 |
 |
A Research Fellow position is now available to develop advanced models of individual customer and portfolio loan risk in the retail financial services sector. The Research Fellow will work under the direction of Professor Jonathan Crook, and will be expected to have a sound grounding in econometrics, statistics, data mining, or a closely related discipline, and to have solid computational skills. This is a full time open ended post Salary scale: £31,342 - £37,394 (UE07) The closing date for this vacancy is 5pm (GMT) 30th October 2014 Further details at https://www.vacancies.ed.ac.uk/pls/corehrrecruit/erq_jobspec_version_4.display_form Job Description The University of Edinburgh Business School is seeking to appoint a Research Fellow within the Credit Research Centre. We are looking for high quality candidates to work with Professor Jonathan Crook on research in the areas of consumer credit risk modelling. Main Responsibilities The main duties of appointees will be to engage in research in collaboration with and as directed by Professor Jonathan Crook (JC) as specified in the contract of the University of Edinburgh and as agreed by Professor Crook. These duties include • Conducting systematic literature searches on specific topics relevant to credit risk. • Designing empirical models jointly with JC relating to credit risk. • Writing programs in appropriate software to estimate these models. • Writing academic papers jointly with JC for publication in journals and possibly a book. • Giving presentations on the research at conferences and contributing to the achievement of impact from the research. The Centre is a vibrant community of researchers consisting of twelve academics, a Research Fellow and a number of PhD students. It has close contacts with many major financial institutions and holds frequent seminars and regular one day and three day conferences. This is a rare and exciting opportunity to join one of the largest and most active academic groupings in the world in the area of credit research. Members of the Centre teach on the MSc Banking and Risk and new developments in Masters level courses in this area are planned. Contact: [log in to unmask] Tel: +44 0131 650 3802