MSCA-PF 2023: Artificial Intelligence in Finance

Are you a young postdoc interested in the use of AI in financial risk modelling? Come to Brno via MSCA Postdoctoral Fellowship and conduct your research under the supervision of professor Štefan Lyócsa, one of our leading experts in the field, and his team.

The Faculty of Economics and Administration, Masaryk University, is currently looking for postdocs who would like to apply for Marie Sklodowska-Curie Actions – Postdoctoral Fellowship in the 2023 call. Join a prestigious team of experts in the field of financial risk modelling and gain valuable research experience! More information about the call and topics can be found here.

Only in the Czech Republic, your research proposal will have a triple chance of getting funded. First, there is the European funding via Horizon Europe – the MSCA-PF programme. The projects which gain the score of 93 percent or higher will be accepted. However, projects which receive a mark of 70 percent or higher will automatically be eligible for funding from the Czech Structural Funds. This is usually achieved by 80 percent of all applicants! The third option is to apply for ERA Fellowships.

What’s in it for you?

• Research experience aiming at top rated publications
• Collaboration with top scientists on projects in the field of empirical finance
• Background and support of a strong organization and staff experienced in administering MSCA projects
• MSCA-PF super gross salary of approximately 5000 € per month
• Workshops focused on writing successful research proposals and other topics
• Opportunity to further participate in interesting international projects

Who are we looking for?

• Young researchers who completed their PhD before 13^th September 2023 and not longer than 8 years ago
• Candidates who have not resided in the Czech Republic for more than 12 months during the last 3 years at the time of the deadline (13^th September 2023)

Supervisor

During your stay, you will be supervised by professor Štefan Lyócsa, one of our leading experts in financial risk modelling. His current research is concerned with instabilities of the financial system, market and credit risk and exploring the role of public attention and sentiment on asset price fluctuations. Moreover, Štefan is interested in data-driven topics related to the modelling of extreme price fluctuations, e. g. Value at Risk, Expected Shortfall. He is research-oriented and has co-authored over sixty peer-reviewed studies. However, he also works as an independent researcher for businesses and government institutions and enjoys teaching data analysis methods, which he has been doing for the past seventeen years, including preparing and leading courses.

Sounds interesting? If so, please submit the following documents to Jana Sosnová (Jana.Sosnova@econ.muni.cz) no later than on 19 March 2023:

• CV
• Annotation of your project (approx. half a page long)
• List of publications covering the last 5 years

Please, do not hesitate to reach out for more information.