Nanyang Business School (NBS) invites applications for the position of Senior Research Fellow (Post-doc) with Prof. Xin Chang’s research group. This position is supported by a Tier III grant to establish a Climate Transformation Programme (CTP) at NTU. As part of this programme, the Climate Finance Cluster will assess the multifaceted business risks posed by the physical impacts of climate change, narrow the protection gap, and facilitate the transition to a low-carbon economy.
The Senior Research Fellow will be responsible for developing procedures to measure and price risks arising from climate change suitable for each company so that climate risk can be managed by companies and hedged by investors, and seeing this work through to publication in major research journals.
Key Responsibilities:
Use computational linguistic tools and machine learning techniques to analyze discussions on climate change in corporate social responsibility reports, conference call transcripts, and the Management Discussion and Analysis section of companies’ annual reports
Construct a dataset that can produce a climate risk fact sheet containing essential information about various climate risk exposure (e.g., drought, flooding) of a region or a city
Develop a new multifactor asset pricing model containing a climate risk factor, which investors can use to effectively price in climate change risk and hedge climate risk
Handle data management and statistical analyses
Work effectively with colleagues from across the CTP, and with local collaborators in ASEAN countries
Mentor junior colleagues and students
Handle writing and publication of results in peer-reviewed journals
Job Requirements:
PhD degree in statistics, computer sciences, economics, or a closely related field
Excellent knowledge of computational linguistic tools and machine learning techniques
Experience with data analysis with Python and STATA
Prior experience in publishing in peer-reviewed business, economic, or scientific journals
Excellent oral and written communication skills in English
Ability to work independently to develop research in challenging environments
Collaborative, with an interest in working with other researchers and scientists (this is a large team project) to produce high-quality and impactful research
Interest in climate, green, or sustainable finance
Interested applicants are invited to submit a cover letter, full CV and names and contact details of three referees in one document. Enquiries about this position can be made to Nur Masturah (nurmasturah.am@ntu.edu.sg).
Review of applications will begin on 15th Jan 2024.
We regret to inform that only shortlisted candidates will be notified.
Hiring Institution: NTU
