
    • Python / Matlab / SASSQL程能力
    • 优秀的中英文书面及口头表达能
    • 良好的人交往和沟通能力,能在国化和跨文化境中工作
    • 高度的职业操守,诚实可信 


    Desirable skills

    • Familiar with Linux, HTML, CSS, JavaScript, jQuery, Ajax, PHP;
    • Be familiar with Chinese financial markets;
    • Knowledge and experience with financial data terminals/provider such as Wind/IFIND;


    • 熟悉Linux,HTML,CSS,JavaScript,jQuery,Ajax,PHP;
    • 熟悉中国金融市场;
    • 对金融数据终端(例如Wind / IFIND等)有所了解或具备相关经验。



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