Research Associate in Applied Probability

Job Summary

The position is funded by Professor Philip Ernst’s Royal Society Wolfson Fellowship “New frontiers in statistical inference for stochastic processes”. It will involve statistical inference for stochastic processes using Wiener chaos theory.

Duties and Responsibilities

You will work closely with Prof Ernst on topics related stochastic analysis and statistical inference for stochastic processes, with a particular emphasis on Wiener chaos analysis and Malliavin calculus.

The proposed research aims at the development of new mathematical tools in statistical inference for stochastic processes. The research centers on developing statistical tests of independence for pairs of paths of Gaussian processes. We will concentrate on the archetypical examples of both stationary and highly non-stationary processes: the Ornstein-Uhlenbeck (OU) process, the Wiener and fractional Brownian motion processes, and their discretely observed versions and analogues.

You will be active member of the stochastic analysis seminar, will participate in informal seminars on research-level topics, and will be an enthusiastic and committed full time postdoctoral researcher in the team.

Essential Requirements

The essential requirements for this post are as follows:

• A PhD (or equivalent) in Mathematics, Applied Mathematics, Statistics, or a field related to the Programme.
• A strong research background in probability theory, applied probability, and related areas
• Clear evidence of outstanding promise and originality in research, with a good publication record, commensurate with career stage
• Excellent written communication skills and the ability to write clearly and succinctly for publication
• Ability to identify, develop and apply concepts, techniques and methods in new contexts
• Ability to keep accurate records of research results and activity, help with reporting
• Ability to exercise initiative and judgement in carrying out research tasks
• Ability to conduct a detailed review of recent literature
• Ability to work effectively with a team of researchers and across disciplines
• High level analytical capability

Further Information

The positions are full time and fixed term for 12 months (with possible extension).

The expected start date is 01 January 2024 and the latest start date that can be considered is 01 September 2024.

*Candidates who have not yet been officially awarded their PhD will be appointed as Research Assistant within the salary range, £38,194- £41,388 per annum.

 In addition to completing the online application, candidates should attach:

• A full CV,
• A 1-page research statement describing why the candidate’s expertise is relevant to this position and future research plans; and
• Details of three referees.

For any specific queries regarding the post please contact Professor Philip Ernst, (p.ernst@imperial.ac.uk).  

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