3 PhD students in Computational Finance

DEADLINE for APPLICATIONS: January 24, 2012 CET

3-years fixed-term contract, 40h/week. Student and employee status.
Ref: F2R-LSF-PFN-11ESCA (to be mentioned in all correspondence).

The University of Luxembourg seeks to hire excellent PhD candidates for its research project ESCAPE, which is an interdisciplinary research project between the Department of Computer Science and the Luxembourg School of Finance. ESCAPE applies Text Mining and Machine Learning methods on financial news sources to document in a measurable way the structure and evolution of Europe's financial policy on the Eurozone crisis and to relate it to the reaction of capital market prices. We are therefore looking for outstanding doctoral candidates with excellent skills who will form an interdisciplinary research team.

The selected candidates will be working with the Computer Science department and the Luxembourg School of Finance. Since the project will start by April 1, 2012, the prospective candidates must begin on June 1, 2012 at the latest.

Your Role

• Contribute to the research project ESCAPE.
• Prepare a doctoral thesis in the field of Computational Finance. The thesis is to be prepared at the University of Luxembourg, Campus Kirchberg.
• Develop teaching material in Computational Finance and participate in teaching/tutorials of small groups of students at the rate of 1-3 hours per week.
• Contribute to the supervision of Bachelor and Master Theses with respect to ESCAPE.

For further information, please contact:

• Prof. Theoharry Grammatikos (Finance) Email: theoharry.grammatikos@uni.lu and/or
• Prof. Christoph Schommer (Computer Sciences) Email: Christoph.schommer@uni.lu

• Profile for PhD position "Computational Finance - Information Retrieval and Management": The candidate holds a Master's degree or equivalent in Computer Science or a comparable field. Strong programming skills, preferably in C++ or Java, as well as excellent skills in two of the following areas is mandatory: Information retrieval, Applied Linguistics, Massive Data Management. Fundamental knowledge in Finance will be considered as a plus.
• Profile for PhD position "Computational Finance - Information Mining": The candidate owns a Master/Diploma degree in Computer Science or equivalent with strong programming skills, preferably in C++ or Java. A solid background in the field of Information Mining, preferably in two of the following fields is mandatory: Sentiment analysis, Topic Detection, Information Extraction. Fundamental knowledge in Finance will be considered as a plus.
• Profile for PhD position "Computational Finance - Econometric Analysis": The candidate owns a Master's degree in Economics, Finance, Econometrics, with a strong foundation in Computer Science methods, or a Master's degree in Computer Science with strong skills/ motivation/interest in Finance. The University is an equal opportunity employer. We offer a competitive salary.

• A motivation letter, where the candidate clearly indicates the specific position she/he wishes to apply for and states her/his interest in the position.
• A detailed curriculum vitae with a list of publications and copies thereof, if applicable.
• A transcript of university studies, including a list of visited courses, marks, and grades.
• Two independent reference letters or the name, current position, and relationship to the applicant, of two independent referees. Candidates are kindly asked to apply for one position only. In case of being interested in a second position, she/ he should submit a second online application.