The Department of Finance (Asset and Risk Management research centre) invites application for a 2-year postdoctoral position, in the area of financial econometrics/quantitative finance/applied statistics, with a focus on regression models and statistics of extremes in Finance.
Requirement: PhD (or close to completion) with a specialty in (financial) econometrics/quantitative finance/applied statistics or equivalent.
Deadline: Priority will be given to candidate applying before 28 February 2020, but the position stays open until filled.
The successful applicant is expected to collaborate on the research project “Regression models for Financial Extremes” (REFEX, grant PDR-SH-2019 and BNB2019) of Prof. J. Hambuckers. REFEX aims at developing our knowledge of extreme value regression models, and at applying these tools to the study of cyber and systemic risks in the financial sector. The successful applicant is also expected to develop her/his own research agenda, if possible in connection with this topic.
The starting date has to be in 2020 and is open to discussion. The position comes with no mandatory teaching load.
Interested candidates must send their application by email to Prof. Julien HAMBUCKERS (jhambuckers[at]uliege.be), containing:
• Cover letter showing your motivation and eligibility for the position.
• A CV with a publication list and ongoing working papers, as well as the contacts of three references.
• A research statement explaining your research agenda, and how it is connected to the topic of the research project detailed above.
• A copy of your undergraduate and postgraduate degrees.
See this website for more details.