The Volatility Institute at NYU Shanghai (VINS) is happy to offer NYU Shanghai and Study Away students an opportunity to apply for admission to the VINS Student Research Assistant Program. This program is intended for junior and senior students who are interested in Chinese financial markets, finance, economics, and computer science, and it is open to students from all disciplines.
The Volatility Institute at NYU Shanghai aims to create opportunities for cutting-edge research focused on financial markets in China and around the world, facilitate collaboration among market participants and academic researchers within China and abroad, and help shape the world of finance by providing timely financial information and analysis to academics, practitioners, regulators and policy makers through our innovative technology platforms and services, such as the vlab (vlab.stern.nyu.edu) and Vinsight(vinsight.shanghai.nyu.edu).
The NYU Shanghai Volatility Institute operates in close partnership with Volatility Institute at New York University Stern School of Business, which is under the direction of Nobel Laureate and volatility expert Professor Robert Engle.
This program is a highly competitive program geared toward students interested in Chinese financial markets, economics, business, and computer science. It is open to students from all disciplines. The first pool of applicants featured 30 outstanding students, all of whom went through an academic election process that included interviews. Below is a sample of the program's learning goals that VINS Student Researchers expect to achieve by the end of the program:
- An understanding of basic topics in Econometrics
- Public speaking and training presentation development
- Financial market theories and their applicability
- An in-depth knowledge of Chinese financial market operations and trends
- Empirical research skills
- Data analysis and integrity
During the course of the Fall 2019 – Spring 2020 semesters, VINS Student Research Assistants will work on a variety of tasks directly related to the support and development of the VINS mission outlined above. Specific projects may include:
- Multi-Factors Analysis on China Financial Market
- Volatility Index of China Stock Markets
- Utilizing Vlab and Vinsight on Empirical research studies
- Characteristics of Chinese derivative markets
- Market news and volatility
RAs are divided into four groups, respectively focusing on the four projects above. After empirical research, programming, and data analysis, RAs attend weekly meetings with their supervisors to gain inspiration and suggestions from other groups. Self-motivation and self-teaching are both essential for RAs since softwares like Wind, SAS, Python, and MatLab are not completely covered in class. Each group is expected to produce a written document detailing their research-related contribution to VINS prior to the close of the Spring 2020 semester.
This is a non-credit, unpaid on-campus internship directly supervised by the Volatility Institute at NYU Shanghai. Interested students should send their resume to firstname.lastname@example.org by Sept. 16, 2019. We will notify students of their acceptance to the program no later than Sept. 23, 2019.