Postdoctoral position in agent-based modelling of financial markets

The Department of Sociology, Faculty of Social Sciences, University of Copenhagen (UCPH), invites candidates for an 18-months fixed-term postdoctoral position in agent-based modelling of financial markets, ideally beginning 1 January 2023.

Duties and Responsibilities
The candidate’s role is to collaborate on a research project, funded by the Villum Foundation, that examines the role, inner workings, and consequences of predictive natural language processing (NLP) algorithms that are used for trading purposes in the financial markets. Specifically, the candidate will be developing agent-based simulations that integrate NLP trading algorithms, including analyzing how agents deploying predictive NLP-based strategies interact with other market participants as well as what effects their presence has on markets under various conditions.

Your Competencies and Opportunities
The candidate must have obtained a Phd degree and should have extensive experience with agent-based models applied to financial markets as well as thorough knowledge about market microstructure. The candidate must also be proficient in C# and python.

Strategy of the Faculty of the Social Sciences
The Department of Sociologyis part of the Faculty of the Social Sciences. The Faculty is a successful academic community that strives to put knowledge into action by:

• Engaging partners in the co-creation of knowledge, learning and social change.
• Empowering our students to become reflective and responsible citizens who have the vision, the knowledge and the competences to change society for the better.
• Energising global, European and Danish communities of knowledge by innovating research methodologies and by research findings with impact

For more on the Faculty strategy, see: samf.ku.dk/fakultetet/strategi
You can read the Department’s strategy here: www.soc.ku.dk/instituttet/ledelse/strategi-pdf/Strategy_-_Sociology_2018-2023_.pdf  

Terms of Employment

The recruitment process
Further information on the recruitment process at University of Copenhagen can be found here: employment.ku.dk/faculty/recruitment-process

An Equal Opportunity Workplace
The University of Copenhagen is committed in its pursuit of academic excellence to equality of opportunity and to creating an inclusive working environment and therefore encourages all qualified candidates to apply, regardless of personal background, gender, sexual orientation, age, disability, ethnicity etc.

For more on the diverse working place environment at the University and the University’s participation in the HRS4R HR Excellence in Research, see: employment.ku.dk/working-at-ucph/eu-charter-for-researchers

International applicant?
The University of Copenhagen offers a broad variety of services for international researchers and accompanying families, including support before and during your relocation and career counselling to expat partners.
Please find more information about these services as well as information on entering and working in Denmark here: ism.ku.dk

Contact information
Information about the recruitment process is available from HR, e-mail: [email protected], please refer to ID number: 211-1216/22-2I

Additional information about the position can be obtained from Professor Christian Borch, e-mail: [email protected]

How to apply
Submit a complete application at our online portal. Click on the “Apply now” icon at the bottom of the page to apply.
The documents must be in Adobe PDF or Word.  

Your application must be written in English and include the following documents:

• Motivated application (1 page)
• Curriculum vitae
• Diploma (Phd, master and bachelor)

The closing date for applications is 9 October 2022 23:59 CEST

Applications or enclosures received thereafter will not be considered.

Part of the International Alliance of Research Universities (IARU), and among Europe’s top-ranking universities, the University of Copenhagen promotes research and teaching of the highest international standard. Rich in tradition and modern in outlook, the University gives students and staff the opportunity to cultivate their talent in an ambitious and informal environment. An effective organisation – with good working conditions and a collaborative work culture – creates the ideal framework for a successful academic career.