The University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (3 year appointment, no tenure track) in Financial Econometrics.
As part of the bilateral ESRC-FWF research grant on ‘Order Book Foundations of Price Risks and Liquidity’ between the Department of Statistics and Operations Research at the University of Vienna and the Department of Accounting and Finance at Lancaster University Management School, the Department of Statistics and Operations Research at the University of Vienna invites applications for a full-time research position (Post-Doc) with the effective hire date of April 2017. The objectives of the research project are to improve our understanding of the microstructure of equity and derivative markets, their interrelations on a micro level and their information content for future prices, volatility, liquidity and jump risks.
It therefore involves financial econometrics, limit order book analysis, volatility modelling, market microstructure and derivative pricing.
We generally welcome applications from excellent candidates with background in applied econometrics and statistics. Candidates should ideally have expertise in (high-frequency) financial econometrics or should be willing to gain know-how in this area. Advanced programming skills are also highly welcomed.
Packages (salary, teaching loads) follow a collective university-wide agreement. The University of Vienna intends to increase the number of women on its faculty, particularly in high-level positions, and therefore specifically invites applications by women. Among equally qualified applicants women will receive preferential consideration.
The gross salaries according to the FWF standard personnel costs can be found here:
https://www.fwf.ac.at/fileadmin/files/Dokumente/Personalkostensaetze/personnel-costs-2016.pdf
Deadline for applications: November 20, 2016
Please send the application package (cover letter, CV, recommendation letters, job market paper and other recent work) per email to Professor Nikolaus Hautsch (email: nikolaus.hautsch@univie.ac.at).
Further details about the Department of Statistics and Operations Research can be found at: https://isor.univie.ac.at/
Further information about our partners:
Professor Ingmar Nolte
i.nolte@lancaster.ac.uk
Professor Stephen Taylor
s.taylor@lancaster.ac.uk
Further details about the Department of Accounting and Finance at LUMS can be found at: http://www.lancaster.ac.uk/lums/accounting-and-finance/