Charles Bos moved to the Department of Finance as associate professor. Here he continues his research and teaching in the field of financial econometrics, with special attention to high frequency data and involving stochastic volatility.

Apart from theoretical work, he applies his knowledge part-time as a senior computational econometrician at ServiceNow for improving large-scale forecasts for their customers, and serves as academic advisor to ETFbook, helping to open up the world of data surrounding ETF creation and flows, with a special eye on topics relating to Environmental, Social and Corporate Governance (ESG).

Earlier, he worked at the former department of Econometrics and Operations Research, where he as programme coordinator was co-responsible for the renewal of the bachelor of Econometrics and Operations Research. Together with programme director Bernd Heidergott he renewed the curriculum of the bachelor over the years 2014-2017. This has resulted in great improvements in the reception of the bachelor, according to the Keuzegids 2018 (compare with 2017), and also according to the National Student Enquete.

He teaches at the VU Amsterdam, the Tinbergen Institute, and for many years at CREATES, Aarhus university.

Both research and teaching in Financial Econometrics involves large amount of programming. Part of the code he implements for his research is available from these pages. The code is written in Ox, and more recently also in Python. For Ox, Charles at times performs consulting for Timberlake on econometric computing problems.

He obtained a PhD from the Erasmus University with a thesis on Time Varying Parameter Models for Inflation and Exchange Rates. After defending the PhD, he worked as a research officer at Nuffield College, Oxford University, and later obtained a VENI research grant from the NWO, the Dutch Science foundation.