Laboratory for Financial Engineering and Risk Management

The Higher School of Economics Laboratory for Financial Engineering and Risk Management in Moscow Russia invites applications for postdoctoral research positions in the field of financial engineering and risk management.

The job involves:

-         working under the direct supervision of the Lab director professor Sergey Smirnov

-         participants are encouraged to pursue their own research in parallel with working on the Lab research projects in two broad areas:

o  risk measurement and modelling;

o  pricing risky assets.

-         writing research papers for international peer-reviewed journals in co-authorship with the members of the Lab

-         participation in organization of the events and other contribution to the Lab’s development

-         public presentations of candidate’s own research to the researchers in the field and the broader academic community

-         some teaching is encouraged, though not required.

The Lab offers access to various financial databases and terminals.

Requirements:

-         a PhD from an international research university in such fields as: finance, applied mathematics, statistics, physics or computer science.

-         a strong background in statistics, numerical methods and programming, financial markets and instruments.

-         ability to work in a team,

-         fluent English

-         relevant experience is an asset although not required

General conditions for Post-Doctoral Research positions can be found here. Appointments will be normally made for one year. 

A CV and research statement should be submitted via online application form and two letters of recommendation should be submitted by the referees directly to iri@hse.ru by February 15, 2018. Please note that direct applications to the hiring laboratory may not be reviewed.

 About HSE
HSE is a young, dynamic, fast-growing Russian research university providing unique research opportunities. For more information about HSE, please visit our web pages: Higher School of Economics, School of Finance or contact Zinaida Selenyova <zseleznyova@hse.ru> directly.

 Apply now