Research Assistant / Student Assistant

The Department of Finance at the University of Zurich pursues academic excellence, high-quality and modern teaching and social relevance in its four core areas of Banking & Insurance, Corporate Finance, Financial Economics and Quantitative Finance. With 20 professorships and over 160 employees, the Department of Finance is one of the leading finance departments in Europe.

Research Assistant / Student Assistant

This joint project represents a unique collaboration between the fields of finance, banking, applied mathematics, and statistics. It aims to leverage interdisciplinary approaches to address complex challenges in the financial sector, utilizing advanced mathematical models and computational techniques.
Our new research assistant will develop and maintain a web-based platform to allow end-users to run several of our advanced portfolio optimization methodologies on their own data. We aim to popularize our successful academic constructs and methodologies by sparing the user from needing to program them him- or herself. With this website service, we would gain greater citations on our work, and confirmation from other academics and industry practitioners that our methodologies indeed deliver higher risk-adjusted performance.

Applicants should ideally have a solid programming background, enabling them to quickly adapt to the technical requirements of the project.

1. Required Qualifications:

• Experience with Git, as project collaboration will be facilitated through GitHub.
• Knowledge of the Linux terminal and SSH, for efficient remote work and server management.
• Understanding of server management, particularly in relation to web hosting.
• Competence in database management, with specific emphasis on SQL and Clickhouse.
• Proficiency in Python, including familiarity with Flask, Pandas, and Numpy. This is crucial for developing and testing our models.
• HTML and Bootstrap 5 skills, for the development of project interfaces.

2. Additional Qualifications:

• Familiarity with Matlab, as some of the original code is written in this language.
• Understanding of the basics of C/C++ including Make & CMake, to contribute to parts of the project requiring these languages.
• Experience with Docker, to assist in the future portability of our project components.
• Knowledge of Amazon AWS, for cloud-based project deployment and testing.
• An interest in modern financial tools. While prior experience is not required, a keen interest will be beneficial.

This position offers an exciting opportunity to be at the forefront of financial research, working within a dynamic and interdisciplinary team. The project aims to foster an environment of learning, innovation, and collaboration. We offer a research assistantship position with a workload of 20-40 % in a collegial, supportive and stimulating work environment.
Diversity and inclusion are important to us.

Prof. Dr. Marc Paolella