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Post-doc position in data science applications for financial risk modeling

posted on 07 October 2016

The University of  Zagreb, Faculty of Electrical Engineering and Computing is offering a postdoc research position studying data science applications in financial risk modelling. Please feel free to share this post with any potential candidate. The starting date of the position is late 2016.

Research project: The postdoctoral research position is a part of the ASYRMEA (Algorithms for Systemic Risk Measurement) project, funded by the Croatian Science Foundation. The project investigates the dynamics of complex financial systems with the goal of uncovering methods for identifying, measuring and managing risk. The postdoctoral researcher will be focused on data-driven scientific approaches to modelling and managing systemic risk. The scope of the work includes development, testing and analyzing statistical and computational models with application to market modelling, asset allocation and risk management.

We offer an inspiring environment and a team of experienced researchers, with backgrounds in statistical physics, mathematical finance, and machine learning. The team focuses on high-quality research in the areas of computational and quantitative finance, collaborates closely with the financial industry, and publishes results in top quality international journals.

For more information or potential applications contact prof. Boris Podobnik (bp@phy.hr) or prof. Zvonko Kostanjčar (zvonko.kostanjcar@fer.hr)

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