Postdoctoral Research Fellows in Mortality, Morbidity and Longevity Risk
Heriot-Watt University - School of Mathematical and Computer Sciences
|Salary:||£31,076 to £38,183|
|Contract Type:||Contract / Temporary|
|Placed on:||3rd October 2016|
|Closes:||31st October 2016|
Applications are invited for two Postdoctoral Research Fellows to join the 4 year research programme on “Modelling, Measurement and Management of Longevity and Morbidity Risk” funded by the Actuarial Research Centre of the Institute and Faculty of Actuaries. The successful candidate will work with world renowned researchers Professor Andrew Cairns (Director of the Actuarial Research Centre), Professor Angus Macdonald, Dr George Streftaris, Dr Torsten Kleinow and Dr Marcus Christiansen in the Department of Actuarial Mathematics and Statistics. They will work on development of new statistical models that will advance the ability of insurers and pension plans to measure the mortality and morbidity risks that they carry, and to develop innovative new strategies for the management of these risks. One of the research fellows will also work on the development of risk management strategies for longevity risk.
Recent decades have seen significant changes in mortality and morbidity rates with a corresponding impact on the financial calculations carried out by pension plans and insurers. Alongside these developments we have seen greater focus in actuarial work on how to price and reserve for the corresponding liabilities, and rapid development of mathematical and statistical models to underpin this work.
The research programme aims to take this modelling work to a higher level still that will be world-leading in the modelling, measurement and management of longevity and morbidity risk.
The research programme will tackle problems that are of primary interest to industry (facilitated by a workshop early on) and other external stakeholders to maximise the potential impact of the outputs.
Minimum qualification: Doctorate
To be considered for the role, you will have a PhD in a relevant subject such as actuarial science, statistics, applied mathematics or econometrics.
If you wish to discuss the role further, please contact the Research Programme Director, Professor Andrew Cairns by email (A.J.G.Cairns@hw.ac.uk) or phone (+44(0)131 451 3245).
Applications are particularly welcome from women and black and ethnic minority ethnic candidates, who are under-represented in academic posts at Heriot-Watt.
For application details and further information please go to:
Share this job
Type / Role: