Department of Economics, Consortium for Data Analytics in Risk

Position ID: CDAR-POSTDOC [#10861]
Position Title: CDAR Swiss Re Postdoctoral Fellow at UC Berkeley
Position Type: Postdoctoral
Position Location: Berkeley, California 94720, United States [map]
Subject Areas: Machine Learning, FinTech, Statistics, Mathematics, Economics, Engineer
Application Deadline: 2018/07/25 finished (posted 2018/02/23, finished 2018/04/18)
Position Description:    

*** this position has been closed, and no new applications will be accepted. ***

* this map is a best-effort approximation. Open in Google Maps directly.

Consortium for Data Analytics in Risk 
Postdoctoral Fellow Position 

The Consortium for Data Analytics in Risk (CDAR) invites applications for a Swiss Re Postdoctoral Fellowship to begin as soon as possible. This position supports a collaboration between CDAR and Swiss Re. 

Working with faculty from economics, engineering, mathematics and statistics, the Swiss Re Postdoctoral Fellow will use methods from data science to identify Environmental, Social, and Governance (ESG) factors and determine their characteristics. As background for this project, the Fellow will survey and assess ESG metrics from SASB and other established sources, and profile ESG indexes. Relevant statistical techniques include traditional factor analysis and regression, text analysis and natural language processing, and supervised, reinforcement and unsupervised learning. 

The successful applicant will join a dynamic research group dedicated to deepening our understanding of financial markets. We welcome applications from individuals who have outstanding data and computing skills, a track record of scholarship in one of data science or financial economics, and an interest in applying data science to financial economics. 

The CDAR fellow will have the opportunity to collaborate with researchers at UC Berkeley and at CDAR academic and industry partners. 

Expectations of a CDAR Fellow: 
A CDAR fellow must be a highly motivated, collaborative and accomplished scholar with a Ph.D. in Economics, Engineering, Finance, Mathematics Statistics, or another quantitative field. Curiosity, initiative and excellent communication skills will facilitate the teamwork and cross-fertilization of ideas that facilitate solutions to the multi-disciplinary problems we want to tackle.

Primary Duties of the CDAR Fellow: 
  • Carry out independent and collaborative research 
  • Publish in leading academic and practitioner journals 
  • Give presentations at academic and industry conferences 
  • Assist in organizing the annual CDAR symposium 
  • Assist in supervision of graduate and undergraduate students 
  • Contribute to building a community of engaged researchers 
  • Participate in educational events 
Required Qualifications: 
  • All of the requirements for a Ph.D. or equivalent degree must be completed by the start date 
Additional Preferred Qualifications: 
  • Proven experience in data-intensive analysis in research projects 
  • Proven track record of interdisciplinary collaboration 
  • Experience leading and organizing conferences and workshops 
  • Experience writing grant proposals 
About the CDAR Fellowship: 
The postdoctoral position will be for an initial term of one year, renewable for a second year. 

About CDAR: 
CDAR provides an international and interdisciplinary platform to explore applications of data science to risk measurement and management problems. 

CDAR is an industry partnership established with initial funding from State Street Bank and Trust; current industry partners include State Street, Swiss Re in Zurich, Switzerland, and AXA Rosenberg in Orinda, California. CDAR’s academic partners include the Center for Risk Management Research (CRMR) and the Berkeley Institute for Data Science (BIDS) at UC Berkeley, The Advanced Financial Technologies Laboratory (AFTL) at Stanford, and the School of Finance at Southwestern University of Finance and Economics (SWUFE) in Chengdu, China. 

Housed on the Berkeley Campus within the Economics Department, CDAR is actively engaged with experts at its academic and industry partners. 

The University of California is an equal opportunity/affirmative action employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, age, or protected veteran status. For the complete University of California nondiscrimination and affirmative action policy, see http://policy.ucop.edu/doc/4000376/NondiscrimAffirmAct. CDAR is interested in candidates who will contribute to diversity and equal opportunity in higher education through their work. 

To apply, please submit the material listed below to the following email address: cdar@berkeley.edu. The position is open until filled. 
  • Cover Letter 
  • Curriculum Vitae 
  • Contact information for three references

Application Materials Required:
Submit the following items online at this website to complete your application:
And anything else requested in the position description.

Further Info:
cdar.berkeley.edu
 
579 Evans Hall
Berkeley, CA 94720

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