Postdoctoral Research Associate – Managing Catastrophic Risk: Limits of Diversification and New Measures of Market Uncertainty

Posted on

Application Deadline

Type

Postdoc

The Discipline of Business Analytics at the University of Sydney offers an exciting opportunity for a highly motivated postdoctoral researcher to work on a project encompassing fundamental topics in econometrics and risk management with wide applicability and high impact.

 

About the opportunity 

The Discipline of Business Analytics at the University of Sydney offers an exciting opportunity for a highly motivated postdoctoral researcher to work on a project encompassing fundamental topics in econometrics and risk management with wide applicability and high impact. The project aims to develop new statistical tools, applicable when the conventional paradigm that diversification reduces risk fails and when textbook approaches to risk quantification severely under-report risk. The new tools enhance our capacity to build and manage natural, social and human-made systems in uncertain environments. Our effective response to many threats including financial crises and natural events, depends on this capacity. Thus, the expected benefits in the form of more reliable and robust risk analytics will accrue when they are most needed.

We are seeking to appoint a postdoctoral researcher with expertise in modelling heavy tailed, heterogenous, high-dimensional data with flexible dependence patterns, in particular, someone familiar with such risk management concepts as copulas, power law and coherent risk measures. The postdoctoral researcher will contribute to the wider research community by publishing high-quality papers in top econometrics and statistics journals.

Successful candidates will work closely within multidisciplinary and international project team of leading researchers in Australia, UK and USA.

 

About you

The University values courage and creativity; openness and engagement; inclusion and diversity; and respect and integrity. As such, we see the importance of recruiting talent aligned to these values and are looking for a Postdoctoral Research Associate – Managing Catastrophic Risk: Limits of  Diversification and New Measures of Market of Market Uncertainty

Who has:

  • a completed PhD in econometrics, statistics, quantitative finance, computer science or related field
  • evidence of ability to conduct high-quality research
  • strong mathematical and programming background and problem-solving skills
  • an emerging track record of academic publications in high quality refereed journals
  • an ability to work in a collaborative team environment
  • excellent communication skills.

 

About us

The Discipline of Business Analytics is one of the foremost groups in Australia undertaking research in Econometrics, Statistics, Operations Research and Machine Learning with applications to business problems. The discipline has research strengths in the areas of financial econometrics, statistical learning, deep learning, optimisation, network analysis, among other things.

Since our inception 160 years ago, the University of Sydney has led to improve the world around us. We believe in education for all and that effective leadership makes lives better. These same values are reflected in our approach to diversity and inclusion and underpin our long-term strategy for growth. We’re Australia's first university and have an outstanding global reputation for academic and research excellence. Across our campuses, we employ over 8,100 academic and non-academic staff who support over 73,000 students.

We are undergoing significant transformative change which brings opportunity for innovation, progressive thinking, breaking with convention, challenging the status quo, and improving the world around us.

 

How to apply

For more information on the position and University, please view the job’s listing on the University of Sydney careers website.

All applications must be submitted via the University of Sydney careers website.  Visit sydney.edu.au/recruitment and search by the reference number 498/0320F to apply.


Closing date: 11:30pm, Tuesday 7 April 2020

 

The University of Sydney is committed to diversity and social inclusion. Applications from people of culturally and linguistically diverse backgrounds; equity target groups including women, people with disabilities, people who identify as LGBTIQ; and people of Aboriginal and Torres Strait Islander descent, are encouraged.

Β© The University of Sydney

The University reserves the right not to proceed with any appointment.

More Information

Posted on

Application Deadline

Type

Postdoc