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ESMT - Faculty Resour­ces

ESMT Ber­lin was foun­ded by 25 lea­ding glo­bal com­pa­nies and insti­tu­ti­ons. The inter­na­tio­nal busi­ness school offers a full-time MBA, an exe­cu­tive MBA, a mas­ter’s in manage­ment, as well as open enroll­ment and cust­o­mi­zed exe­cu­tive edu­ca­tion pro­grams. ESMT focu­ses on three main topics: lea­dership and social res­pon­si­bi­lity, Euro­pean com­pe­ti­tiven­ess, and the manage­ment of tech­no­logy. ESMT faculty publis­hes in top aca­de­mic jour­nals. Addi­tio­nally, the busi­ness school pro­vi­des an inter­di­sci­pli­nary plat­form for dis­course bet­ween politics, busi­ness, and aca­de­mia. The busi­ness school is based in Ber­lin, Ger­many, with Schloss Gracht as an addi­tio­nal loca­tion near Colo­gne. ESMT is a pri­vate busi­ness school with the right to grant PhDs and is accredi­ted by the Ger­man state, AACSB, AMBA, EQUIS, and FIBAA.

Rese­arch Assis­tant (Sta­ti­s­tics, Ope­ra­ti­ons Rese­arch, Eco­no­mics, or Finance)

m/f, part-time


We are loo­king for a Rese­arch Assis­tant (m/f, part-time) who will be super­vi­sed by Prof. Cata­lina Ste­fa­nescu-Cuntze. The pro­ject aims to model the price of com­mo­dity futures con­tracts as a func­tion of obser­ved expla­na­tory varia­bles and unob­ser­ved glo­bal inven­tory levels. The para­me­ters of the models need to be esti­ma­ted using a large data set of futures pri­ces for dif­fe­rent com­mo­di­ties over several time peri­ods. With the esti­ma­ted para­me­ters, the unob­ser­ved true levels of inven­to­ries can then be reco­ve­red.

Your tasks will be

  • work on a rese­arch pro­gram, which lies at the inter­face bet­ween finance and sta­ti­s­tics
  • code up opti­miza­t­ion algo­rithms for likelihood esti­ma­tion of sta­ti­s­ti­cal models
  • review lite­ra­ture, for­mu­late and solve mathe­ma­ti­cal models and write rese­arch papers

Er­war­te­te Qua­li­fi­ka­tio­nen:

You are qua­li­fied, because you

  • are a mas­ter or PhD stu­dent in Sta­ti­s­tics, Ope­ra­ti­ons Rese­arch, Eco­no­mics, or Finance
  • have strong mode­ling, ana­ly­sis and opti­miza­t­ion skills, and fami­li­a­rity with sta­ti­s­ti­cal esti­ma­tion and data manage­ment
  • have know­ledge or inte­rest in sta­ti­s­ti­cal esti­ma­tion prac­tice (in par­ti­cu­lar fami­li­a­rity with the Kal­man fil­ter).
  • have strong com­pu­ting skills, pre­fe­r­a­bly in Mat­lab
  • have know­ledge in finan­cial models of futures pri­cing (not requi­red but would be asset)
  • have good Eng­lish skills and are moti­va­ted to work in an inter­na­tio­nal aca­de­mic envi­ron­ment

Un­ser An­ge­bot:

This is what we can offer you

We offer one of the most inter­na­tio­nal working envi­ron­ments in a his­to­ric buil­ding in the heart of Ber­lin where you will work clo­sely with Prof. Ste­fa­nescu-Cuntze (Pro­fes­sor of Manage­ment Sci­ence). As a mem­ber of our team, you find an open-min­ded, col­le­gial, ins­pi­ring, and goal-ori­en­ted atmo­s­phere. At ESMT, com­mu­ni­ca­tion chan­nels are short and hier­ar­chies are flat.

Foun­ders and bene­fac­tors
Air­bus Group, Alli­anz SE, Axel Sprin­ger SE, Bayer AG, Baye­ri­sche Moto­ren Werke AG, Bun­des­ver­band der Deut­schen Indus­trie e.V., Bun­des­ver­ei­ni­gung der Deut­schen Arbeit­ge­ber­ver­bände e.V., Daim­ler AG, Deut­sche Bank AG, Deut­sche Luft­hansa AG, Deut­sche Post AG, Deut­sche Tele­kom AG, E.ON SE, GAZ­PROM Ger­ma­nia GmbH, Hypo­Ver­eins­bank - Uni­Credit Bank AG, innogy SE, KPMG AG Wirt­schafts­prü­fungs­ge­sell­schaft, MAN SE, McK­in­sey & Com­pany, Inc., Mün­che­ner Rück­ver­si­che­rungs-Gesell­schaft AG, Robert Bosch GmbH, SAP SE, Sie­mens AG, The Bos­ton Con­sul­ting Group, thys­sen­krupp AG.

Hin­wei­se zur Be­wer­bung:

We are loo­king for­ward to recei­ving your app­li­ca­tion via e-mail (Sub­ject: RA CSC) inclu­ding:
  • moti­va­tion let­ter inclu­ding your salary expec­ta­tion and pos­si­ble start date
  • CV
  • rele­vant cer­ti­fi­ca­tes and refe­ren­ces
  • work per­mit for non-EU citi­zens