JOB ADVERTISEMENT
POSTDOCTORAL RESEARCH FELLOWS IN STATISTICS/ECONOMETRICS
AUSTRALIAN SCHOOL OF BUSINESS
SCHOOL OF ECONOMICS
Salary Level A/6 – B/1: $A75 612 - $A84 927 per year (plus up to 9% employer superannuation plus leave loading). Remuneration can be negotiated based on skills and experience.
Applications are invited from suitably qualified applicants to carry out research whose aim is to build flexible static and dynamic regression models including multivariate copula and mixture models and to develop methods to carry out inference for these models. The estimation methods will be Bayesian using MCMC, sequential Monte Carlo, particle filtering, Approximate Bayesian Computation, and Variational Bayes. Frequentist methods will also be used where appropriate. The applications will be mainly to data in Finance, Economics and Organizational Behaviour and Social Psychology. The research will be funded by ARC Discovery and Linkage Grants. The successful applicants will be required to contribute to the research through the development of statistical and econometric methodology, computational software, data analysis, and the writing of research papers.
The research will be carried out under the direction of a research team consisting of Professors Robert Kohn and Chris Carter and Dr Valentyn Panchenko from the Australian School of Business, and Professors Sally Wood and Robert Wood from Melbourne Business School. Members of the research team will be interviewing at the ASSA meetings in Chicago, 6-8 January 2012.
Essential criteria: A PhD degree in Statistics, Econometrics or a related discipline or being close to completing such a degree; strong and demonstrated statistical and mathematical skills; strong and demonstrated programming skills in a language such as Matlab, Python or R; experience in Bayesian Statistics and MCMC methods; a demonstrated ability to work both independently and as a member of a research team.
Desirable criteria: A record of publication in international journals; knowledge of Fortran or C; a background in Economics and Finance; and excellent communication skills (oral, written and interpersonal).
The position(s) are full-time fixed-term for a period of up to three years, with an appropriate probation period. Membership of a University approved superannuation scheme is a condition of employment for new appointees.
Please contact Professor Robert Kohn regarding this position(s) at the Australian School of Business, School of Economics, voice: + 612 9385 2150, email: [log in to unmask]
Closing date: February 15 2012
Robert Kohn
Australian School of Business
Voice: + 612 93852150
Fax: +612 9313 6337
personal web page
http://robertkohn.wordpress.com/
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