Postdoctoral Research Associate in Data-Driven Portfolio Risk Management
Applications are invited for a 20-month postdoctoral position in the areas of computational mathematical finance, machine learning and optimization with a particular focus on developing probabilistic and data-driven optimization methods used in portfolio theory.
Documented expertise in stochastic approximations/stochastic gradient methods, global optimisation and/or dimensionality reduction is considered an advantage.
The project is part of a strategic partnership between Edinburgh University and Standard Life Investments (recently renamed Aberdeen Standard Investments - part of Aberdeen Standard, No 1 UK Asset Manager) focused on quantitative portfolio and investment research.
The position should be taken up in January 2019 or soon after.
Closing date: Friday 7th December 2018 at 5pm (GMT).
More info: https://www.vacancies.ed.ac.uk/pls/corehrrecruit/erq_jobspec_version_4.jobspec?p_id=045893
Sotirios Sabanis, Reader in Mathematics (U of Edinburgh) & Turing Fellow (Alan Turing Institute)
Dr. Sotirios Sabanis
School of Mathematics,
James Clerk Maxwell Building,
Peter Guthrie Tait Road
The King's Buildings,
The University of Edinburgh,
Edinburgh EH9 3FD,
Phone: +44 (0)131 650 5084
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