NATIONAL INSTITUTE OF SECURITIES MARKETS
NISM SSIR invites application from eligible candidates for visiting research scholar p programme. It is a short term project based research programme primarily for the scholars who are currently enrolled for doctoral / fellowship programme in the top universities / Reputed institutes. The progamme shall also be open to academically excellent students pursuing Engineering from IIT or pursuing MBA, MSc. Mathematics, Masters in Economics and interested in Capital market related research.
The program is open to scholars who are currently enrolled for doctoral / fellowship programme in the top universities / Reputed institutes, including students pursuing Engineering from IIT or pursuing MBA, MSc. Mathematics, Masters in Economics, interested in Capital market related research.
Additional Skill Sets:
Duration:1 month to 3 months residential at Patalganga Campus
Interested Candidates may make an application to [email protected], along with a detailed research proposal in areas related to securities markets like Equity ,Fixed income, Currency & Commodity markets , Portfolio management , corporate governance & risk management etc. The research proposal shall include topic, relevant review of literature, research gaps, objectives of study , brief methodology and work plan among other things.
Candidates shortlisted based on the CV and proposal. Such candidates will be interviewd and offered project based research support from a faculty at NISM ,leading to publications or conference papers or NISM working papers.
Last date: NISM will be continuously accepting applications and proposals in this category and will choose proposals that are of value to Faculty at NISM. Candidates are requested to indicate their duration preference and also the date of joining for the program if selected.
Functions and Responsibilities:
Maximum Age (as on 30-Sept-2019):35 years
Accommodation and Food: Selected candidates will be provided free accommodation and food at the campus for the duration of project.