JOB: Postdoc positions in Financial Time Series Econometrics

Posted on 2013/03/20. Filed under: 綜合 |

Postdoc positions in Financial Time Series Econometrics
Deadline for applications: March 8, 2013

The Department of Finance together and the department of Econometrics and Operations Research, VU University Amsterdam, The Netherlands, jointly invite applications for Postdoc positions in Financial Time Series Econometrics. These positions relate to two different topics for which the group received prestigious research grants.

(i) The investigation of a new class of time series models called generalized autoregressive score models. We are interested in applicants that can contribute to either the theoretical or empirical development of these models. A group of senior faculty and a number of postdocs and PhD students is currently working on this topic.

(ii) The measurement of systemic risk. This line of research is carried out jointly with a number of other European research institutions in an EU oriented research network. The network will consist of both senior faculty and postdocs.

Job qualifications and descriptions
Candidates hold a PhD in (financial) time series econometrics, quantitative empirical finance, or quantitative economics or statistics and must show a strong research potential. They have a major interest in time series econometrics: theory and/or methodology with applications in finance. Candidates are expected to contribute to the research agenda of our group. Part of the position may consist of developing computer code for the analysis of generalized autoregressive score models and thesis supervision.

Further particulars
The postdoc positions are for a fixed-term period of no more than two years. You can find information about all our fringe benefits of employment at www.workingatvu.nl.

Information and application process
For more information on the position, please refer to
http://www.vu.nl/nl/werken-bij-de-vu/vacatures/2013/018.asp
or contact the coordinators of the research programs, prof.dr. A. Lucas (a.lucas(at)vu.nl) and prof.dr. S.J. Koopman (<a href="mailto:s.j.koopman).
Applicants should send a letter with their motivation, CV and list of publications via email to mrs. D.S. Tielman (d.s.tielman(at)vu.nl).

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