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Postdoctoral Research Associate in Portfolio Optimization (School of Mathematics, University of Edin
miércoles, 21 diciembre 2016

Postdoctoral Research Associate in Portfolio Optimization (School of Mathematics, University of Edinburgh)

Applications are invited for an 18 month postdoctoral position in the areas of mathematical finance and optimization with a particular focus on probabilistic and optimization methods used in portfolio theory. The position will be based at the School of Mathematics, University of Edinburgh. There is a possibility of an extension for a further 18 months.

The successful candidate will join a team of four mathematicians: Sergio García Quiles, Jacek Gondzio, Joerg Kalcsics and Sotirios Sabanis who bridge between the Edinburgh Research Group in Optimization and the Probability group.

The project is funded by the EPSRC Impact Acceleration Account and Standard Life Investments and initially will involve research in portfolio construction approaches to optimal diversification. The project is a step towards a strategic partnership between Edinburgh University and Standard Life Investments (SLI) focused on quantitative portfolio and investment research. There will be opportunities to interact with SLI in order to enhance understanding of practical research implications and aid further career development.

The position should be taken up in March 2017 or soon after.

The starting salary will be in the range of £32,004 - £38,183, depending on experience.

Please include a CV and research statement with your application and arrange for two referees to send letters of recommendation to This e-mail address is being protected from spam bots, you need JavaScript enabled to view it by the closing date.

 

Informal enquiries:

Prof Gondzio: +44 131 650 8574, This e-mail address is being protected from spam bots, you need JavaScript enabled to view it

Dr Sabanis: +44 131 650 5084, This e-mail address is being protected from spam bots, you need JavaScript enabled to view it