University of Twente

PhD project The Impact of Climate Change News and Sentiment on Asset Risk

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Job description

The department of High-tech Business and Entrepreneurship (HBE), is an ambitious and steadily growing tech-centred business school that merges business and entrepreneurship with tech innovation and social sciences to help companies and business people impact society.

The Financial Engineering section, part of HBE, looks for a talented researcher who is interested in financial markets and risk management. The goal of this project is to investigate how news events and investor sentiment about climate change affect asset risk.

A global outline of the project is as follows. In the first stage, you will first construct one or more indicators that capture news and market sentiment about climate change, based on information from e.g. Twitter feeds, Google trends data, Reddit, Wikipedia, news blogs, newspaper headlines and other relevant (online) sources.  These indicators may vary from simple ones to more advanced ones based on machine learning techniques. In the second step, you will analyze the relation between (measures of) asset price risk and the indicators developed in the first stage.

Your profile

  • You are an enthusiastic and highly motivated researcher, who is genuinely interested in the impact of climate change news on financial risks.
  • You have an MSc degree in Econometrics, (Applied) Statistics, Actuarial Science, (Applied) Mathematics or a related field.
  • You have proven skills for statistical and econometric modeling, programming (such as R, Python or Matlab), handling large data sets and implementing machine-learning algorithms.
  • Experience with sentiment analysis in a course project or your MSc thesis is an advantage.
  • You have a creative mindset and excellent analytical and communication skills.
  • You are fluent in English.

Our offer

  • As a PhD student at the UT, you will be appointed on a fulltime position for four years, with a qualifier in the first year, within a very stimulating scientific environment.
  • Salary and conditions are in accordance with the collective labour agreement for Dutch universities (CAO- NU).
  • You will receive a salary ranging from €2.434,- gross per month at the start to €3.111,- in the fourth year.
  • Excellent benefits including a holiday allowance of 8% of the gross annual salary, a year-end bonus of 8.3% and a solid pension scheme.
  • A training program in which you and your supervisors will make up a plan for additional suitable education and supervision.
  • We encourage a high degree of responsibility and independence, while collaborating with colleagues and researchers from various disciplines, and partners from industry.

Information and application

Applicants are welcomed to submit their application up and until February 14, 2022. Include in your application:

  • A motivation letter, emphasizing your specific interest and motivation to apply for a PhD position in our group.
  • A full Curriculum Vitae including an overview of your education, publications, awards, and working experience. Your CV should demonstrate the scope of your education and possible work experience and indicate a good fit with the stated requirements for the position.
  • Contact details of at least two references.
  • An academic transcript of BSc and MSc education, including grades.
  • Incomplete submissions will not be considered.

For further information about this position, please contact prof. dr. Laura Spierdijk, l.spierdijk@utwente.nl. Unsolicited marketing at this email address is not appreciated.

About the department

How are today’s technologies – from artificial intelligence (AI) and data science to the latest fintech innovations – affecting the ways in which we do business? How do they fundamentally change our companies and the often international environment in which we do business?  How can we use them to improve our performance in business modelling, marketing, finance, entrepreneurship, or supply chain management, in order to create real value for employees, people and society? What technologies that are still on the horizon may disrupt markets, and how can we prepare for these changes? And how can we apply innovative technologies in our research methods, so as to offer students, entrepreneurs, professionals and the wider corporate world the best possible science and applicational support? These are some of the key questions we deal with as researchers, educators and societal problem solvers at the HBE Department. By merging business, (high) tech and social sciences, we support organisations with innovative and entrepreneurial management practices and decision-making.

About the organization

The Faculty of Behavioral, Management and Social sciences (BMS) aims to play a key role in understanding, jointly developing and evaluating innovations in society. Technological developments are the engine of innovation. As a technical university that puts people first, we tailor them to human needs and behavior and use social engineering to integrate them into society. We also ensure adequate governance at public and private level, and robust, inclusive and fair organizational structures. We do this by developing, sharing and applying high-quality knowledge in Psychology, Business Administration, Public Administration, Communication Sciences, Philosophy, Educational Sciences and Health Sciences. Our research and education in these disciplines revolves around tackling and solving societal challenges. The research programs of BMS are closely linked to the research of the UT institutes Mesa+ Institute for Nanotechnology, TechMed Center and Digital Society Institute.

As an employer, the Faculty of BMS offers work that matters. We equip you to create new possibilities for yourself and for our society. With us, you will become part of a leading technical university with increasing, positive social impact. We offer an open, inclusive and entrepreneurial atmosphere, in which we encourage you to make healthy choices, for example through our flexible, adaptable benefits.


PhD project The Impact of Climate Change News and Sentiment on Asset Risk
Drienerlolaan 5 Hengelo, Niederlande
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