School of Mathematics, University of Edinburgh

Position ID: 713-PRADDPRM2018 [#13111]
Position Title: Postdoctoral Research Associate in Data-Driven Portfolio Risk Management
Position Type: Postdoctoral
Position Location: Edinburgh, City of EH9 3JZ, United Kingdom [map]
Application Deadline: 2018/12/07 (posted 2018/11/07, listed until 2018/12/07)
Position Description:    

*** the list date or deadline for this position has passed. ***

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

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 part of a strategic partnership between Edinburgh University and Standard Life Investments (SLI) focused on quantitative portfolio and investment research. It is funded by the EPSRC Impact Acceleration Account and Standard Life Investments and will involve research in data-driven portfolio construction approaches to optimal diversification. 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 January 2019 or soon after.

The starting salary will be in the range of £33,199 - £39,609 per annum, 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.

Informal enquiries:

Prof Gondzio: +44 131 650 8574,

Dr Sabanis: +44 131 650 5084,

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.

The closing date is Friday 7th December 2018 at 5pm (GMT). Please apply online for this position.

This employer is not accepting applications for this position through Mathjobs.Org. Please see the job description above on how to apply.
Contact: Jill Douglas
Postal Mail:
School of Mathematics
James Clerk Maxwell Building
King's Buildings
University of Edinburgh
Mayfield Road
Web Page:

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