PhD Position Optimal Intergenerational Risk Sharing with Reference-Dependent Preferences

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PhD Position Optimal Intergenerational Risk Sharing with Reference-

Dependent Preferences

Faculty/Services: Faculty of Economics and Business

Educational level: Master

Function type: Academic Staff

Closing date: 29 May 2023

Vacancy number: 11471

The University of Amsterdam invites applications for a PhD position at the Department of Quantitative Economics of the Faculty of Economics & Business. The PhD position is in the Research Centre for Longevity Risk (RCLR) and jointly funded by RCLR and Netspar, the Network for Studies on Pensions, Aging and Retirement.

We are looking for talented and motivated researchers with a strong interest in the department activities. For the current vacancy we are looking for candidates who would contribute to the following projects:

Optimal design of new (Dutch) pension contracts;

Optimal design of risk-sharing arrangements in collective pension systems;

Optimal design of investment portfolios in the presence of complete market risks (e.g., stock market) and incomplete market risks (e.g., longevity, inflation).

Any research experience and expertise in one or more of those topics will be highly appreciated but is not a requirement. Candidates with a strong background in Actuarial Science, Econometrics, Statistics, (Applied) Mathematics or related fields are encouraged to apply. The PhD candidate will be part of an interdisciplinary team with access to state of the art research facilities.

Tasks:

During the four-year PhD trajectory, you will follow PhD level courses, plan and conduct your PhD research and contribute to the teaching of the school's programmes.

Starting date of the position: September 1, 2023 or earlier.

What do we require

The candidate will aim to generate research that can be published in top-tier peer-reviewed journals, and will also be expected to communicate implications of the results to a broader audience of policy makers and society as a whole.

Your experience and profile:

Formal requirements:

Masters' degree in Actuarial Science, Econometrics, Statistics, (Applied) Mathematics or related fields (preferably a Research Master´s or equivalent).

Task-related requirements:

Excellent English language skills, ideally with experience in writing for a scientific audience (for example, an MSc thesis);

willingness and motivation to independently formulate research projects and carry them through to completion;

statistical skills and command of standard software packages for analyzing quantitative data, and a willingness to develop these skills further;

Additional requirements:

Strong motivation to pursue an international career as a leading scholar;

strong commitment to methodological rigor and scientific integrity;

energy and passion for researching solutions for modern challenges;

intellectual curiosity, eagerness to learn, and openness to criticism.

Our offer

The compensation package is competitive at the European level and includes several secondary benefits. Favorable tax agreements may apply to non-Dutch applicants.

The employment contract will be for 4 years with an initial period of 18 months with an intermediate evaluation after 18 months and a possibility to extend it for 30 months (in total 4 years). The end-result should be a PhD thesis. An educational plan will be drafted that includes attendance of courses and (international) conferences. The teaching load comprises 20% of a candidate's time; teaching is in English.

The gross monthly salary will range from €2,541 in the first year to €3,247 in the last year (excluding 8% holiday allowance and 8.3% end-of-year payment). The Collective Labour Agreement (CAO) for Dutch Universities is applicable.

What else do we offer

A position in which your own initiative and input is strongly valued;

an enthusiastic and welcoming team that is open to new colleagues;

an inspiring academic and international work environment in the centre of Amsterdam.

About UvA Economics and Business

Education and research at UvA Economics and Business (EB) covers a wide range of fields that includes Economics, Data Science, Business Administration, Business Analytics, Accountancy, Control, Actuarial Science, Econometrics, Finance and Entrepreneurship. This is organised in 2 Schools: the Amsterdam Business School (ABS) and the Amsterdam School of Economics (ASE). Over 7,000 students are enrolled in our UvA Economics and Business programmes and around 500 employees provide education and support.

The vacancy is within the Quantitative Economics section of the ASE, which is responsible for teaching most quantitative economics related courses at the undergraduate and graduate level. The section produces internationally acclaimed research and covers three different research programs: Actuarial Science & Mathematical Finance, Econometrics, and Equilibrium, Expectations & Dynamics (CeNDEF).

Find more information about Economics and Business on uva.nl/eb.

Find more information about the Amsterdam School of Economics on ase.uva.nl.

Find more information about the Quantitative Economics section here.

Find more information about the Research Centre for Longevity Risk section here. Find more information about Netspar here.

To know more about working at the University of Amsterdam, please check this link and uva.nl/working-at-eb

Questions

Do you have any questions, or do you require additional information? Please contact:

Servaas van Bilsen – Associate Professor of Actuarial Science [email protected]

Job application

Do you recognize yourself in the job profile? Then we look forward to receiving your application by 29 May, 2023. You may apply online by using the link below.

The application should be in pdf and should include:

a curriculum vitae;

a letter of motivation including:

a description of your primary research interests;

ambitions and motivation for specific subjects;

names and email addresses of at least two people who are willing to provide reference letters

Shortlisted candidates will be invited for a job interview and may be asked to present their research work.

LI-A-NP

The UvA is an equal-opportunity employer. We prioritize diversity and are committed to creating an inclusive environment for everyone. We value a spirit of enquiry and perseverance, provide the space to keep asking questions, and promote a culture of curiosity and creativity.

No agencies please.

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