Submitted by Dr Petra Vertes on Thu, 23/10/2014 - 14:46
The Centre for Risk Studies at the University of Cambridge Judge Business School is conducting a research programme into systemic shocks in financial networks. Research in progress includes the analysis of historical case studies of financial crises, the development of realistic network models of the global financial system, simulation modelling of financial contagion, and the exploration of hypothetical structural scenarios for use as financial stress tests. The project is looking for a Research Associate to continue the development and enhancement of a network model of the global financial system, and develop realistic propagation models for multiple mechanisms of financial contagion, suitable to assess the stability of the financial system with respect to a wide range of potential shocks, both endogenous and exogenous.
Application closing date: 31 October 2014.