University of Edinburgh, School of Mathematics

Position ID:

713-PDRA10 [#23601, 8776]

Position Title:

Postdoctoral Research Associate in Computational Finance

Position Type:

Postdoctoral

Position Location:

Edinburgh, City of EH9 3JZ, United Kingdom of Great Britain and Northern Ireland

Appl Deadline:

2023/11/24 23:59:59 finished (2023/10/23, finished 2024/05/25, listed until 2023/11/24)

Position Description:

*** this position has been closed. ***

UE07: £37,099 to £44,263

CSE/School of Mathematics

Full time (35 hours per week)

Fixed term for 2 years + a possibility of 1 year extension

Applications are invited for the post of Postdoctoral Research Associate (PDRA) in Computational Finance in the School of Mathematics, University of Edinburgh. The post is available from 8th January 2024 for a fixed term of 2+1 years, full-time contract.

The position is funded during the first two years by the IORH grant: “DeFi risk metrics via multi-agent simulations”. The PDRA is to work in interdisciplinary fashion with researchers in both Informatics and Mathematics. This project will develop principled risk management systems to improve economic security in decentralised finance using established tools from financial mathematics / quantitative finance / stochastic control / game theory augmented by agent-based and reinforcement learning based simulations.

The extension to the 3rd year is conditional on the position holder carrying out some teaching duties for the School of Mathematics in that 3rd year.

To maximise innovation and creativity in informatics / mathematics, applications from candidates with diverse career paths, including those returning from a career break or following time in other roles, are encouraged.

The Opportunity:

The Schools of Informatics and Mathematics at the University of Edinburgh are at the forefront of research in computational finance / financial mathematics / quantitative finance / reinforcement learning. The successful candidate will work with the IORH grant holders: Dr Aris Filos-Rastikas (Informatics), Dr David Siska (Mathematics), Prof Lukasz Szpruch (Mathematics) on developing state-of-the-art theory and simulation techniques for automated risk-management in decentralised finance. The PDRA will be encouraged to publish and present their results as well as to develop open-source software tools.

Applicants should have/or be close to obtaining a PhD in computational finance, mathematical finance, reinforcement learning, stochastic control, game theory or related areas of mathematics / informatics / computer science. They should have a track record of or potential for research excellence. They should be enthusiastic about software development and have working knowledge of python and relevant deep-learning libraries (e.g. torch).

Please upload a CV and a research statement outlining how your current research connects with the position (no more than 2 pages) when applying for the post via the online recruitment system. In addition please arrange for at least 2 references to be sent direct to hr@maths.ed.ac.uk quoting the reference number 8776

Your skills and attributes for success:

A PhD (or close to completion) in agent-based modelling, game theory, mathematical finance, reinforcement learning, stochastic control or related areas of mathematics / informatics / computer science. Track record of or potential for research excellence, evidenced by e.g. preprints / publication record. Enthusiasm about software development, evidenced by e.g. projects on Github. Interest in decentralised finance and strong motivation to develop tools to measure, model and understand risk in decentralised finance protocols.

As a valued member of our team you can expect:

An exciting, positive, creative, challenging and rewarding place to work. We give you support, nurture your talent and reward success. You will benefit from a competitive reward package and a wide range of staff benefits, which includes a generous holiday entitlement, a defined benefits pension scheme, staff discounts, family friendly initiatives, flexible working and much more. Access our staff benefits page for further information and use our reward calculator to find out the total value of pay and benefits provided. The University of Edinburgh holds a Silver Athena SWAN award in recognition of our commitment to advance gender equality in higher education. We are members of the Race Equality Charter and we are also Stonewall Scotland Diversity Champions, actively promoting LGBT equality.

The University is able to sponsor the employment of international workers in this role. If successful, an international applicant requiring sponsorship to work in the UK will need to satisfy the UK Home Office’s English Language requirements and apply for and secure a Skilled Worker Visa.

Key dates to note

The closing date for applications is 24th November 2023

Unless stated otherwise the closing time for applications is 11:59pm GMT. If you are applying outside the UK the closing time on our adverts automatically adjusts to your browsers local time zone.

Interviews will be held the week starting 4th December 2023

About Us

As a world-leading research-intensive University, we are here to address tomorrow’s greatest challenges. Between now and 2030 we will do that with a values-led approach to teaching, research and innovation, and through the strength of our relationships, both locally and globally.

About the Team

The School of Mathematics is one of the world’s leading mathematical sciences departments, home to internationally excellent researchers and to an innovative educational environment for both undergraduates and postgraduates. Our location in the beautiful and historic capital of Scotland puts us in the centre of a vibrant community of academics, cultural institutions, industry partners and research institutes.

As a School we value both the breadth and depth of our mathematical research. We have over seventy permanent members of academic staff and over twenty research fellows and research associates, who come from across the world and together cover a broad range of research topics in pure and applied mathematics, operational research and statistics. Our Graduate School has over eighty research students and over one hundred MSc students, and our postgraduate provision has gone from strength to strength with the recent introduction of Doctoral Training Centres in Analysis and its Applications, and in Data Science. We have close links with the School of Informatics and are actively involved in current data science developments, particularly as one of the 5 UK-wide partners in the Alan Turing Institute.

The School is passionate about delivering a world-leading educational environment for its students and is constantly exploring new ideas in mathematical education in order to provide a stimulating learning environment. Quantitative skills have never been more in demand in the world, and our students graduate with strong skills in critical thinking, independent learning and communication. Within 6 months of graduating, 93% of our students are in full-time employment or study. In 2010 the Teaching Programme review "welcomed the excellent quality of education" provided by the School.

The School of Mathematics is dedicated to valuing and celebrating diversity, and ensuring equality of opportunity for all staff, students, and visitors. We are committed to creating a community which is inclusive and respectful of all our staff and students, and their lived experiences.

Further information about the School, our research and our teaching is available at https://www.maths.ed.ac.uk

We are not accepting applications for this job through MathJobs.Org right now. Please apply at https://elxw.fa.em3.oraclecloud.com/hcmUI/CandidateExperience/en/sites/CX_1001/job/8776 .

Contact: Dr David Siska

Email: email address

Postal Mail:

: School of Mathematics
James Clerk Maxwell Building
King's Buildings
University of Edinburgh
Mayfield Road
Edinburgh
EH9 3JZ

Web Page: www.maths.ed.ac.uk