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of scientific field: Economics.
Postdoc position in the NWO RATE Analytics project Next generation predictive analytics for data-driven banking and insurance (1,0 fte)
Specificaties - (uitleg)
|Functietypes||Research, Development, Innovation|
|Uren||40,0 uren per week|
|About employer||Tilburg University|
The position is for a joint NWO research project between Tilburg University (Department of Econometrics and Operations Research), TU Eindhoven, Rabobank and Achmea.
Banks and insurance companies try to make use of increasingly large volumes of customer-related data as new in-house and external data sources become available for analysis. This position is part of a larger project with the overall goal to develop foundations and techniques for next generation big data analytics, facilitating the development of a wide range of applications in banking and insurance, including but not limited to fraud detection, loan default prediction, prediction of extreme (health-insurance) claims and data-driven product development with a special emphasis on modeling, changing environments and endogeneity problems.
The overarching theme is to efficiently combine large amounts of data and expert knowledge. We bring three major data-science expertise areas into this multidisciplinary project: predictive analytics, modern statistics, and visual analytics.
The joint NWO-funded project of Tilburg University, TU Eindhoven, Rabobank and Achmea is led by prof. dr. Mykola Pechenizkiy (predictive analytics), prof. dr. Bas Werker (financial statistics and econometrics) and prof. dr. Jack van Wijk (visualization). The joint project features 2 PostDoc openings and 2 PhD openings; one of each at Tilburg University and one of each at TU Eindhoven.
One Postdoc and one PhD focusing on modern big data econometrics and statistics will join the Department of Econometrics and OR at Tilburg University. The focus of these two openings is to develop new econometric and statistical expertise and methods to improve banking and insurance practices. They will closely collaborate and spend significant time within the Data Science teams of Rabobank and Achmea and we envisage close collaboration with the Department of Computer Science at TU Eindhoven.
We are looking for candidates that meet the following requirements:
• a PhD in Economics, Econometrics, Finance or Statistics, with specialization in finance, insurance, time series econometrics, financial econometrics, high-dimensional problems, or applied extreme value statistics
• a strong interest in computer science, particularly in data mining, machine learning, or visual analytics
• strong computational skills in R, MATLAB, C or related software;
• strong modeling skills in economics and finance
• creativity in developing new techniques and models for the data at hand
• ability to work both independently and in a team of data scientists and interact with experts from all partners in this project;
• being highly motivated, rigorous, and disciplined;
• being enthusiastic about working on the cases provided by Rabobank or Achmea.
As a Postdoc we expect you to:
• perform high-quality research in the domain described
• collaborate with other researchers in this project
• present results at leading international conferences in the field
• publish results in highly-ranked scientific journals
• participate in activities of the group and department, at both sites
• participate in doctoral training on relevant topics
• be willing to work at two locations ( Tilburg University and Rabobank and Achmea in Utrecht/Zeist)
• transfer knowledge to internal specialists at Rabobank and Achmea and assist in guiding (project-related) MSc graduation projects.
Tilburg University offers outstanding employee benefits, as well as an inspiring work environment and exciting campus life. We offer:
• A full time temporary appointment for a period of 3 years, with an intermediate evaluation after 9 months;
• A competitive salary. Selected candidates will be ranked in the Dutch university employment system (UFO). The starting gross salary for a fulltime appointment will vary between € 2552,- and € 4028,- per month (UFO: Researcher 4) based on scale 10 of the Collective Labour Agreement (CAO) Dutch Universities.
• Tight collaboration of academia with industry with access to real data and domain expertise.
• Strong collaboration ties with several research groups in Europe and world-wide.
• Healthy travel funding for presenting your work at the leading conferences and going on visiting research.
• Support for your personal development and career planning including courses, summer schools, conference visits etc.;
• A broad package of fringe benefits, e.g. excellent technical infrastructure and excellent sports facilities
• Extra holiday allowance (8% in May), and end-of-year bonus (8.3% in December).
• All university employees are covered by the so-called civil servants pension fund (ABP).
• Foreigners or long-term Dutch expats may qualify for a tax-free allowance equal to 30% of their taxable salary. The university will apply for such an allowance on their behalf. The university offers very good fringe benefits, such as an options model for terms and conditions of employment and excellent reimbursement of moving expenses.
Dienstverband: Temporary, 3 years
Tilburg School of Economics and Management
Tilburg School of Economics and Management (TiSEM) staat hoog aangeschreven. Het onderzoek, verenigd in CentER, behoort tot de Europese top. De Bachelor- en Masteropleidingen, waarvan er drie Bachelors en zestien Masters volledig in het Engels worden verzorgd, staan op de internationale kaart met het in 2002 verworven AACSB-keurmerk. Medewerkers en studenten vormen een ambitieuze, internationale gemeenschap.