Luxembourg Institute of Science and Technology

Position Title/Short Description

Full Text of JOE Listing:

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

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 & 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, & will have access to research assistance, excellent data & state-of-the-art technical expertise. The project is a joint initiative of LIST & 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 & engineers from various disciplines, the ITIS Department addresses the technological, organizational, human & economic aspects of innovative IT services. Research areas are based around the innovation of services with a high level of information intensity & a level of quality allowing trust to be gained in their use & 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 & 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 & 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, & a demonstrated background in data analytics and financial econometrics or Ph.D. in Data Science with application to finance & economics

- Competencies

* Strong background in asset pricing & applied econometrics
* Knowledge of financial products & services, in particular, investment funds & 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 & solutions
* Collaborative skills, initiative, results-oriented, excellent organization & capacity to work in an interdisciplinary environment
* Excellent analytical & writing skills
* Excellent communication skills

- Language

* Proficient written & spoken English is mandatory