The Department of Finance, Accounting and Law at HEC® Liège (Management school of the University of Liège. Belgium) is searching for a research and teaching assistant (PhD student) to strengthen its team in the field of quantitative methods applied to finance. Aside from teaching duties for advanced financial modelling classes, the successful applicant is expected to conduct a research project and write a PhD thesis on a topic related to Regression Models for Extremes in Finance.
WHAT DO WE OFFER?
· A full-time position, up to 6 years (one year, then two-year renewable contracts after
receiving positive evaluations). The salary will be set according to the doctoral student salary
scale of the University of Liège (i.e. approximately 2.000 € net per month).
· A starting date on 1 October 2019, open to discussion.
· A stimulating and flexible research environment, as a member of the research unit Asset and
Risk Management (ARM).
· An access to a global research network in statistics, econometrics and finance, as well as to
industrial and governmental collaborations.
· A doctoral training program in collaboration (a.o.) with Solvay Brussels Schools of
Management (ULB) and linked to Maastricht University.
WHAT DO WE EXPECT FROM YOU?
· Conducting a research project related to the description made above, with the aim to write a
PhD thesis in the field of statistics/ quantitative methods applied to Finance, under the
supervision of Prof. Julien Hambuckers.
· Successfully attending the doctoral training program.
· Being in charge of practical sessions for advanced finance classes (Financial Data Modelling,
International Finance, Applied Financial instruments), equivalent to around 3h of teaching per
week.
· Contributing to a positive research and teaching environment by attending seminars, workshops and events of the department, as well as participating to the services to the community.
YOUR PROFILE
· You have a Master’s degree (120 ECTS) in applied statistics/mathematics, business engineering, econometrics or a related quantitative subject (e.g. finance, quantitative economics, applied science, physics).
· You have an interest for financial and economic applications, related to risk, market finance and banking.
· You have a keen interest in statistics, and ideally knowledge in methods/models like GLM, LASSO or Extreme Value Theory.
· You have a good knowledge of R, MATLAB and/or Python, and the willingness to extend it.
· You are fluent in English. Knowledge of French and/or German is a plus.
· You are persistent, work independently and have good communication skills.
· Prior experience in the financial industry (risk department, hedge funds) is a plus.
APPLICATION PACKAGE
· Cover letter showing your motivation and eligibility for the position.
· CV showing your past experiences, your relevant expertise for the position and two references.
· An example of your written academic work (e.g. master thesis).
· A copy of your undergraduate and postgraduate degrees.
Interested candidates should send their application by email to Prof. Julien HAMBUCKERS
(Este enderezo de correo está a ser protexido dos robots de correo lixo. Precisa activar o JavaScript para velo.) before 15 August 2019 or until the position is filled. Incomplete applications will be automatically rejected. Further information can be obtained by sending an email to Prof. Julien HAMBUCKERS. HEC® Liège is an equal opportunity employer favoring an inclusive and friendly academic culture. We particularly encourage women to apply.
