Research Associate

3 weeks ago


London, United Kingdom Imperial College London Full time

Location: South Kensington

About the role:

Applications are invited for a postdoctoral position in the Department of Finance, under the direction of Professor Walter Distaso.  The post will be based in the Department of Finance at the Imperial Business School, South Kensington Campus. The Department of Finance is a leading department in the UK and worldwide.

What you would be doing:

We are looking for motivated applicants with interest in high-dimensional econometrics, machine learning, nowcasting and time series analysis.  You will have experience in integrating advanced statistical techniques and ML models to forecast and analyse macroeconomic variables. Consequently, some familiarity with using programming languages such as Python, Matlab or R is a fundamental prerequisite.

You will take part in research supported by the EPSRC SONNETS (Scalability Oriented Novel Network of Event Triggered Systems) project.

What we are looking for:

  • A Doctoral degree in Economics, Finance, Statistics or another relevant area
  • A strong background in techniques and tools for high-dimensional problems
  • A strong background in time series econometrics
  • A strong background in machine learning for macroeconomics and/or finance
  • Proven research and publication record in applied macroeconomics and/or empirical asset pricing
  • Excellent coding skills in Python, Matlab or R.

What we can offer you:

  • The opportunity to continue your career at a world-leading institution
  • Sector-leading salary and remuneration package (including 39 days off a year)

Further Information

If you require any further details on the role please contact:

Walter Distaso, w.distaso@imperial.ac.uk Professor of Financial Econometrics

Hybrid working may be considered for this role. Staff working in roles that are suitable for hybrid working will normally be expected to work 60% of their time onsite. The opportunity for hybrid working will be discussed at interview.

£48,056 to £56,345 per annum



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