London School of Economics

Position Title/Short Description

Full Text of JOE Listing:

Salary from £36,647 to £44,140 pa inclusive with potential to progress to £47,456 pa inclusive of London allowance

This is a fixed term appointment for two years

Applications are invited for this postdoctoral Research Officer position to assist Dr. Jon Danielsson and Dr. Jean-Pierre Zigrand, the directors of the Systemic Risk Centre, in the programme of research attached to the ESRC Centre grant. The position is funded by the Economic and Social Research Council and IHS Markit.

As well as a demonstrated interest in systemic risk or financial stability, you will have a PhD (or be close to obtaining a PhD) by the post start date in economics, finance, or in a mathematical discipline which permits you to bring these tools to modelling and/or econometric work in financial economics. This position will involve research in derivative markets making use of specialized data sets provided by IHS Markit, and as such familiarity with capital markets in general and financial derivatives in particular is an asset.

You should be able to demonstrate a good knowledge of economic modelling methods and of the underlying mathematical and statistical/econometric tools, including programming skills in a language like R/Matlab/Python/Julia. Experience of presenting findings to scholarly audiences is essential.

You will have good quantitative research skills in order to conduct original analysis in finance and economics of a quality publishable in top quality peer-reviewed academic journals. You will have the ability to develop and execute a coherent plan of research. You should also have excellent written and oral communication skills.

Applicants with research interests in endogenous risk, amplification and interconnectedness in economic and financial systems are especially encouraged, as are applicants with an interest in the statistical measurement and modelling of systemic risk.

For further information about the Systemic Risk Centre, please visit our website www.systemicrisk.ac.uk.

We offer an occupational pension scheme, generous annual leave and excellent training and development opportunities.

To apply for this post, please go to www.lse.ac.uk/LSEJobs. If you have any technical queries with applying on the online system, please use the “contact us” links at the bottom of the LSE Jobs page. Should you have any queries about the role, please email Dr. Jean-Pierre Zigrand (j.p.zigrand@lse.ac.uk).

The closing date for receipt of applications is Wednesday 3rd February 2021 (23.59 UK time). Regrettably, we are unable to accept any late applications.