Zurich University of Applied Sciences ZHAW is one of Switzerland’s largest multidisciplinary universities of applied sciences, with over 13,000 students and 3,000 faculty and staff.
As one of the leading Engineering Faculties in Switzerland, the ZHAW School of Engineering (SOE) emphasizes topics which will be relevant in the future. Our 13 institutes and centers guarantee superior-quality education, research and development with a focus on the areas of energy, mobility, information and data science. We offer internationally recognized BSc and MSc programmes and run innovative applied research projects.
The Institute for Data Analysis and Process Design (IDP) is a competence center for the development and application of methods from the fields of quantitative finance, data science, stochastic process modeling, statistical data analysis and operations research. The focus of our work is the use of data and quantitative methods for the development of novel products and operational innovations.
The Finance, Risk Management and Econometrics team is involved in the EU Horizon 2020 FIN-TECH project that aims to better understand the risks of emerging technologies (Big Data, Artificial Intelligence and Blockchain) relevant for financial innovation and to improve the communication between financial market regulators and fintech companies developing these emerging technologies. In addition, team members are heading the European COST research network on Fintech and Artificial Intelligence in Fintech with 32 countries and 150 researchers involved globally, as well as a number of research projects funded by Innosuisse and the Swiss National Science foundation. Due to successful acquisition of research funding over the last few years, our team has grown substantially.
We have several established doctoral programmes and as part of one of them, we have an opening for a team-player that will pursue his PhD studies under the joint supervision of Prof. Dr. Jörg Osterrieder (ZHAW) and Prof. Dr. Stephan Sturm (Worcester Polytechnic Institute, US), starting January 1, 2021 or by mutual agreement.
For this joint PhD collaboration, we are looking for a
Doctoral Student (PhD), 80% – 100%
with a technical/quantitative MSc degree and practical experience in the quantitative finance industry. The ideal candidate is very proficient in programming and contributes to open source projects and open access publications. This is a four-year programme where the student is expected to spend one year at Worcester Polytechnic Institute (WPI) in the US.
- Publish high-quality research in leading journals
- Contribute to our national and international research projects focussing on applied quantitative data science with financial markets applications
- Become an expert in the fields of reinforcement and deep learning for Finance
- Start an outstanding research track record as well as a successful footprint in technology transfer.
- Contribute to teaching activities in our BSc and MSc programmes as well as our executive education
The successful candidate belongs to the top 1% of his/her peer group (please indicate that in your cover letter) and has completed a Master’s degree in a technical/ quantitative subject with very strong interest in finance. She or he must have prior exposure to and strong interest in programming as well as quantitative, data-driven research projects in the application domain of financial markets.
We expect an excellent command as well as a passion for programming. Good communication skills in English are essential; a good command of German is a plus. The ideal candidate is passionate about identifying unsolved problems as well as proposing novel ideas for future activities. Particular emphasis is on developing prototypes, experimenting hands-on with data, scientific evaluation and publication of results. It is also expected that the candidate will undertake one summer internship programme at a financial company.
We offer a competitive, technically stimulating, and exciting environment as part of several national and international research projects and a joint collaboration with WPI, Prof. Dr. Stephan Sturm.
The high-potential candidate will pursue his doctorate in conjunction with WPI. A major responsibility is to advance the research agenda at the intersection of theoretical research and financial markets. The candidate will have the opportunity to establish partnerships with other universities, acquire funding for collaborative research, and to develop new quantitative solutions. The position will also involve contributing to open source software and presenting results at scientific and industrial conferences. In addition to offering an excellent working environment, we provide intellectual liberty and competitive compensation based on Swiss standards at one of the leading houses for financial market research in Switzerland.
Do you have any questions about this position?
For more information regarding the vacancy, please contact Prof. Dr. Jörg Osterrieder, Professor of Quantitative Finance, phone: +41 77 469 28 09, email: email@example.com or Prof. Dr. Stephan Sturm, Professor of Mathematical Sciences, email: firstname.lastname@example.org
Are you interested?
If you would like to apply, please use the online platform to send us your portfolio, Attn. Esther Huberl, HR Consultant in Winterthur.
The School of Engineering aims to increase the proportion of women. Applications from women are therefore particularly welcome. For more information, please visit www.zhaw.ch