Company:Lancaster University

Location:United Kingdom / Lancaster

Discipline:Financial Econometrics

Employment Type:Fixed-term


Lecturer in Financial Econometrics, fixed term until June 2020

Department of Accounting and Finance, Lancaster University Management School

Salary: base salary £42,418 + potential market supplement of up to £10,308
Closing Date: 2 July 2018
Interview Date: 16 July 2018

Reference: A2313

As part of the bilateral ESRC-FWF research grant on ‘Order Book Foundations of Price Risks and Liquidity’ awarded to the Department of Accounting and Finance at Lancaster University Management School (LUMS), UK, and the Department of Statistics and Operations Research at the University of Vienna, Austria, the Department of Accounting and Finance at LUMS invites applications for a research focused position at the Lecturer level (Assistant Professor) with the effective hire date of September 2018 or earlier. The objectives of the research project are to improve our understanding of the microstructure of equity and derivative markets, their interrelations on a micro level and their information content for future prices, volatility, liquidity and jump risks. It therefore involves financial econometrics, limit order book analysis, volatility modelling, market microstructure and derivative pricing.

We generally welcome applications from excellent candidates with a background in applied econometrics and statistics. Candidates should ideally have expertise in (high-frequency) financial econometrics including areas such as limit order book analysis, volatility modelling, market microstructure and derivative pricing or should be willing to gain know-how in these areas. Advanced programming skills are also highly welcomed.

Lancaster University is ranked in the top 10 of UK universities in the latest Complete University Guide (8th), Guardian University Guide (9th) and Times & Sunday Times Good University Guide (6th). The Department Accounting and Finance is one of the largest departments within LUMS — a world-ranked international business school that has consistently ranked among the UK’s top ten universities for nearly two decades. LUMS is one of few business schools whose programs are accredited by all three international business school accreditation bodies: AMBA, EQUIS and AACSB. In the latest Research Excellence Framework (REF2014), LUMS is ranked top business school in the UK for 'research power', and 80% of our research activity is judged to be world-leading or internationally excellent. It provides an excellent research environment, including generous research budgets, subscriptions to state-of-the-art databases, and partnerships with top US and European schools for short-term visiting positions.

Candidates should have a PhD in Finance, Econometrics, Statistics, Economics or a related discipline, either already awarded or capable of final completion before the start of the position; and should have research interests that contribute to the ESRC-FWF research grant programme which funds the appointment, such as high-frequency econometrics, market microstructure and derivative markets; skills necessary for the statistical analysis and management of very large datasets; willingness to work with international partners on the research programme, and to travel as appropriate; and experience of working co-operatively and flexibly with colleagues including undertaking appropriate administrative duties.

The position is offered as a predominately research focused position, with the possibility of a considerable salary top-up of up to £10,308 for teaching activities in the department of Accounting and Finance, which can mutually be agreed between the position holder and the department.

Please apply through our online application system https://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A2313 and include a cover letter, your curriculum vitae with details of three potential referees, copies of at least 2 of your research articles (or a copy of your PhD dissertation) and evidence of your academic qualifications.

For informal inquiries, please contact:

Further details about the Department of Accounting and Finance at LUMS can be found at: http://www.lancaster.ac.uk/lums/accounting-and-finance/

Further information about our partner

in the Department of Statistics and Operations Research at the University of Vienna can be found at: https://homepage.univie.ac.at/nikolaus.hautsch/

Contact Person:If you wish to apply for this position, please specify that you saw it on AKADEUS.

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