To apply : see the CNRS web site http://bit.ly/2OLlRKu
Job Description
The goal is to analyse an OCR database giving the daily prices of the Coulisse and the Bourse de Paris from 1899 to 1939. This will produce an efficient tool for the understanding of the financial markets functioning. Such historical insights will help in understanding the today organization of financial markets. An econometrics and time-series analysis will be driven, agent-based modelling will be simulated and methods of visualization will help to provide educational data-based services. A comparative, long-term analysis of the robustness of two types of market organization (auction and OTC) will inform the debate about the re-organization and regulation of financial markets. This is a main issue of public policy.
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Applicants must have earned a PhD or a foreign degree that is deemed equivalent to a PhD in Computer Science, Physics, Applied Maths, or Economics, with experience in large data analysis and/or in any aspect relevant for the position (such as financial markets, statistics, econometrics, time series analysis, agent-basd simulations). The PhD degree should not be more than three years old by the application deadline, unless special circumstances exist.
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The candidate should be comfortable with systems level programming in general.
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Strong research merits and excellent publications are required.
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Proficiency in English, both spoken and written, is required,
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Good ability to co-operate and take own initiatives.
Work context
The CAMS is a joint unit of the French National Center for Scientific Research, the CNRS, and of the Ecole des Hautes Etudes en Sciences Sociales, the EHESS. The candidate will have to interact with researchers from other labs and with people from other research units, mainly economists and computer scientists.
The Postdoc will also work with/at the Complex system institute, the ISC-PIF, a CNRS facility unit.
The position is within the project HBDEX , " Exploration of Historical Big Data: application to financial data", supported by the ANR, with partners the CAMS, PjSE, and the LITIS (Rouen & IRISA Rennes).
The postdoc will work under the joint supervision of Annick Vignes (economist, ENPC & CAMS) and Jean-Pierre Nadal (CAMS).
Contact : Annick Vignes <annick.vignes@enpc.fr>
To apply : see the CNRS web site http://bit.ly/2OLlRKu