Ph.D. position in Finance - Market Microstructure

Lille Economics and Management (LEM, CNRS UMR 9221) and IÉSEG School of Management invite applications for a fully funded Ph.D. position in Finance Market Microstructure at its Lille Campus.

PROJECT DESCRIPTION
The main objective of the PhD research project is to contribute to the market microstructure field by conducting state-of-the-art research on the high-quality BEDOFIH database powered by EUROFIDAI. Data has already been acquired and treated. We have access to all the transactions and orders submitted to Euronext Paris in 2017 and 2019 (with possibilities to extend the database). The project itself can address issues related to financial transactions taxes, liquidity, market quality, price discovery or the behavior of agents, notably high-frequency traders.

The selected candidate will be working under the supervision of Dr. Paolo MAZZA, H.D.R. and be co-supervised by Dr. Paul ZIMMERMANN. The selected Ph.D. candidate will be part of the IÉSEG finance department.

 ABOUT IÉSEG SCHOOL OF MANAGEMENT 

• IÉSEG is AACSB, EQUIS and AMBA accredited and is a member of the “Conférence des Grandes Écoles.” 
• The IÉSEG Research Center is accredited by the French National Center for Scientific Research (CNRS). 
• IÉSEG’s faculty is very diverse with more than 40 different nationalities represented. 

ABOUT LILLE ECONOMICS AND MANAGEMENT (LEM) 

• LEM is a research unit associating the CNRS (National Center for Scientific Research), the University of Lille and the Catholic University of Lille  
• LEM comprises about 150 researchers and 100 doctoral students in economics, management and statistics.  
• Research at LEM is multi-disciplinary in economics and management and is centered on societal issues. 
• LEM is a young, internationally oriented and dynamic laboratory with a strong scientific ambition. 

QUALIFICATIONS  

We are looking for high-potential PhD students who are passionate about the research topic and meet the following criteria’s:

• Have an MSc. (or be close to completion) in Finance/Economics/Applied Mathematics or related disciplines.
• Strong analytical skills and commitment to research excellence.
• Programming experience in Python.
• Prior knowledge of market microstructure (theory or empirics) and/or mathematical modelling is a plus.
• Excellent command of written English.
• Applicants should be committed to research excellence and to deliver high-quality research.
• Ability to work effectively in a team.

WORKING CONDITIONS  

The selected applicant is expected to begin his/her assignment in September 2024 or January 2025. Gross salary will be competitive with other European research and academic institutions (2100€/month). The Ph.D. student will be based in Lille (on the site of IÉSEG School of Management). The selected candidate will have to enroll in a Ph.D. program at the University of Lillle. The Ph.D. student will get all the means and support to engage in innovative, business-relevant research projects with high potential to get published in international peer reviewed journals.

APPLICATION PROCEDURE 

Interested candidates must send their application through this platform. To submit your application, please click on "apply" and follow the submission process. 

For any further question, please contact us by e-mail to phd.recruitment@ieseg.fr.

APPLICATION DEADLINE

We will begin considering candidates immediately and will continue until the position is filled. The deadline to apply is May 1st, 2024 We encourage you to submit your application as soon as possible.