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Research Assistant Position (PhD)

 

The Department of Quantitative Finance (chaired by Prof. Dr. Eva Lütkebohmert-Holtz) at the Albert-Ludwigs-Universität Freiburg im Breisgau seeks applications for a

 

PhD position (75% TV-L E13, State of Baden-Wuerttemberg scale)

 

in the field of Financial Economics or Mathematical Finance. The appointment will be made starting August 1st, 2019, or later. The position is funded by the German Research Foundation (DFG) and is not involving any teaching duty. The position is for a term of 2 years.

The successful applicant will be involved in a research project on post-crisis interest rate markets, including topics like

 

 empirical analysis of interest rate markets,

 modelling and forecasting of multiple yield curves,

pricing of interest rate derivatives,

stress testing and risk management.

 

Research background in one or several of the following fields is highly appreciated

 

quantitative finance, especially interest rate theory,

econometric/statistical methods, especially time series analysis,

machine learning tools,

 programming experience in R or Matlab.  

 

The University of Freiburg is an equal opportunity employer. Candidates must already be authorized to work in Germany. Applications including CV and relevant certificates are welcome before June 30th, 2019. Please, send applications to:

 

Albert-Ludwigs-Universität Freiburg
Faculty of Economics and Behavioral Sciences

Department of Quantitative Finance
Prof. Dr. Eva Lütkebohmert-Holtz
Platz der Alten Synagoge (KGII)
79098 Freiburg

or electronically to:

sekretariat@finance.uni-freiburg.de

JEL Classification: C, G

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