The Scuola Normale Superiore announces a selection, based on work to date and interview, for a research contract as part of the research project “Dynamic networks: measure, model and mitigate financial risks”. The research fellow will work to to build financial data science models based on dynamic networks and through complex systems techniques, aimed at measuring different types of financial risks (credit risk, market risk, systemic risk) and at suggesting possible mitigation measures. Duration of the contract is 1 year (estimated starting: December 2018). Total gross remuneration, inclusive of all taxes: € 27.000,00. The application must be registered online by 23.59 (Italian time) of 23rd October 2018. Applications received and registered online after the deadline, for reasons not attributable to the Scuola, will not be admitted to the selection. Candidates are invited to read the official announcement published on the website of the Scuola Normale Superiore, at the following URL: https://www.sns.it/bando/assegno-di-ricerca-la-collaborazione-al-programma-di-ricerca- %E2%80%9Creti-dinamiche-il-rischio-finanziario-misure-e-modelli%E2%80%9D and to follow exclusively its detailed instructions should they decide to apply.
Applications are invited from candidates who have completed a Master’s degree in Mathematics, Physics, Computer Science, Statistics, Economy and finance, Economy of financial institutions and markets (in accordance with earlier Italian university regulations, or a second-cycle undergraduate degree as per the interdepartmental decree of 9 July 2009) and have carried out at least 2 years of post-graduation research activity in the above-mentioned disciplines. Candidates who have completed the aforementioned degrees abroad may also apply, if said degrees are recognized as equivalent to Italian degrees. Knowledge of English language is also required to carry out the research activity. PhD in Mathematics, Physics, Computer Science or Statistics is also relevant, but not required.
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