Inicio arrow Becas y Ofertas de Empleo arrow Post-doc position to work on the EPSRC-funded project ‘Optimization Models for Interpretable Analyti
Post-doc position to work on the EPSRC-funded project ‘Optimization Models for Interpretable Analyti
martes, 21 de mayo de 2019

I am looking for candidates for a post-doc position to work on the EPSRC-funded project ‘Optimization Models for Interpretable Analytics’.

Please, find more information:
https://www.vacancies.ed.ac.uk/pls/corehrrecruit/erq_jobspec_version_4.jobspec?p_id=047932 Do not hesitate to contact me ( Esta dirección de correo electrónico está protegida contra los robots de spam, necesita tener Javascript activado para poder verla ) for any questions or enquiries.

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The project will propose new methodologies to estimate models that deal with complex data, but are easy to interpret. In particular, we will focus on the three most important challenges in the area of banking: probability of default, time-to-default and loss-given-default estimation. Different notions of interpretability will be taken into account. They will be defined in collaboration with practitioners in the industry of banking and risk. Different definitions will be then be modelled as mathematical constraints and regularization terms, to be added to the mathematical programming problems involved in the model estimation.

optimization models and methods,
mathematical data science,
credit risk modelling,
Candidates with background in pure mathematics are also welcome if they can prove interest in transferring their theory to solve applied problems.
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Kind regards,
Belen