Call for pre- or post-doctoral researcher in Financial Econometrics
Advertiser: Department of Statistical Sciences, Università degli Studi di Padova
Field(s) of specialization: Econometrics
Position type(s): Research Assistant
Location of job: Via Battisti 241, Padova, 35121, Italy
Degree required: Masters
Job start date: Flexible
Job duration: 1 year
Letters of reference required: 2
Target date for applications: 22 Mar 2024
Current search status: Position filled
Posting end date: 29 Mar 2024
Interviews: Interviews will be conducted remotely by video starting April, 2024.
Ad text:

The Department of Statistical Sciences of the University of Padova will release in the next two weeks one call for a 1-year grant, under my supervision, within the project “PRICE - A New Paradigm for High-Frequency Finance”.

Ideal applicants are close to completing or have already defended (preferred) a Ph.D. in applied statistics, econometrics, quantitative finance, or closely related fields. Coding ability in Matlab (preferred), Python or R, and knowledge of time series methods for financial data, in particular volatility modelling, are required. Knowledge of machine learning methods and financial markets functioning will be a plus.

The grantee will work on a research project at the interface between dynamic modelling of financial data, forecasting and machine learning.

The grant is of about 2.200 euro (net) per mont for 12 months.

The grantee is not required to be physically at the Department even though short regular periods at the department (about one week every two months) are expected, together with an initial setting-up period of two weeks.

The grant will start as soon as possible and, in any case, not later than the beginning of September. Therefore, it is highly recommended that applicants needing it already hold a Visa to enter the EU before applying to the position.

When the official call will be released, the application deadline will be set at the 29th of March 2024. Applications will be submitted through the PICA platform Candidates are required to submit, through the platform, a CV, publications, and reference letters. Candidates will be interviewed by video. Additional details will be provided in the official call, when released, including the exact link to the call for the submission of applications.

If you have any interest in this position, and would like to receive either more detailed information or the communication of the release of the call, please contact me at

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