University of Edinburgh, School of Mathematics

Position ID: 713-PDRA7 [#15875, 051926]
Position Title: TRAIN@Ed Research Fellow (Marie Sklodowska-Curie) in Stochastic Analysis for Energy Systems
Position Type: Postdoctoral
Position Location: Edinburgh, City of EH9 3JZ, United Kingdom [map]
Subject Area: Stochastic Analysis for Energy Systems
Application Deadline: (posted 2020/04/08, listed until 2020/05/11)
Position Description:    

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

The MSCA COFUND supported TRAIN@ED Fellowship Scheme provides an opportunity for talented researchers from outside the UK to join the University of Edinburgh to begin their post-PhD career working at the interface between academia and industry. The TRAIN@ED Fellowship scheme provides cohort based professional development so researchers are well equipped to pursue future careers in academia or industry.

The TRAIN@ED Fellowship scheme is also supported by the Data-Driven Innovation Programme. Data-driven innovation is at the heart of the University of Edinburgh’s commitment to promoting research and innovation in the Edinburgh and South-East Scotland City Region.

This postdoctoral position is funded until May 2023 and is a joint collaborative project with Prof P. Tankov (ENSAE ParisTech) and Dr. C. Alasseur (head of Finance of Energy Market Research Centre (EDF-FiMe-Lab).

The overall objective of this 3-year project is to develop novel game-theoretical models and strategies to optimize short term trading and storage in electricity markets, understand the impacts of the large-scale low-cost storage on prices and market structure and help translate the research outcomes to practical industrial solutions. The project is based in Edinburgh (Scotland/UK).

Core scientific requirements:

• The models that the research team will develop will broadly use existing work optimal control, games, mean-field games, stochastic analysis, mathematical finance. The fellow should have prior knowledge (ideally including having made significant advances) in at least one of the above fields. Please see the job description for other essential criteria related to this post. If you are interested contact Goncalo dos Reis ( as soon as possible.

Core eligibility requirements (all are strict without exception):

(a) At the date May/2020 the candidate must not have resided or carried out their main work activity (including studying) in the UK for more than 12 months in the past 3 years (not counting holidays or short stays).

(b) Applicants must, at the date of the application deadline (May 2020), be in possession of a doctoral degree or have at least four years full-time equivalent research experience.

(c) At application deadline, have no more than ten years’ experience since defending their PhD (career breaks for parental leave, sickness absence or army service are excluded)

(d) A (5 page) research proposal must be submitted – we will work with for in its ellaboration. e)Applicants must submit an Ethical Issues Form. TRAIN@Ed complies with Horizon 2020 ethical principles, UK legislation, UK Research Council policy and/or the policy of the host department.

The Fellowship Scheme as a whole is funded until May 2023. Start date is 1st June 2020 if possible. We are aware of the difficulties stemming from the CoVid-19 situation, and solutions, where you can work from home, are within scope.

Benefits of the position:

Grade 7 salary scale £33,797 - £40,322 per annum you will receive payments into a pension scheme and other benefits of employment. Each year, you will be able to use funds up to £2500 to support attendance at conferences and meetings and £6000 to support other research costs.

There are additional benefits for Fellows which will depend on circumstances: • Relocation: If the fellow has to relocate, they are eligible to apply for reimbursement of expenses up to £5000 • Family Allowance: A monthly allowance of £384.61 is payable if the fellow has dependents which are defined as such: A family allowance will be paid in case the researcher has family obligations. In this context, family is defined as persons linked to the researcher: (i) by marriage (ii) by a relationship with equivalent status to a marriage recognised by the legislation of the country or region where this relationship was formalised (iii) as dependent children who are actually being maintained by the researcher.

Contact person: Goncalo dos Reis Email: Webpage:

Application Procedure

All applicants should apply online by clicking the apply link at the bottom of this page. The application process is quick and easy to follow, and you will receive email confirmation of safe receipt of your application. The online system allows you to submit a CV and other attachments.

A Supervisor Statement committing a potential academic supervisor is required for this position. This is to ensure that you will have adequate supervision throughout your fellowship. In addition, your collaborative partner can be invited to provide a second supervisor, to guide your research and ensure your support when at their location.

When applying it is essential that you submit: • Detailed CV with publication list; • 5-page project proposal of a proposed research programme, (a template is available on our website); • Ethical issues form (a template is available on our website); • A supporting statement or covering letter

For more information about the application and evaluation process please visit the TRAIN@Ed project web site You will be notified by email at various stages: Whether your proposal is eligible to be evaluated. Whether you will be interviewed. Feedback from the evaluators will be provided. The closing date is 11 May 2020 .

This employer is not accepting applications for this position through Mathjobs.Org. Please apply at
Contact: Dr Goncalo Dos Reis
Postal Mail:
School of Mathematics
James Clerk Maxwell Building
King's Buildings
University of Edinburgh
Mayfield Road
Web Page:

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