SEEKING POSTDOCS FOR DATA SCIENCE IN FINANCE
We are seeking talented post-docs for research at the crossroads of data science and quantitative 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:
Analytics on investor decision making in stock and cryptocurrency markets
Complex networks analysis for investor behavior
Machine learning for forecasting investor behavior
Machine learning techniques for predicting limit order book markets
Machine learning for option pricing
Recommender systems for portfolio management
You may also suggest a topic by yourself, but is should be related to quantitative finance, preferably having an aspect of data science.
Aspiring IF-candidates will be hosted by Financial Engineering group/Tampere Universitylead by Professor Juho Kanniainen. During the past two years, Tampere University has been committed to fund a third years 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 of 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.
30 April: Expression of Interest
17-19 June: Paid MSCA-IF Master Class (optional but highly recommended!)
11 September: Horizon 2020 MSCA-IF proposal submission deadline
Candidates should meet the following qualifications:
A PhD degree in
machine learning, data analytics or in general in data science;
or in quantitative finance or financial econometrics with strong skills in statistics, mathematics and programming;
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 to perform your post-doc research in Tampere, you, please send an email to firstname.lastname@example.org 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 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:
https://ieeexplore.ieee.org/document/8476227 (or https://arxiv.org/pdf/1712.00975.pdf)
Additionally, we are running many EU-funded projects. For more information, visit www.bigdatafinance.eu and https://www.investorcliques.eu.