Monday, January 9, 2017

[DMANET] Postdoc in Portfolio Optimization at University of Edinburgh

The University of Edinburgh's School of Mathematics is seeking a Postdoc in Portfolio Optimization. A sound background in combinatorial and discrete optimization would also be desirable.

Applications are invited for an 18 month postdoctoral position in the areas of mathematical finance and optimization with a particular focus on probabilistic and optimization methods used in portfolio theory. The position will be based at the School of Mathematics, University of Edinburgh. There is a possibility of an extension for a further 18 months.

We look for candidates with a Ph.D. in Mathematics, Optimization, Operations Research, or any related field with a strong track record evidenced by publications in top quality journals.

The 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 and the Probability group.

The project is funded by the EPSRC Impact Acceleration Account and Standard Life Investments and initially will involve research in portfolio construction approaches to optimal diversification.
The project is a step towards a strategic partnership between Edinburgh University and Standard Life Investments (SLI) focused on quantitative portfolio and investment research. There will be opportunities to interact with SLI in order to enhance understanding of practical research implications and aid further career development.

The position should be taken up in March 2017 or soon after.
The starting salary will be in the range of £32,004 - £38,183, depending on experience.
Please include a CV and research statement with your application and arrange for two referees to send letters of recommendation to by the closing date.

The closing date for applications is 5pm GMT on 12 January 2017.

Informal enquiries:
Prof Gondzio: +44 131 650 8574, Dr Sabanis: +44 131 650 5084,

Joerg Kalcsics
Lecturer in Operational Research
School of Mathematics
University of Edinburgh

James Clerk Maxwell Building
Peter Guthrie Tait Road
Edinburgh, EH9 3FD, UK

Room: 6226
Phone: +44 (0)131 650 5953

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