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Ph.D. position in Finance – Microstructure of the Collateral Market


Business School

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Prof R Beaupain , Prof G Wuyts Applications accepted all year round

About the Project

In the context of the joint Ph.D. program between IÉSEG School of Management and KU Leuven’s Faculty of Economics, we invite applications for a Ph.D. position in Finance – Microstructure of the Collateral Market.

ABOUT IÉSEG SCHOOL OF MANAGEMENT

• IÉSEG is AACSB, EQUIS and AMBA accredited.
• IÉSEG co-leads LEM which is a nationally accredited research center.
• IÉSEG’s faculty includes people from 45 different nationalities with PhD from leading universities around the world.

ABOUT FEB

• FEB is a faculty part of KU Leuven which is EQUIS accredited and is consistently ranked among the top-ten European universities in terms of scholarly output and ranked 45th in the 2020 THE overall ranking.
• FEB is committed to excellence in research with 9 interdisciplinary research centers and research groups.
• FEB faculty publish regularly in top international refereed academic journals.

QUALIFICATIONS

The successful applicant is expected to:
• Have graduated at the Master of Science level (or be close to completion) in Finance, Economics, Business Administration or equivalent. He/she is expected to demonstrate strong analytical skills and have a commitment to research excellence.
• Genuine interest for finance, central bank operations and financial data.
• Knowledge of a programming language is a plus.
• Be fluent in English. Working knowledge of French and/or Dutch is a plus.

The Ph.D. student will be supervised by Pr. Renaud BEAUPAIN (IÉSEG School of Management) and Pr. Gunther WUYTS (KU Leuven).

We are looking for candidates whose research interest are related to the microstructure of financial markets. Specifically, in Europe, while the Collateral Framework of the Eurosystem defines the characteristics of the securities that can be used as collateral in the credit operations of the European Central Bank, the series of unconventional measures taken by the central bank since 2008 have altered the dynamics of those markets. The Ph.D. candidate will explore the functioning of the markets for collateral in the euro area in the context of these developments. Applicants should have prior knowledge of programming languages (or be ready to learn them). The project will make use of quantitative methods and exploit the information contained in large sets of financial data (so-called high-frequency datasets).

WORKING CONDITIONS

The selected applicant is expected to begin their assignment in September 2020. Gross salary will be competitive with other European research and academic institutions. The Ph.D. student will be based in Lille (on the site of IÉSEG School of Management) but given the partnership with IÉSEG and KU Leuven, they will have to spend minimum 1 year in KU Leuven. The first year of the Ph.D. program will take place on the campus of KU Leuven. The Ph.D. student will get all the means and support to engage in innovative business relevant research projects with high potential to get published in international peer-reviewed journals.

APPLICATION PROCEDURE

Interested candidates must send their application through this online application form: https://ieseg.az1.qualtrics.com/jfe/form/SV_6wWhSh80ocWlqBf.

For any further question, please contact us by e-mail to: [Email Address Removed]

APPLICATION DEADLINE

We will begin considering candidates immediately and will continue until the position is filled. We encourage you to submit your application as soon as possible.
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