Junior R&T Associate (Postdoc Researcher) in the field of data analytics and empirical finance (M/F)

Reference : ITIS-2019-009

Type: Researcher
Contract type: Fixed term contract
Duration: 30 months
Place: Belval

Context

 

The Luxembourg Institute of Science and Technology (LIST) invites applications for a postdoctoral researcher position in Finance. This is a full-time research position for a fixed term of 30 months (2019-2021).The postdoctoral position is embedded in the Luxembourg National Research Fund (FNR) project “Performance and Risk Characteristics of the Alternative Fund Industry (ALPHA)”. The project aims to provide a rigorous market-based valuation framework for alternative investment vehicles and to promote an active dialogue among academics, regulators and practitioners. The candidate will benefit from a vibrant research environment, working with co-authors with an excellent publication record in related fields, and will have access to research assistance, excellent data and state-of-the-art technical expertise. The project is a joint initiative of LIST and the Luxembourg School of Finance of the University of Luxembourg, under the supervision of the PI Professor Roman Kräussl.     

With a team of more than 100 highly skilled researchers and engineers from various disciplines, the ITIS Department addresses the technological, organizational, human and economic aspects of innovative IT services. Research areas are based around the innovation of services with a high level of information intensity and a level of quality allowing trust to be gained in their use and for value to be generated around new business models.

The successful candidate will be part of an interdisciplinary research unit that aims to enhance Luxembourg’s international competitiveness in the area of business analytics applied to big data and therefore significantly participate in the country's socio-economic development.

This position is suitable for an early-career academic and provides for an excellent opportunity for an ambitious researcher to develop a solid portfolio while benefiting from exposure to leading senior scholars in the field. The candidate will enjoy our full support in applying for faculty positions by the end of the term.

 

Description

 

As a Junior R&T Associate, your main tasks will be to:

  • Contribute to the research agenda within the scope of the project
  • Work on and analyse financial data using statistical techniques
  • Communicate results through presentations, scientific publications and reports

 


Profile

 

Education

  • Ph.D. in finance or economics with an empirical focus, and a demonstrated background in data analytics and financial econometrics or Ph.D. in Data Science with application to finance and economics

Competencies

  • Strong background in asset pricing and applied econometrics
  • Knowledge of financial products and services, in particular, investment funds and alternative finance
  • Experience with statistical analysis packages such as SAS, R or Python
  • Track record of research dissemination
  • Relevant research experience in the application of advanced analytics and / or machine-learning techniques is a plus
  • Demonstrated ability to generate new ideas, concepts, models and solutions
  • Collaborative skills, initiative, results-oriented, excellent organization and capacity to work in an interdisciplinary environment
  • Excellent analytical and writing skills
  • Excellent communication skills

Language

  • Proficient written and spoken English is mandatory

Application documents

  • CV
  • Cover letter
  • Job market paper
  • Brief research statement
  • Please send reference letters to ankit.arora@list.lu

 

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ITIS-2019-009


 

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Contact

Prof. Dr Eric DUBOIS
Prof. Dr Eric DUBOIS

Director of IT for Innovative Services department


 Ankit ARORA
Ankit ARORA

 Nathalie DESSOY
Nathalie DESSOY

Linked files

ITIS-2019-009.pdf