Would you like to get desired and prestigious EU funding for your Post-Doc? We are seeking talented data scientists and/or researchers in quantitative finance for hosting and coaching them for EU-funding with the goal to provide 2-3 year postdoc positions at research group on Financial Engineering, Faculty of Information Technology and Communication Sciences, Tampere University, Finland. Salary for funded MSCA-IF candidates will roughly vary between 4500€ – 5300€ per month.
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 IF-candidates will be hosted by Financial Engineering group/Tampere Universitylead by Professor Juho Kanniainen. During the past two years, Tampere University has been committed to fund a third years salary for successfully completed European Fellowships. The Financial Engineering group will jointly develop a competitive MSCA IF proposal with the applicant. We offer a fully funded visit (up to one week) to Tampere, Finland. The visit aims at jointly developing of a competitive MSCA IF-proposal together with the selected applicants and the supervisor, Professor Juho Kanniainen. Moreover, the applicants will receive professional coaching in proposal writing. The University’s Research Services will facilitate the visit.
Important dates:
- 30 April: Expression of Interest
- 17-19 June: Paid MSCA-IF Master Class (optional but highly recommended!)
- 11 September: Horizon 2020 MSCA-IF proposal submission deadline
Candidates should meet the following qualifications:
- A PhD degree in
- machine learning, data analytics or in general in data science;
- 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
How to apply?
If you are interested in to perform your post-doc research in Tampere, you, please send an email to juho.kanniainen@tuni.fi with “IF: First_name Last_name”. Please attach your CV and most important publications.
Who we are?
Our research group on Financial Engineering is located in the Faculty of Information Technology and Communication Sciences in Tampere University. Our focus is on statistical computing and data science 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:
https://academic.oup.com/rof/article-abstract/21/2/811/2670000
https://www.nature.com/articles/s41598-018-26575-2
https://ieeexplore.ieee.org/document/8476227 (or https://arxiv.org/pdf/1712.00975.pdf)
https://ieeexplore.ieee.org/document/8487014
https://www.sciencedirect.com/science/article/pii/S1544612318304367
https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0198807
Additionally, we are running many EU-funded projects. For more information, visit www.bigdatafinance.eu and https://www.investorcliques.eu.
Tampere
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 330 professors.
The University operates in the form of a foundation and conducts scientific research in technology, health and society and provides the highest education within these fields. It has also a long-standing tradition of collaboration with other research institutions and business life. We actively contribute to the creation of new business opportunities, companies and jobs arising from our research. We strengthen the industrial competitiveness and export industry of Finland.
In recognition of development activities related to research careers and the position of researchers at the University, the European Commission awarded university the right to use the HR Excellence in Research logo. Fellows will have access to transferable skills trainings and if suitable, they will be seconded to industry all with the purpose for further development of their careers in the academic and non-academic sector. We aspire to be the best university employer in Finland.
For more information on Tampere University, visit
https://www.tuni.fi/en/about-us/tampere-university