Research Assistant in Finance

LSE is committed to building a diverse, equitable and truly inclusive university

Salary from £36,008 to £40,991 pa (pro rata) inclusive with potential to progress to £43,854 pa (pro rata) inclusive of London allowance

This is a fixed term appointment for 12 months.

This role can be offered as a full time or part time role (minimum 17.5 hours).

The Financial Markets Group Research Centre (FMG), established in 1987, is a leading centre in Europe for policy research into financial markets. It seeks to understand problems in financial markets and in the decision-making processes of corporations, banks and regulators. It serves as the focal point of the LSE's research communication with the business, policy making and international finance communities.

The FMG is seeking a Research Assistant to closely collaborate with Christopher Polk and Dimitri Vayanos on research projects that relate primarily to empirical asset pricing and involve analysis of asset returns, portfolio holdings and trades by market participants, and accounting and financial information of firms.

The successful applicant will be involved in many aspects of the above projects including data collection, data cleaning and merging, statistical analysis, production of reports with statistical results, literature reviews, and replication of findings of existing papers. The successful applicant might also be involved in additional projects that may be more theoretical. In that case, the aspects in which the applicant will contribute will concern primarily programming numerical solutions of the theoretical models and doing literature reviews.

The successful applicant should have a completed Bachelor’s and/or Master’s degree in Economics, Maths, Computer Science, Statistics, or other closely related disciplines, with substantial quantitative work. They should have taken advanced courses in finance, including in empirical asset pricing, and should have extensive hands-on experience working with financial data in the context of academic research, especially in the area of empirical asset pricing. The successful applicant should also have strong skills in programming languages relevant for doing work on empirical asset pricing, and strong skills in communicating the corresponding results in written form.

Being in a PhD programme in Finance or having completed a PhD degree in Finance would be a plus. So would be evidence of original research in empirical asset pricing in the form of a research paper.

The successful applicant will have the opportunity to attend PhD classes in Finance and Economics at the LSE; interact with PhD students in both departments; interact with Finance faculty; and obtain advice and support from faculty about the PhD application process.  

We offer an occupational pension scheme, generous annual leave, hybrid working, and excellent training and development opportunities.

For further information about the post, please see the how to apply document, job description and the person specification.

To apply for this post, please click the 'Apply' button above. If you have any technical queries with applying on the online system, please use the “contact us” links at the bottom of the LSE Jobs page. Should you have any queries about the role, please email d.vayanos@lse.ac.uk.  

The closing date for receipt of applications is 27 April 2025 (23.59 UK time). Regrettably, we are unable to accept any late applications.

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