01/04/2019
Marie Skłodowska-Curie Actions

Université Claude Bernard Lyon 1- Hosting offer for an MSCA-IF post-doc candidate in Finance, Green Finance and Corporate Social Responsibility

This hosting has expired


  • OFFER DEADLINE
    30/07/2019 16:30 - Europe/Athens
  • EU RESEARCH FRAMEWORK PROGRAMME
    H2020 / Marie Skłodowska-Curie Actions
  • LOCATION
    France, Villeurbanne
  • ORGANISATION/COMPANY
    Lyon Ingénierie Projets
  • DEPARTMENT
    Institute of Actuarial Science and Finance
  • LABORATORY
    Laboratory of Actuarial Science and Finance

The Laboratoire de Sciences Actuarielle et Financière (LSAF) is a leading actuarial research lab in Europe and undertakes inter-disciplinary research on risks in insurance and finance. The research topics of the laboratory are always evolving to include new risks (human longevity improvements, natural hazards...), recent accounting standards (IFRS), new prudential regulation systems (Basel 4, Solvency 2) as well as new risk management practices (Enterprise Risk Management) or new business models with Big Data and Analytics in insurance. Current team research projects concern in particular the impact of modeling and data analytics on the management of insurance and financial firms, environmental risks, longevity risk management and public health, long term investments and ESG, as well as behaviours and risks.

Strongly associated to ISFA graduate school of actuarial studies, LSAF gathers 30 permanent researchers, 4 post-docs and 18 PhD students. LSAF is part of University Claude Bernard Lyon 1 (UCBL), a multidisciplinary university in the primary fields of science and health. With over 2630 professors and assistant professors and 39,000 students, leading to more than 4500 internationally published articles and 40 patents per year. The University is involved in more than 80 European Union projects.

The LSAF offers to host a MSCA Individual Fellowship candidate ("Experienced Researcher" according to the Marie Sklodowska Curie categories, typically a post-doc), submitting an application to the next MSCA-IF call for proposals (deadline september 2019), interested to work on the following research topic:

The importance of so-called green finance has been growing during the last years. In this context, Green Convertible Bonds – (GCB)- have recently been issued (e.g. Sumitomo Foresty co 2018). Mixing the classic models of valuation of convertible bonds (Merton 1974, Brennan & Schwartz 1977 & 1980, Goldman Sachs 1994, Augros & Leboisne 1997, …) with green bonds valuation techniques, the present research project aims at exploring investment and asset-liability management strategies involving GCB’s. In addition, the specific CSR impacts of the issuance of GCB’s associated with a low coupon rate will be examined.

The fellowship could last for 12 to 36 months, depending on the type of Individual Fellowship.

Supervision:

The successful Marie-Curie Post-doctoral fellow will be supervised by Nicolas Leboisne.

Nicolas Leboisne is associate professor and Head of ISFA, UCBL. His research interests include finance, convertible bonds and insurance and reinsurance captives.

Application process to LSAF:

Interested candidates are invited to contact us exclusively by email at postdoc-1920@isfa.fr

Make sure that you include the reference "Post-doc 1920" in the title of your email. Please attach a CV, a motivation letter, your MSc marks, as well as a 1-page research proposal.

NB: Candidates will receive the support of the LSAF supervisors, as well as a professional grant application company, to prepare and submit their application with the LSAF as a host laboratory, to the next MSCA-IF call for proposals.

Disclaimer:

The responsibility for the hosting offers published on this website, including the hosting description, lies entirely with the publishing institutions. The application is handled uniquely by the employer, who is also fully responsible for the recruitment and selection processes.