With our programme for doctoral students, you can work on your doctorate and gain practical experience with an innovative asset manager at the same time.
Through our doctoral programme with a focus on financial market research, we foster innovative ideas and new talent. At Quoniam, our firm belief ever since our starting days has been that asset management should be closely integrated with academic research. Our strategies are based on this conviction. As a pioneer in multi factor investing, we are shaping the future of quantitative asset management. Would you like to be part of this innovation story and link your academic work with asset management and its practice? Then apply for the Quoniam Doctoral Programme.
What we offer
Every year, we recruit one doctoral student for our cross-asset class research area. As part of the doctoral programme, you can conduct academic financial market research as well as investigate possible applications in the investment process. You will research hands-on in our company, gain project experience and establish your personal network for a successful future.
Quoniam offers you the ideal environment for this:
- You choose your dissertation topic in discussions with your professors and Quoniam. We are open to proposals and ideas.
- Our experienced research professionals will supervise you together with your professor.
- We support you and your innovative ideas – financially and by providing our scalable technological infrastructure for your research.
- You will receive a fixed part-time contract at Quoniam.
- The place of work is either in Frankfurt am Main or the university where your academic supervisor is based.
What we expect
We require a university degree with above-average grades as well as motivation and passion for shaping the future of quantitative investing. We are seeking doctoral students who work responsibly and proactively. We look forward to supporting your dissertation in close collaboration with your academic supervisor.
Ongoing dissertations
Contact
Verena JörgesAbstracts of the dissertations
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Dr Theofanis Archontakis (2007)Essays on term structure modeling : estimation, nonlinearities, and immunization (PDF)
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Dr Markus Ebner (2008)Time varying factor models for equity portfolio management (PDF)
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Dr Jieyan Fang (2012)An Analysis of the Mutual Fund Industry: Mutual Fund Investors, Mutual Fund Managers and Mutual Fund Companies (PDF)
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Dr Volker Flögel (2006)The Microstructure of European Bond Markets; Organization, Price Formation, and Cost of Liquidity (PDF)
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Dr Gunther Hahn (2007)Bewertung von Performanceanalysen (PDF)
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Dr Harald Henke (2005)Trading Systems, Volatility, and the Regulation of Stock Markets: An Investigation of the Microstructure of the Warsaw Stock Exchange (PDF)
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Dr Lisa Herr (2015)Modeling of time-dose-LET effects in the cellular response to radiation
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Dr Laura Jehl (2018)Document Meta-Information as Weak Supervision for Machine Translation
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Dr Oliver Murschall (2007)Behavioral Finance als Ansatz zur Erklärung von Aktienrenditen – Eine empirische Analyse des Deutschen Aktienmarktes (PDF)
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Dr Lars Rickenberg (2020)Tail risk managed investment strategies
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Dr Maximilian Stroh (2012)On continous time trading of a small investor in a limit order market
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Dr. Philipp Weber (2007)Response functions, trading strategies, and random matrices: Analysis of large fluctuations and correlations in stock price diffusion
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Dr Frederik Wisser (2023)Coreference Resolution for Measuring Sentiment in Financial News
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Dr Frederik Wisser (2023)News Sentiment
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Dr Frederik Wisser (2023)Putting Credit Factor Investing into Practice
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Dr Claudia Zunft (2019)Essays on Risk Premiums in Currency and Equity Markets
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Dr Desislava Vladimirova (2024)Factor Investing in Fixed-Income Instruments