Applications are invited for the post of Postdoctoral Fellow in the Department of Economics. We seek strong candidates who can join our dynamic team to deliver outstanding research and teaching.
The successful candidate will join (50% of the post) the Leverhulme-funded research project: Information Content and Dissemination in High-Frequency Trading. The main goal of this project is to study information dissemination through the interaction of machines and humans in financial markets. Machines in the form of algorithms are nowadays an integral part of any financial market. In the last decades, there has been emerging interest in algorithms to make predictions and decisions in financial markets. The project intends to add a new dimension to it by studying the interaction between machines and humans. A key innovation of the project is the use of economic experiments where participants can be either humans or algorithms trained on high frequency datasets.
The successful candidate will work closely with the research team: Professors Francesco Feri (RHUL), Michael Naef (Durham) and Alessio Sancetta (RHUL). They are expected to engage as full member of the research team contributing to the analysis of high frequency data, developing algorithms, designing and coding economic experiments, analysing causal relations, providing with the development of the project’s output, including the preparation of outputs for journal submission.
For the remaining part of the post (50% of the post) the successful candidate will contribute to teaching and research in the department. The department is in the process of developing and integrating data science teaching and learning as part of our programmes from the undergraduate level through to the PhD level. The successful candidate will contribute expertise, staff training, and limited own teaching, as part of that process. Applicants with specialisations in Social Data Science or Computational Social Science are particularly welcome. Areas of desirable expertise include, but are not limited to, Data Visualization, Web-Scraping, Machine Learning, and Time Series Analysis with proficiency in one or more of the following programming languages (Python and R).
The successful candidate will also contribute to the research in department through collaborative / individual projects and will further engage with wider department activities around promoting student recruitment and experience.
For more details see: https://jobs.royalholloway.ac.uk/Upload/vacancies/files/4264/Job%20Description.pdf
If you have questions about the role, please feel free to contact Professor Dan Anderberg, Head of Department of Economics by email at Dan.Anderberg[at]rhul.ac.uk. For specific questions about the Leverhulme-funded project, contact Professor Alessio Sancetta by email at Alessio.Sancetta[at]rhul.ac.uk.
The Department of Economics is part of the School of Law and Social Sciences and has a consistent reputation as a top research department in the UK with strengths in all major fields of economics. We have a thriving undergraduate programme and offer a range of Masters programmes including economics and finance. The department is also home to an energetic PhD student community. Royal Holloway’s beautiful and leafy main campus is based in Egham, Surrey, near to Windsor Great Park and within commuting distance from London.
The Economics department are positive about flexible working and blended working arrangements and/or job-sharing can be considered.
To view further details of this post and to apply please visit https://jobs.royalholloway.ac.uk. The Human Resources Department can be contacted with queries by email at: recruitment[at]rhul.ac.uk
Please quote the reference: 1022-461
The closing date for applications is: 23:59, 22 November 2022
Interview Date: TBC (will be held end of November 2022)