Faculty of Science
School of Mathematics and Statistics
About the role
Applications are sought for a Research Associate to work on an ARC Discovery Project awarded to Associate Professor Spiridon Penev from UNSW Australia and to Professor Pavel Shevchenko from CSIRO.
No teaching is required.
The position will be in Sydney at UNSW Australia, initially for a fixed-term period of 2 years with a possibility of extension for another year.
Although experience in the following areas of statistics and empirical financial econometrics is preferred, all candidates with strong qualifications in a relevant field of mathematics and statistics are encouraged to apply and will be carefully considered:
1. Inference about risk, empirical risk optimization, optimal stochastic control, state-space modelling.
2. Wavelet methods in analysing time series.
3. Development of efficient computational algorithms for empirical finance within R and Matlab.
The successful applicant will play a leading role within a collaborative research team and, in collaboration with other team members, are expected to publish in leading international journals.
Applicants should have a PhD degree or be very close to completing one. Women and people from equity groups are encouraged to apply.
Applicants may be required to undergo pre-employment checks prior to appointment to these roles. Applicants should systematically address the selection criteria in their applications.
Having read the documentation, you may then direct any enquiries to:
Associate Professor Spiridon Penev
Email to S.Penev@unsw.edu.au.
Applications close: 12 February 2016
For full details of this position and application procedure, go to http://www.jobs.unsw.edu.au/