Postdoctoral Research Assistant in Economics - JOBS.ac.kr(잡스) - 대한민국 최대 석박사 채용정보, 잡스!

{"job":{"jobId":2489906,"fk_accountId":null,"fk_organizationId":735,"fk_adminAccountId":null,"title":"Postdoctoral Research Assistant in Economics","description":"\n\nLocation: Egham\nSalary: £39,233 per annum - including London Allowance\nThis is the expected starting salary for this post however appointment at a higher point may be made for candidates who demonstrate exceptional skills and experience relevant to the role.\nPost Type: Full Time\nClosing Date: 23.59 hours BST on Thursday 21 September 2023\nReference: 0923-410\n\n\nFull Time, Fixed Term (24 months)\n\n\nApplications are invited for the post of Postdoctoral Research Fellow in the Department of Economics.\n\n\nWe are looking for a highly motivated individual to join the research project:\n\n\nInformation Content and Dissemination in High-Frequency Trading\n\n\nThe 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.\n\n\nThe aim of the project is to address the following questions:\n\n\n<ol>\n<li>How do human participants react to the presence of algorithms in the market?</li>\n<li>How is information dissemination within electronic markets affected by the presence of algorithms? Are human and algorithmic traders able to detect the information disseminated in the market? How can they learn from each other?  </li>\n<li>How does the presence of algorithms affect the dynamics of electronic financial markets? How unstable and manipulatable a market becomes as the proportion of algorithms increases? </li>\n<li>How well can an algorithm learn from historical data? Can such a trained algorithm adapt to learn from new data from experiments? How well can an algorithm learn to account for its actions when such actions impact the environment?  </li>\n</ol>\n\n\nTo answer these questions, a considerable innovation of the project is the use of economic experiments where participants can be either humans or algorithms trained on high frequency datasets.\n\n\nThe project is empirically focussed and requires programming knowledge of Python. Moreover, data management skills and high level of competence in econometrics and machine learning are desired. Experience in economic experiments would also be desirable. Most of all, the successful candidate will have a great enthusiasm to conduct research on this topic.\n\n\nThis is a project funded by the Leverhulme Trust. The successful candidate will work full time on this project.\n\n\nThe 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.\n\n\nThe successful candidate needs to have much of the following essential experience:\n\n\n<ol>\n<li>Data analysis of high frequency data sets; experience with the Lobster database is a plus;</li>\n<li>Modelling structural causal relations; knowledge of FAVAR, ICA, Pearl’s do operators is a plus;</li>\n<li>Knowledge of high dimensional econometric literature and state of the art machine learning estimation methods;</li>\n<li>Designing economic experiments;</li>\n<li>Setting up and coding economic experiment using major online platforms;</li>\n<li>Econometric analysis of experimental data including diff-diff methods and the relevant literature on causality to evaluate treatment effects; </li>\n<li>Knowledge of Python is a must, and possibly Matlab; experience with high performance coding and modules such as numba and multiprocessing is a plus. </li>\n<li>Ability to keep accurate records, strong communication skills, experience with interacting with research users and with researchers from related disciplines, and ability to work independently under regular supervision as well as within a team setting.</li>\n</ol>\n\n\nThe post is based in Egham, Surrey, where the University is situated in a beautiful, leafy campus near to Windsor Great Park and within commuting distance from London. Meetings with the team will take place at Royal Holloway or virtually. Work on data analysis can be done from a location of choice subject to appropriate data security. Economic experiments will be carried out in a dedicated lab of the Egham Campus. There might be the possibility to use facilities in Central London based on project requirements.    \n\n\nFor an informal discussion about the post, please contact Prof. Alessio Sancetta by email on <a data-mz=\"\" href=\"mailto:Alessio.Sancetta@rhul.ac.uk\" rel=\"no-follow\">Alessio.Sancetta@rhul.ac.uk</a>.\n\n\nFor queries on the application process the Human Resources Department can be contacted by email at: <a data-mz=\"\" href=\"http://www.rhul.ac.uk/Personnel/JobVacancies.htm\" rel=\"no-follow\" target=\"_blank\">recruitment@rhul.ac.uk</a> \n\n\nPlease quote the reference: 0923-410\n\n\nClosing Date: Midnight, 21 September 2o23\n\n\nInterview Date: To Be Confirmed\n\n\nFurther details:    <a data-mz=\"\" href=\"https://jobs.royalholloway.ac.uk/Upload/vacancies/files/4867/Job%20Description.pdf\" rel=\"no-follow\" target=\"_blank\">Job Description</a>     <a data-mz=\"\" href=\"https://jobs.royalholloway.ac.uk/Upload/vacancies/files/4867/Person%20Specification.pdf\" rel=\"no-follow\" target=\"_blank\">Person Specification</a>    \n\n\nhis position is not eligible for hybrid working.