In the context of the joint Ph.D. program between IÉSEG School of Management and KU Leuven’s Faculty of Economics, we invite applications for a Ph.D. position in Finance - Predictive Modeling and Big Data Analytics for Risk Management.
ABOUT IÉSEG SCHOOL OF MANAGEMENT
The Ph.D. student will be supervised by Prof. Deniz Erdemlioglu (IÉSEG School of Management) and Prof. Bart Baesens (KU Leuven) as co-supervisor.
The successful candidate will work on developing new analytical tools as well as models for accurate risk monitoring and prediction. Grounded on the advances in data science (big data, alternative data) and financial technology, the target applications of the research project will cover industry-wide practices pertaining to the credit risk, systemic (cyber) risk, and global market risk that financial institutions are heavily exposed, particularly in the era of COVID-19 pandemic. Aligned with the conditions and expectations of regularity framework, the project flow will aim at reassessing and designing robust stress-stability tests, bringing novel insights to cope with disaster-type extreme financial risk.
The selected applicant is expected to begin in September 2021. Gross salary will be competitive with other European research and academic institutions. The Ph.D. student will be based in Lille (on the site of IÉSEG School of Management) but given the partnership with IÉSEG and KU Leuven, the student will have to spend minimum 1 year in KU Leuven. The first year of the Ph.D. program will take place on the campus of KU Leuven. The Ph.D. student will receive all the means and support to engage in innovative business relevant research projects with high potential to get published in top international peer-reviewed journals (such as Management Science or equivalent).
We will begin considering candidates immediately and will continue until the position is filled. We encourage you to submit your application as soon as possible.Continue reading
|Title||Ph.D. in Finance – Predictive Modeling and Big Data Analytics for Risk Management|
|Employer||IÉSEG School of Management|
|Job location||3 Rue de la Digue, 59000 Lille|
|Published||September 9, 2020|
|Job types||PhD  |
|Fields||Econometrics,   Risk Management,   Financial Economics,   Mathematical Economics,   Finance,   Big Data  |