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Portfolio management based on innovative techniques

The selected person will join an IIT work team to participate in projects related to the development of financial models for portfolio management. These projects will carry out research on key topics such as low-vol investment, the definition of asset classes and their relationship and the analysis of their risk. This investigation will be applied directly to the management of a considerable portfolio. In addition, the researcher in training will have the possibility of collaborating with international first-line researchers in the area of finance.

It offers:
Annual full-time contract for the development of projects. Besides, the Research Assistant could take training activities. This modality allows the Research Assistant to establish a very close professional relationship with the companies with which he/she collaborates, thus nourishing his/her research with the experience accumulated during the projects. Although this modality does not necessarily require enrolling in any program, the Research Assistant can apply for a PhD after the first two years. The Research Assistant is hired each year for a maximum period of 6. If he or she is not enrolled in a PhD program the contract cannot exceed two years. The gross salary of the first year is € 25.020,62 for the year 2022. In addition, the IIT covers 90% of the cost of training activities and the Research Assistant will have access to all the services offered by the University (Sports, Cultural Activities, Library, etc.).

Requirements:
Applicants must hold a master's degree in engineering, physics, mathematics or business administration and management. Basic knowledge of finance in general and of portfolio management in particular is required. Knowledge on statistics and Machine Learning and experience in programming with Python, R or Matlab will be especially valued. The academic file corresponding to the title awarded and the specific knowledge indicated will be evaluated. High level of spoken and written Spanish and English is needed.

Documents:
Curriculum vitae, academic record, cover letter and two recommendation letters.