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Liquidity Risk in Market Microstructure

Job in Rome, Lazio, Italy
Listing for: Altro
Full Time position
Listed on 2026-06-17
Job specializations:
  • Finance & Banking
Salary/Wage Range or Industry Benchmark: 30000 - 50000 EUR Yearly EUR 30000.00 50000.00 YEAR
Job Description & How to Apply Below
Position: Real-Time Liquidity Risk in Market Microstructure
The Italian Ministry of Education, University and Research invites applications for a research project addressing volatility and liquidity risks in financial markets. Candidates will work on developing high-frequency measures based on realized volatility theory and analyze the dynamics of liquidity risk.
This project emphasizes the importance of illiquidity shocks and their role in market pricing efficiency. The position is open to interested researchers and contributes to advancing knowledge in economics.

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