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


  • Postdoc
  • Sydney, NSW
  • Posted 3 weeks ago
  • Expires on: April 21, 2020

The University of Sydney

The Discipline of Business Analytics of University of Sydney is accepting applications for a Postdoctoral Research Associate within an ARC-funded project on limits of diversification and new measures of market uncertainty. The position provides an exciting opportunity for a highly motivated postdoctoral researcher to work with leading scholars on fundamental topics in econometrics 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 Associate will join a collaborative and engaged group working in the intersection of econometrics, statistics, optimization and machine learning. The position is one year with a possibility of renewal.

Applicants must have received a Ph.D. in econometrics, statistics, quantitative finance, computer science or a related field before commencing the position and be legally permitted to work in Australia between 2020 and 2022. Besides their CV, applicants should submit a cover letter summarizing how their research agenda aligns with the project goals and outlining evidence of the ability to conduct high-quality research; and contact information for three academic references. Strong mathematical and programming background is essential.

For position description and on-line application, visit https://sydney.edu.au/about-us/careers-at-sydney.html and search by the reference number 498/0320F.

 The closing date is: 11:30 pm, Tuesday 21 April 2020