Post.doc. in agent-based modelling of algorithmic finance
Copenhagen Business School invites applications for a post-doc position at the Department of Management, Politics and Philosophy. The position is connected to the research project ‘Algorithmic Finance: Inquiring into the Reshaping of Financial Markets’ (AlgoFinance), led by Professor Christian Borch. The project is funded by the European Research Council (ERC) through a Consolidator Grant.
The post-doc position is a 24 months, non-tenured full research position. The expected starting date is 1 September 2017.
The aim of the AlgoFinance research project is to examine how and with what consequences the deployment of fully automated algorithms is changing financial markets. Among other things, the AlgoFinance project seeks to develop an agent-based model of algorithmic finance in order to simulate how fully automated algorithms might be interacting with one another. Input for model specification will be provided by sociologists in the research team who will conduct qualitative interviews with actual algo-trading firms. The post.doc. position is tasked with developing the agent-based model, which should be developed in Python or a similar programming language.
For further information about the AlgoFinance project, please visit http://info.cbs.dk/borch/erc_research_project_on_algorithmic_finance_algofinance or contact Professor Christian Borch (firstname.lastname@example.org).
AlgoFinance is conceived as a collaborative research project, and the post-doc will be part of an interdisciplinary team (including people from the social sciences), so applicants should appreciate working in such an interdisciplinary research environment.
The ideal applicant should have strong programming skills, experience with agent-based modelling or similar types of simulation, and have a background in physics, computer science, econophysics, mathematics, etc. Ideally, the applicant should be familiar with financial markets, but this is not a necessity.
The applicant must:
· Hold a PhD or the equivalent. Doctoral candidates who are yet to submit but will complete soon must have a supporting letter of reference from their primary doctoral advisor.
· Demonstrate his/her programming skills. This should preferably be done by showcasing previous work using agent-based modelling or alternatively showcasing comprehension of similar models and associated code.
· Demonstrate professional proficiency in English.
To fulfill the research requirements of the position, the applicant chosen is expected to be physically present on a regular basis and actively participate in the research activities of the department.
Copenhagen Business School has a broad commitment to the excellence, distinctiveness and relevance of teaching and research programs. Candidates who wish to join us should demonstrate enthusiasm for working in an organization of this type (highlighting, for example, relevant business, educational and dissemination activities).
Appointment and salary will be in accordance with the Danish Ministry of Finance’s agreement with the Central Academic Organisation.
For further information please contact Professor Christian Borch, tel.: +45 3815 3627, e-mail email@example.com.
Application must be sent via the electronic recruitment system, using the link below.
Application must include:
1.A summary of the candidate’s main strengthens and abilities.
2.A complete, numbered list of publications (indicating titles, co-authors, page numbers and year) with an * marking of the academic productions to be considered during the review. A maximum of 5 publications for review are allowed. Applicants are requested to prioritise their publications in relation to the field of this job advertisement.
3.Copies of the publications marked with an *. Only publications written in English (or another specified principal language, according to research tradition) or one of the Scandinavian languages will be taken into consideration)
4.Information indicating experience in research management, industry co-operation and international co-operation.
5.Documentation of relevant, significant, original research at an international level.
6.Transcript(s) and a full CV
The Recruitment Committee will shortlist minimum two applicants; when possible five or more applicants will be shortlisted. The shortlisted applicants will be assessed by the Assessment Committee. All applicants will be notified of their status in the recruitment process shortly after the application deadline.
The applicants selected for assessment will be notified about the composition of the Assessment Committee and later in the process about the result of the assessment.
Once the recruitment process is completed each applicant will be notified of the outcome of their application.
Closing date: 9 June 2017.
Copenhagen Business School must receive all application material, including all appendices (see items above), by the application deadline.
Details about Copenhagen Business School and the department are available at www.cbs.dk.
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