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Postdoctoral Research Associate in Optimization
at the School of Mathematics, Edinburgh University
Salary: 31,656 to 37,768 GBP (U07 level)
For more information, see:
https://www.vacancies.ed.ac.uk/pls/corehrrecruit/erq_jobspec_version_4.jobspec?p_id=035541
Applications are invited for a 2-year postdoctoral position in the area of optimization with a particular focus on practical methods used in financial mathematics.
A successful candidate will join a team of four mathematicians:
Sergio García Quiles, Jacek Gondzio, Joerg Kalcsics and Sotirios Sabanis who bridge between the Edinburgh Research Group in Optimization http://www.maths.ed.ac.uk/ERGO/ and the Probability Group http://www.maths.ed.ac.uk/research/psa.
The project is funded by the EPSRC Impact Acceleration Account and Standard Life Investments http://www.standardlifeinvestments.com/
and initially will involve research in the area of optimization-based approaches for risk concentration measurement.
Its first step will involve using a tailored branch-and-bound procedure to solve an optimization problem which corresponds to identifying independent factors in a set of highly correlated assets.
Applicants will have completed a PhD in Optimization, or a related field of computational mathematics, and will demonstrate outstanding research potential. An ideal candidate will have a documented expertise and research record in combinatorial optimization techniques, provable understanding of probability and financial mathematics, and will demonstrate good programming skills. Prior experience in development of efficient optimization techniques such as tailored branch-and-bound and branch-and-cut algorithms would be an advantage.
Application Procedure:
All applicants should apply online.
Please upload a CV and a research statement under optional documents and arrange for at least two referees to send letters of recommendation
directly to hr@maths.ed.ac.uk<mailto:hr@maths.ed.ac.uk> by the closing date.
The closing date is 5pm GMT on 23 March 2015.
We anticipate interviews will be held on 28-29 April.
With best regards,
Sergio García Quiles,
Jacek Gondzio,
Joerg Kalcsics,
Sotirios Sabanis
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Joerg Kalcsics
Lecturer in Operational Research
School of Mathematics
University of Edinburgh
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