Monash University

Position Title/Short Description

Full Text of JOE Listing:

The Department of Econometrics and Business Statistics is currently seeking to appoint an enthusiastic Research Fellow to join a highly motivated team at Clayton campus.
The successful candidate will participate in an Australian Research Council (ARC) project titled “Forecasting when model stability is uncertain” and will contribute to the research effort of the University as well as develop research expertise.
You will be responsible for:
• The development of econometric theory, as well as extensive simulation studies to assess practical aspects of implementing this theory,
• The development of macroeconomic and financial empirical applications of the theory,
• Preparing research report and academic papers,
• Undertaking administrative functions primarily connected with the research project.
To be successful, you will have a doctoral qualification in econometrics or statistics (or equivalent relevant research experience), well developed skills in computationally intensive methods (especially if these incorporate bootstrapping methods), an ability to work both independently and as a member of a team, and demonstrated written and communication skills (publications or presentations).
A background in economics, finance, time series or forecasting is highly desirable, as is specific programming ability in Matlab and R.