Seeking postdocs/Data Science in Finance

Iasc Isi; Tampere; On-site; EUR 40 000 - 60 000; Full time

Job description

Seeking postdocs/Data Science in Finance

Apr 13, 2019 |

SEEKING POSTDOCS FOR DATA SCIENCE IN FINANCE

Would you like to get desired and prestigious EU funding for your Post-Doc? We are seeking talented data scientists and/or researchers in quantitative finance for hosting and coaching them for EU-funding with the goal to provide 2-3 year postdoc positions at research group on Financial Engineering, Faculty of Information Technology and Communication Sciences, Tampere University, Finland. Salary for funded MSCA-IF candidates will roughly vary between 4500€ – 5300€ per month.

The possible topics include, for example:

1. Analytics on investor decision making in stock and cryptocurrency markets
2. Complex networks analysis for investor behavior
3. Machine learning for forecasting investor behavior
4. Machine learning techniques for predicting limit order book markets
5. Machine learning for option pricing
6. Recommender systems for portfolio management

You may also suggest a topic by yourself, but it should be related to quantitative finance, preferably having an aspect of data science.

Aspiring IF-candidates will be hosted by the Financial Engineering group at Tampere University led by Professor Juho Kanniainen. During the past two years, Tampere University has been committed to fund a third year's salary for successfully completed European Fellowships. The Financial Engineering group will jointly develop a competitive MSCA IF proposal with the applicant. We offer a fully funded visit (up to one week) to Tampere, Finland. The visit aims at jointly developing a competitive MSCA IF-proposal together with the selected applicants and the supervisor, Professor Juho Kanniainen. Moreover, the applicants will receive professional coaching in proposal writing. The University’s Research Services will facilitate the visit.

Important Dates:

1. 30 April: Expression of Interest
2. 17-19 June: Paid MSCA-IF Master Class (optional but highly recommended!)
3. 11 September: Horizon 2020 MSCA-IF proposal submission deadline

Candidates should meet the following qualifications:

1. Machine learning, data analytics or in general in data science;
2. Or in quantitative finance or financial econometrics with strong skills in statistics, mathematics and programming;
3. Or in other quantitative areas, such as physics or bioinformatics.

At least two publications in high-ranking journals in quantitative finance, financial econometrics, computer science, mathematics, statistics, or physics.

How to apply?

If you are interested in performing your post-doc research in Tampere, please send an email to [e-mail] with “IF: First_name Last_name”. Please attach your CV and most important publications.

Who we are?

Our research group on Financial Engineering is located in the Faculty of Information Technology and Communication Sciences in Tampere University. Our focus is on statistical computing and data science in finance and risk management. We have an exceptionally rich and unique data set that makes it possible to pursue research on i) microscopic data on actual investors in stock markets, ii) ultra-high-frequency data from limit order book markets, iii) intra-day option data. Representative papers on our research on our data sets: