University College Dublin (UCD) has openings for Research Scientist positions for a programme of research in Financial Econometrics or Empirical Finance. The candidate(s) will work in the Financial Mathematics Computation Cluster (FMC2). The FMC Cluster is a collaboration between Industry, University College Dublin (UCD), Dublin City University (DCU) and Maynooth University.
The successful candidates will work under the direction of Professor John Cotter and Associate Professor Thomas Conlon. Applicants should have a background in Economics, Finance, Financial Economics, Computer Science or related disciplines.
The Valuation AND Risk (VAR) project is a research collaboration funded by Industry and Science Foundation Ireland. VAR is part of Science Foundation Ireland's Strategic Partnership programme. The VAR partnership will address critical research questions on asset valuation and risk. The goal of VAR is to build financial research capacity with Ireland and compete globally. We provide a rich and vibrant research environment for our researchers. The Post-Doctoral scholarships offer an attractive package including a competitive salary and support for research activities (travel grant, technology grant, access to a wide array of research databases etc.). While working in the VAR project you will be able to meet, share and collaborate with world-leading academics. The Scientific Advisory Board of VAR project includes: Prof Maureen O'Hara (Cornell), Prof Michael Brennan (UCLA), Prof John McConnell (Purdue), Prof Matthew Spiegel (Yale), Prof Rene Stulz (Ohio State), Prof Douglas Breeden (Duke) Prof Hassan Tehranian (Boston College) and Josef Zechner (WU Vienna University).
Applicants must have experience of research in econometric time series and cross sectional methods and modelling. Volatility modelling and risk measurement experience is highly desirable.
Selection criteria outline the qualifications, skills, knowledge and/or experience that the successful candidate would need to demonstrate for successful discharge of the responsibilities of the post. Applications will be assessed on the basis of how well candidates satisfy these criteria.