The University of Sydney

Position Title/Short Description

Full Text of JOE Listing:

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 PhD 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 ability to conduct high-quality research; and contact information for three academic references. Strong mathematical and programming background essential. Visit https://sydney.edu.au/about-us/careers-at-sydney.html and search the reference number 498/0320F to apply.