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Postdoc/Research Assistant in the Department of Economics and Finance (Appointment for 3 months commencing from January 2021 with possibility of extension) [Ref. B/R/914/09]

 

Project

Derivative Gamma Exposure and Underlying Asset Variance


Duties

Creating reports on derivative exchange data; building database of options data; computational work involving calculation of option market measures; and empirical analysis of results.

Requirements

A PhD/Master’s degree in Quantitative Finance or a related discipline, and no more than a total of 6 years of service at the University.  Strong understanding of derivative markets and the practice of hedging derivatives and option market making (e.g. delta and gamma hedging); excellent English language comprehension and communication skills; and being highly motivated are required.  Experience in coding with Matlab or a similar numerical computing environment (e.g. NumPy) is preferred.  Ability to use LaTeX, STATA, Matlab, SAS, SQL would be an advantage.

Candidates with a PhD and no more than 3 years’ experience after the award of a PhD degree may be considered for appointment as Postdoc.

Salary and Conditions of Service

Salary offered will be highly competitive, commensurate with qualifications and experience.  Fringe benefits include leave, medical and dental consultations at the campus clinic.

Information and Application

Further information on the posts and the University is available at http://www.cityu.edu.hk, or from the Department of Economics and Finance, City University of Hong Kong, Tat Chee Avenue, Kowloon Tong, Hong Kong (email : efpost@cityu.edu.hk).

To apply, please submit an online application at http://jobs.cityu.edu.hk, and include a current curriculum vitae.  The closing date is 30 November 2020.  Applications will receive full consideration and only shortlisted applicants will be contacted.  The University’s privacy policy is available on the homepage.

City University of Hong Kong is an equal opportunity employer and we are committed to the principle of diversity. Personal data provided by applicants will be used for recruitment and other employment-related purposes.

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