The doctoral project aims to investigate the existence of mispricing situations in various financial markets, i.e. the presence of new risk factors that are not well-identified yet.
• The project is funded by the Chaire Gestion de Patrimoine (Chair in Wealth Management) hosted by the Foundation of the University of Nantes.
• The candidate will be based either in Nantes (in LEMNA building, the Research Centre in Economics and Management of the University [see https://lemna.univ-nantes.fr/]) or in Paris (in VEGA IM building, one of the partner of the Chair) but will have to visit either Paris or Nantes frequently. In Nantes, the candidate will work closely with her/his advisors in LEMNA. In Paris, the candidate will interact with the research team of VEGA IM.
• The candidate will write a doctoral thesis under the supervision of Benoı̂t Sévi and Nicolas Rautureau, who are involved in the Chair. She/He will also benefit from interactions with numerous colleagues working on topics related to financial markets.
• In addition to writing her/his doctoral thesis, the candidate will improve her/his knowledge of financial markets through interactions with a competitive professional environment at VEGA IM. Moreover, she/he will improve her/his research skills by completing courses delivered by the Ecole Doctorale (EDGE).
• The position does not come with any teaching duties but reasonable volume of teaching is al-
lowed for volunteer candidates.
The candidate holds (or will hold by November 2019) a Master degree in Economics or Statistics (minimum 5 years of study) or an equivalent diploma (engineer school, business school, etc.), which should be completed preferably with honours.
• The candidate must have a deep interest in questions related to financial markets, portfolio allocation and a thorough knowledge of econometrics, and should be proficient in English. Basic knowledge of French would be appreciated.
• Preference will be given to students who have completed a second Master year with a research orientation and students who have taken courses or written a Master’s thesis in the field of financial economics.
• Experience in textual analysis and/or methods in machine learning would be appreciated.
• Experience in programming language is required, for example in Python, R, Matlab, Fortran,
• The candidate works independently, accurately and systematically.
• Expected start date in position: November 2019.
• Contract length: 3 years.
• The recruited person benefits from the complete French social insurance scheme (health care, etc.) without additional expenses.
• The Chair in Wealth Management will provide the PhD student with office space and computer facilities. The Chair will also cover travel expenses for frequent visiting between Paris and Nantes. A budget is available for participating to academic events such as workshops or conferences. Required softwares can be purchased by the Chair on demand.
Send a cover letter and a detailed Curriculum Vitae including a copy of all your exam results. Include one or two recommendation letters from Professors who could act as referees for your application.
Submissions that do not abide by these instructions will not be considered.
Email your application package to firstname.lastname@example.org and email@example.com
Submission deadline for application : September 30, 2019.