- JOB
- Italy
Job Information
- Organisation/Company
- Università degli Studi di Napoli Federico II
- Department
- Political Science
- Research Field
- Economics » EconometricsMathematics » Statistics
- Researcher Profile
- First Stage Researcher (R1)
- Country
- Italy
- Application Deadline
- Type of Contract
- Temporary
- Job Status
- Full-time
- Is the job funded through the EU Research Framework Programme?
- H2020 / Marie Skłodowska-Curie Actions
- Reference Number
- 101119635
- Is the Job related to staff position within a Research Infrastructure?
- No
Offer Description
Position available within the research project entitled: “Digital Finance - Reaching New Frontiers (DIGITALthrough the Horizon Europe Marie Skłodowska-Curie Actions for Doctoral Networks (MSCA DN). For all instructions and templates to be used during the application phase, it is ESSENTIAL to consult the call for recruitment available at the following link: Call for Recruitment: MSCA Digital Finance Project IRP 10 | www.scienzepolitiche.unina.it
We are looking for a highly motivated and creative PhD candidate interested in advanced statistical modelling with application to Green AI, a concept with multiple applications in the financial field.
From a methodological point of view, the candidate will have to deal with statistical models capable of processing complex data systems. In particular, models for categorical data. From an application perspective, the project provides reports on pricing and risk management of green financial instruments in all asset classes, with a focus on new product development, model validation, model risk management, funding and counterparty risk, fair and prudent valuation, and applications. The project also aims to carry out studies on financial inclusion and inequality. During the project, the candidate will work closely with industry and with a doctoral training network spread across Europe, including extended research stays abroad.
The successful applicant will join the Dep. of Political Science, University of Naples Federico II.
Background
This Ph.D. position is the one of the two positions at the University of Naples Federico II and one of 19 in the context of the international Marie Skłodowska-Curie Actions project DIGITAL. For the general description of DIGITAL and the Ph.D. positions, please check https://www.digital-finance-msca.com/.
DIGITAL's main goal? To significantly advance the methodologies and business models for Digital Finance through the use of five interconnected research objectives https://www.digital-finance-msca.com/:
- Ensure sufficient data quality to contribute to the EU's efforts of building a single digital market for data
- Address deployment issues of complex artificial intelligence models for real-world financial problems
- Validate the utility of state-of-the-art explainable artificial intelligence (XAI) algorithms to financial applications and extend existing frameworks
- Design risk management tools concerning the applications of the Blockchain technology in Finance
- Simulate financial markets and evaluate products with a sustainability component
The description here focuses on the specific position " Experimenting with Green AI to reduce processing time and contributes to creating a low-carbon economy (IRP 10)" (mainly included in WP5 Sustainability of digital finance), outlining the project's key take aways and desired skillset of prospective candidates.
The challenge
This research objective focuses on experimenting with green AI concepts in multiple applications in finance, analysing economical and practical impact of its deployment in industry. It facilitates the exchange of innovative ideas and cooperation opportunities in the field of Environmental, Social, and Governance (ESG), Sustainable Finance, and ESG Technology
This Ph.D. project is committed to a comprehensive exploration of the intersection between finance and sustainable business models, with a specific focus on credit risk assessment through the use of AI. Our goal is to provide innovative AI tools and models to businesses and society to promote sustainable financial strategies based on principles of sustainability, fairness, and transparent credit risk assessment.
How to apply
Applications should be submitted via email to leonese@unina.it, with a cc to ludovicamariafrancesca.danna@unina.it, and the subject line should read "APPLICATION MSCA DIGITAL IRP 10" (CV, COVER LETTER, SELF DECLARATION OF HONOUR), by the given deadline. In order to be eligible, the online application form must be submitted together with a set of due application documents, each using the templates provided at the same link of this notice (Call for Recruitment: MSCA Digital Finance Project IRP 10 | www.scienzepolitiche.unina.it).
Furthermore, you must send an academic record with scan of the degree qualifications (Documents proving your educational level and field of study) and a copy of your passport/ID.
Where to apply
- leonese@unina.it
Requirements
- Research Field
- Economics » Econometrics
- Education Level
- Master Degree or equivalent
- Research Field
- Mathematics » Statistics
- Education Level
- Master Degree or equivalent
- Master’s degree in Statistics, Business, Economics, Engineering, Information Technology, Computational Science or related fields;
- A strong passion and outstanding skills in data science and experience working with programming languages and statistical software such as Python, R, Stata or SAS;
- Knowledge on quantitative modelling of financial markets or in economics, econometric techniques, machine learning or quantitative empirical research methods;
- The ability to work on real-world problems in an interdisciplinary and internationally oriented environment;
- Good communication skills and an excellent command of English.
- Good programming skills.
- A sound statistics background.
- Good Finance knowledge.
- Familiarity with credit risk modeling processes and regulations is a plus.
Interested and motivated candidates are encouraged to apply, even when not yet possessing all desired skills. Through self-driven learning and doctoral training, you will be able to develop relevant skills on the job.
Research Field
Statistics, Economics
- Languages
- ENGLISH
- Level
- Excellent
- Years of Research Experience
- 1 - 4
Additional Information
As a PhD student, you will have the opportunity to work in a diverse environment, strongly connected to the business sector. Your main benefits:
- very attractive salary plus an allowances package in accordance with the Marie Skłodowska-Curie Actions (MSCA) rules and the personal circumstances of the applicant.
- Get the PhD diploma in the oldest, largest and most performant Italian university.
- This PhD position includes two research stays at industrial partners: Athena Research Center and Deloitte, as described here:
https://www.digital-finance-msca.com/experimenting-with-green-ai
Candidates must have a 2-year master's degree (120 ECTS)
Master’s degree in Statistics/Business/Economics/Engineering/Information Technology/Computational Science or related fields and very good programming skills.
Must not have resided or carried out their main activity (work, studies, etc.) in Italy, for more than 12 months in the 3 years immediately preceding the date of recruitment;
Must have strong written and oral communication skills in English.
Should be in the first four years of their research careers at the time of recruitment and have not been awarded a doctoral degree so far.
For all information regarding the procedures and dates scheduled for the selection process, please refer to the details provided in the call for recruitment available at the following link: Call for Recruitment: MSCA Digital Finance Project IRP 10 | www.scienzepolitiche.unina.it
Additional information can be obtained at https://www.digital-finance-msca.com/ or maria.iannario@unina.it CC to jorg.osterrieder@utwente.nl
- Website for additional job details
Work Location(s)
- Number of offers available
- 1
- Company/Institute
- Università degli Studi di Napoli Federico II - Dipartimento di Scienze Politiche
- Country
- Italy
- Geofield
Contact
- City
- Naples
- Website
- Street
- Via Leopoldo Rodinò, 22
- Postal Code
- 80138