Seeking Postdocs for Data Science in Finance

21.04.2023

Would you like to get desired and prestigious EU funding for your Post-Doc? We are seeking talented  researchers in quantitative finance / financial data science for hosting and coaching them for EU-funding. The idea is to make a joint EU application for  2 year postdoc position at research group on Financial Computing and Data Analytics, Faculty of Information Technology and Communication Sciences, Tampere University, Finland. Salary for funded MSCA-PF candidates will roughly be around 5000€ per month (gross).

The possible topics include, for example:

  • Analytics on investor decision making in stock and cryptocurrency markets
  • Complex networks analysis for investor behavior
  • Machine learning for forecasting investor behavior
  • Machine learning techniques for predicting limit order book markets
  • Machine learning for option pricing
  • Recommender systems for portfolio management
  • You may also suggest a topic by yourself, but is should be related to quantitative finance, preferably having an aspect of data science.

Aspiring PF-candidates (Post-Doctoral) will be hosted by Financial Computing and Data Analytics group/Tampere University lead by Professor Juho Kanniainen. The Financial Computing and Data Analytics group will jointly develop a competitive MSCA PF proposal with the applicant.

How to apply and important dates:

  • 30 April: Expression of Interest and CV and most important publications and a point-by-point declaration of eligibility is required (see exact eligibility requirements from program pages)
  • 5 May: a brief outline of the proposed research project (max 2 pages)
  • 13 September: MSCA-PF proposal submission deadline

Please send the emails to juho.kanniainen@tuni.fi. Please have “Expression of interest for MSCA PF” in the e-mail title.

Candidates should meet the following qualifications:

  • A PhD degree in
    • machine learning, data analytics or in general in data science;
    • or in statistics or applied mathematics;
    • or in quantitative finance or financial econometrics with strong skills in statistics, mathematics and programming;
    • or in other quantitative areas, such as physics or bioinformatics
  • At least two publications in high-ranking journals in quantitative finance, financial econometrics, computer science, mathematics, statistics, or physics

Who we are?

Our research group on Financial Computing and Data Analytics is located in the Faculty of Information Technology and Communication Sciences in Tampere University. Our main focus is on data science and computational statistics in finance and risk management. We have exceptionally rich and unique data set that makes it possible to pursue research on i) microscopic data on actual investors in stock markets, ii) ultra-high-frequency data from limit order book markets, iii) intra-day option data. Representative papers on our research on our data sets:

Empirical Deep Hedging

Jump and volatility dynamics for the S&P 500: Evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets

Identification of information networks in stock markets

Multilayer aggregation with statistical validation: Application to investor networks

Augmented bilinear network for incremental multi-stock time-series classification

Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data

Deep adaptive input normalization for time series forecasting

Temporal attention-augmented bilinear network for financial time-series data analysis

Additionally, we are running many EU-funded projects. For more information, visit www.bigdatafinance.eu.

 

Tampere and Finland

Tampere is one of Finland’s fastest growing urban centres and a popular city to live and study in. It is a home to more than 200,000 people. Tampere University (TAU, Tampereen korkeakoulusaatio sr,) was created on 1 January 2019 as a merger of Tampere University of Technology (TUT) and University of Tampere (UTA). The multidisciplinary, foundation-based Tampere University is Finland’s second-largest university with 20.000 students and more than 300 professors.

Finland was ranked to be the world’s happiest country for 6th year in row.

For more information on Tampere University, visit

https://www.tuni.fi/en/about-us/tampere-university

 

Marie Skłodowska-Curie Post-Doctoral Fellowship Call

For more information, visit https://marie-sklodowska-curie-actions.ec.europa.eu/actions/postdoctoral-fellowships