\n\n\nRoyal Holloway is committed to equality, diversity and inclusion (EDI), and encourages applications from all people regardless of age, disability, gender, marital status, parental status, race, religion or belief, sexual orientation, or trans status or history. More information on our structures and initiatives around EDI, including information on staff diversity networks, can be found on our <a data-mz=\"\" href=\"https://intranet.royalholloway.ac.uk/staff/your-employment/human-resources/equality-and-diversity/home.aspx\" rel=\"no-follow\" target=\"_blank\">Equality and Diversity Intranet page</a>\n\n\n","pdfUrl1":null,"location":"Egham, United Kingdom","location1":"유럽","location2":null,"location3":null,"type":"2","applyUrl":"https://jobs.royalholloway.ac.uk/vacancy.aspx?ref=0923-410","fileUrl1":null,"fileUrl2":null,"fileUrl3":null,"fileUrl4":null,"fileUrl5":null,"fileUrl6":null,"fileUrl7":null,"workingHour":"Full Time","contractType":"Fixed Term","salary":null,"original_id":"UNI|351568","original_domain":"timeshighereducation.com","original_url":"https://www.timeshighereducation.com/unijobs/listing/351568","original_isPremium":null,"closeType":1,"closedAt":"2023-09-21T00:00:00.000Z","requireEducation":10,"managerTel":null,"managerFax":null,"managerEmail":"recruitment@rhul.ac.uk","managerName":"ROYAL HOLLOWAY, UNIVERSITY OF LONDON","managerPhone":null,"managerAddress":"Egham, United Kingdom","log_hit":2,"log_like":0,"publishState":1,"organizationName":null,"organizationName_en":null,"organizationName_alt":null,"del_yn":"N","createdAt":"2023-09-11T16:04:10.000Z","updatedAt":"2023-09-11T16:04:10.000Z"},"organization":{"organizationId":735,"lv1Id":null,"lv2Id":null,"name":"Royal Holloway, University of London","name_en":"Royal Holloway, University of London","name_alt":",","introduction":"Royal Holloway, University of London is a top 20 UK university*, one of the UK’s leading research-intensive universities**, and home to some of the world’s leading experts in the sciences, arts, business, economics and law.&nbsp;Its teachers and researchers change lives, expand minds and help current and future leaders understand power and responsibility. The university consistently ranks highly for student satisfaction and in the latest independent survey of third-year undergraduate students (NSS, 2018), Royal Holloway scored 88% in overall satisfaction.&nbsp;The university has been ranked highly in the UK for international outlook. They welcome students and academics who travel from all over the world to study and work here, ensuring an international and multi-cultural perspective within a close-knit and historic campus.&nbsp;Royal Holloway, University of London, has its roots in two pioneering colleges for women, Royal Holloway College and Bedford College. Social reformer Elizabeth Jesser Reid founded Bedford College in 1849 while Royal Holloway was founded by Victorian entrepreneur and philanthropist Thomas Holloway, and opened by Queen Victoria in 1886. The colleges became part of the University of London in 1900 and after becoming co-educational in 1965 the two colleges merged in 1985 to become Royal Holloway, University of London.&nbsp;The university is set on a 135 acre campus, which is located in Egham, Surrey, 40 minutes south west of central London and just 7 miles from Heathrow airport.&nbsp;A state-of-the-art library at the heart of the campus offers more than 1,250 study seats and different zones to accommodate every type of study: silent, social, creative and collaborative. As well as the library, students can study in the original and historic Victorian Reading Room in the Founder's Building and also have access to all the other libraries within the University of London, including Senate House Library, in central London.&nbsp;*(The Times and Sunday Times Good University Guide, 2020) **The university was ranked within the top 25% of universities in the UK for research rated ‘world-leading’ or ‘internationally excellent' in the most recent Research Excellence Framework, 2014.","logoImg":"","logoImgSquare":"https://s3.ap-northeast-2.amazonaws.com/jobs.ac.kr/dev/images/Smaller_Royal_Holloway_logo_660504516222.jpg","homepageUrl":"https://www.royalholloway.ac.uk/","infoUrl":"https://www.timeshighereducation.com/world-university-rankings/royal-holloway-university-london","country":"GB","state":"Egham, Surrey","location":"유럽","address":"Egham Hill, Egham, Surrey, TW20 0EX, United Kingdom","phoneNumber":"+44 1784 434455","faxNumber":"","type":1,"univType1":"대학","univType2":"대학교","univType3":"","univType4":"본교","establishedAt":"1879-01-18T00:00:00.000Z","count_majors":null,"count_students":null,"meta_competitiveness":"","publishState":1,"updatedAt":"2020-04-09T18:31:40.000Z","createdAt":"2020-03-04T20:13:07.000Z","default_1_bannerImage":null,"default_1_bannerImageMobile":null,"default_2_bannerImage":"https://s3.ap-northeast-2.amazonaws.com/jobs.ac.kr/dev/images/royal_pc_1224972070924.png","default_2_bannerImageMobile":"https://s3.ap-northeast-2.amazonaws.com/jobs.ac.kr/dev/images/royal_m_1272035731881.png","default_3_bannerImage":"https://s3.ap-northeast-2.amazonaws.com/jobs.ac.kr/production/images/ROYALHOLLOWAY_993894221060.jpg","default_3_bannerImageMobile":null}}