Tuesday, August 14, 2018

[DMANET] University of Edinburgh: Postdoctoral Research Associate in Data-Driven Portfolio Risk Management

Applications are invited for a 20-month postdoctoral position in the areas =
of computational mathematical finance, machine learning and optimization wi=
th a particular focus on probabilistic and optimization data-driven methods=
used in portfolio theory.

The successful candidate will join a team of four mathematicians: Sergio Ga=
rc=EDa Quiles, Jacek Gondzio, Joerg Kalcsics and Sotirios Sabanis who bridg=
e between the Edinburgh Research Group in Optimization<https://www.maths.ed=
.ac.uk/ERGO/> and the Probability group<https://www.maths.ed.ac.uk/school-o=

The project is funded by the EPSRC Impact Acceleration Account and Standard=
Life Investments<http://www.standardlifeinvestments.com/> and will involve=
research in data-driven portfolio construction approaches to optimal diver=
sification. The project is a step towards a strategic partnership between E=
dinburgh University and Standard Life Investments (SLI) focused on quantita=
tive portfolio and investment research. There will be opportunities to inte=
ract with SLI in order to enhance understanding of practical research impli=
cations and aid further career development.

The position should be taken up in October 2018 or soon after.

The starting salary will be in the range of =A332,548 - =A338,833 per annum=
, depending on experience.

Please include a CV and research statement with your application and arrang=
e for two referees to send letters of recommendation to hr@maths.ed.ac.uk b=
y the closing date.

Informal enquiries:
Prof Gondzio: +44 131 650 8574, J.Gondzio@ed.ac.uk
Dr Sabanis: +44 131 650 5084, S.Sabanis@ed.ac.uk

The closing date is Friday 7th September 2018 at 5pm (GMT).

For more information, please see: https://www.vacancies.ed.ac.uk/pls/corehr=

The University of Edinburgh promotes equality and diversity, holds a Bronze=
Athena SWAN award and supports the LMS Good Practice Scheme. We strive for=
a family-friendly School of Mathematics.

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

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