Optimizing Risk Management Strategies with Advanced Methods
Há 3 dias
In this role, you will have the opportunity to apply your knowledge of portfolio theory to optimize model combinations in forecasting exercises for economic and financial time series. You will work on incorporating these optimized models into risk management strategies, considering various risk metrics, optimization functions, alternative meta-learning structures, and systematic backtesting methods.
Work Plan and Goals:The focus of your work will be on research in advanced methods of risk analysis and management through the drafting of research papers within the scope of national and international projects. Compliance with ethical standards and responsibility is fundamental for this position.
Required Skills and Qualifications:- Bachelor's degree in Economics or Finance
- Master's degree in areas related to Risk Management
- Solid programming skills, particularly in Python and R
- Knowledge in Machine Learning
- Understanding of Data Science applied to Finance
This scholarship offers a unique opportunity to work in a renowned institution, NOVA Information Management School (Nova IMS), and contribute to cutting-edge research in the field of Risk Management. As a researcher, you will have access to state-of-the-art facilities and collaborate with experienced professionals in the field.
Additional Information:This position is open to national citizens or citizens of other member states of the European Union, citizens of third States, stateless persons, and citizens enjoying political refugee status. The estimated salary for this position is approximately €22,000 - €28,000 per year, based on the cost of living in Lisbon, Portugal.
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