Mathematical Finance Section, Department of Mathematics, Faculty of Natural Sciences

Location: South Kensington Campus

Salary Range: £41,593 - £43,376 per annum

Applications are invited for a Postdoctoral Research Associate (PDRA) position at the Mathematics Department at Imperial College London. The position is funded by the EPSRC as part of the Programme Grant Unparameterised multi-modal data, high order signatures, and the mathematics of data science (DataSıg) and will be part of a multi-university research group (Imperial College London, Oxford and UCL) with a hub at the Alan Turing Institute.

Through collaboration between leading mathematicians and domain scientists, the DataSıg programme has created a wide array of computational tools for the analysis of complex multimodal data streams. These tools leverage the power of deep learning alongside the well-understood mathematics of rough path theory, and have shown state-of-the-art performance for irregularly sampled multivariate time series problems (i.e. messy data). You will work closely with members of the DataSıg team to further develop rough path methods as they relate to data science, and to identify areas of opportunity where these methods can have impact in datasets and challenges within radioastronomy.

Duties and Responsibilities

You will work closely with Thomas Cass (Imperial College London) and other members of the DATASIG programme: Terry Lyons (PI, University of Oxford), Hao Ni (Co-I, University College London) and Harald Oberhauser (Co-I, University of Oxford), with other PDRAs in the wider DataSıg Team, with the software engineer, and where appropriate, with other project partners. A key relationship for the successful applicant will be with DataSıg project partner Bojan Nikolic (Cavendish Laboratory, University of Cambridge). You will be expected to interact closely with Dr Nikolic’s group in Cambridge.

The project will involve applying rough path methodologies to datasets and challenges in radioastronomy. Examples of such challenges could include extending the range of detectable astronomical sources, and to develop mathematically-principled methods for the mitigation the effect of radio frequency interference in low-frequency radio astronomy. You will work two days a week at the Alan Turing Institute (ATI) together with the Investigators, the other PDRAs and the Software Engineer working on the Programme. The successful candidate will need to successfully complete security clearance to satisfy the ATI’s usual screening policy; this will include a Criminal Records Check.

Essential Requirements

The essential requirements for this post are as follows: • A PhD in Mathematics or discipline related to the programme, or equivalent level of professional qualification • A track record of experience of research in rough paths, signatures and/or in machine learning • Clear evidence of outstanding promise and originality in research, with a good publication record, commensurate with career stage. • Ability to carry out original research and to produce published research papers • Ability to identify, develop and apply new concepts, techniques and methods • Ability to keep accurate records of research results and activity • Ability to exercise initiative and judgement in carrying out research tasks • Ability to conduct a detailed review of recent literature • Excellent written communication skills and the ability to write clearly and succinctly for publication • Excellent verbal communication skills, the ability to deal with a wide range of people and to interact successfully with others to learn and teach new skills • Ability to organise and prioritise own work with minimal supervision • Ability to work with others, especially postdocs and graduate students • Ability to direct the work of a small research team and motivate others to produce a high standard of work • High level analytical capability • Ability to communicate complex information clearly • Resilience and independence in the face of research difficulties and setbacks • Ability to assess resource requirements and deploy them effectively • Ability to encourage research culture in others • Creative approach to problem-solving • Commitment to meeting deadlines • Commitment to maintaining and enhancing facilities and training others in their use • Flexible attitude towards work • Discipline and regard for confidentiality and security at all times • Willingness to undertake any necessary training for the role • Willingness to travel both within the United Kingdom and abroad to conduct research and attend conferences/workshops and other meetings Further Information

The position is full-time, fixed term for up to 36 months. It will be based at South Kensington Campus, and the post-holder will also be required to work at the Alan Turing Institute (London NW1 2DB) two days per week.

*Candidates who have not yet been officially awarded their PhD will be appointed as Research Assistant.

As this post is exempt from the Rehabilitation of Offenders Act 1974, a satisfactory Disclosure and Barring Service (DBS) check, at the appropriate level, will be required for the successful candidate.

Further information about the DBS disclosure process can be found at http://www.homeoffice.gov.uk/agencies-public-bodies/dbs/ or by telephoning 03000 200 190. You may also wish to view the College’s DBS webpage for policy statements on the Recruitment and Employment of Ex-Offenders and the Secure Storage, Use, Retention & Disposal of Disclosures and Disclosure Information.

In addition to completing the online application, candidates should attach:

• A full CV, • A 1-page research statement describing why the candidate’s expertise is relevant to this position and future research plans; and • The details of three referees.

For any specific queries regarding the post please contact Dr Thomas.Cass, (thomas.cass@imperial.ac.uk).

The College is a proud signatory to the San-Francisco Declaration on Research Assessment (DORA), which means that in hiring and promotion decisions, we evaluate applicants on the quality of their work, not the journal impact factor where it is published. For more information, see https://www.imperial.ac.uk/research-and-innovation/about-imperial-research/research-evaluation/

The College believes that the use of animals in research is vital to improve human and animal health and welfare. Animals may only be used in research programmes where their use is shown to be necessary for developing new treatments and making medical advances. Imperial is committed to ensuring that, in cases where this research is deemed essential, all animals in the College’s care are treated with full respect, and that all staff involved with this work show due consideration at every level.

http://www.imperial.ac.uk/research-and-innovation/about-imperial-research/research-integrity/animal-research/

Imperial College is committed to equality of opportunity, to eliminating discrimination and to creating an inclusive working environment. We are an Athena SWAN Silver award winner, a Stonewall Diversity Champion, a Disability Confident Employer and work in partnership with GIRES to promote respect for trans people

Closing date: 09/09/2021 To apply, please visit www.imperial.ac.uk/jobs and search for the reference NAT00980.