The Finance, Accounting and Law Department of HEC Liège (University of Liège) is recruiting a postdoctoral researcher in Finance.
• Researcher in Finance, in a field related to the strategic research field "Asset and Risk Management" (ARM) at HEC Liège: http://www.hec.ulg.ac.be/index.php/fr/faculty-recherche/domaines-strategiques-recherche/asset-risk-management;
• To gradually contribute to the research on the following topic : "Portfolio performance measurement and persistence under alternative specifications of systematic and specific risk", collaborating with the faculty members of the ARM field. This project encompasses the following topics:
o Use of an innovative methodology for the calculation of risk premiums bases on fundamental risk factors, following the approach of Lambert, Fays & Hübner (2018, WP) et Lambert & Hübner (2013, JEF) ;
o Evaluation of the economic relevance of these premiums on stock portfolios;
o Development and application of portfolio performance measures based on multi-factor models (linear and non-linear) in the scope of mutual fund evaluation and of the persistence of their performance over time.
• To provide maintenance and diffusion support regarding the update and warehousing of financial data generated by the research projects in the field;
• Representing HEC in the international scientific community through (for instance) the organisation of scientific events/workshops;
• Promoting and supervising students' master theses;
• To be involved into the administrative and scientific life of the department
• You have a PhD in economics or management with a specialization in finance;
• You have a portfolio of research questions in the field of Asset and Risk Management ;
• Languages: english and french. The knowledge of french is not mandatory.
Contract: The postdoctoral researcher will be hired for a period covering mid November until end of September 2019. Possibility of (yearly) renewal for a period of 3 years. The starting date might be postponed to January 1st 2019 under special circumstances. In case the postdoctoral researcher is in a situation of mobility (that is, not having stayed more than 24 months in Belgium - for work or studies, etc. - over the last 3 years) and have obtained the PhD degree less than 10 years before the starting date of the contract, the contract might be extended up to December 2019.
- Motivation letter and curriculum vitae showing the experience/expertise of the candidate in finance and teaching;
- Current research project highlighting the synergies with the research proposal;
- 2 recommendation letters
Interested candidates should send their application to France MARCOTTE, Secrétaire Générale email@example.com before 1st November 2018. Further information can be obtained at the same address.