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1 PhD Studentship OR 1 Post-Doc
A PhD Studentship/Post-Doc position is for scientific research in externally funded projects related to Big Data in Finance. This project is at the crossroads of finance and big data problems. In particular, we use high-frequency order book data to study how order book dynamics evolve under abnormal market settings.
A Doctoral Student will work toward a dissertation as a member of the research team (Financial Engineering). A Post doc is expected to perform research, collaborate with team members and supervise PhD and MSc students in addition to project management duties (minor).
Requirements:
We are looking for talented, creative and highly motivated researchers. A suitable background for this open position includes Financial Engineering, Physics, Applied Mathematics, Signal Processing, Artificial Intelligence, Machine Learning, and other related areas. Fluent written and spoken English and solid programming and database skills (e.g. Matlab/C/C++/R/Python/Hadoop) are required. Excellent skills in statistics and applied probability are essential. Skills in big data and machine learning are acknowledged.
Candidates applying for the doctoral student position must hold Master’s degree in quantitative finance, physics, applied mathematics, or signal processing and the recruited candidate is expected to enroll as a PhD student at TUT. Applicants to the postdoc position should have completed (or close to) the PhD degree in a relevant field. Publications in refereed journals are acknowledged.
Salary:
The salary will be set in accordance with the University salary system. The monthly salary of a starting Doctoral student is from 2200 euros. The monthly salary of a Postdoctoral researcher is from 3200 euros.
How to Apply?
Applications can be submitted in PDF format by email to (juho.kanniainen@tut.fi). The positions will remain open until filled. The application should include the following items:
- Letter of motivation
- CV (including names and contact details of at least two references, one of which is preferably the MSc or PhD thesis supervisor)
- Copy of MSc/PhD degree certificate
- List of publications
- Abstract on Research Proposal, preferably on “Analyzing Stock Order Book Data: Big Data Approach” or some other relevant topic.
For more information, please contact Prof. Juho Kanniainen, Tampere University of Technology. Email: juho.kanniainen@tut.fi, Mobile: +358 40 707 4532, Internet: https://sites.google.com/site/juhokanniainen/