Postdoctoral Research Associate

About the Role

The postholder will develop novel methodology in statistical finance. The focus will be on applications in high-dimensional time series analysis and the development of adaptive models capable of learning online from new data. Both low- and high-frequency data analysis will be considered. 

About You

The successful postholder will have or is soon to complete a PhD degree in Statistics, Econometrics, Financial Econometrics or a related field. The candidate should have experience with conducting research involving the development of methodology for the analysis of data with complex dependencies.

About the School

The School of Mathematical Sciences has an exceptionally strong research presence across the spectrum of Mathematical Sciences. It is part of the Faculty of Science and Engineering, which comprises five schools and two institutes.

This position is based in the Centre for Probability, Statistics and Data Science. Other Centres include the Centre for Geometry, Analysis and Gravitation, the Centre for Dynamical Systems, Statistical Physics and Complex Systems, and the Centre for Mathematical Education.

About Queen Mary

At Queen Mary University of London, we believe that a diversity of ideas helps us achieve the previously unthinkable.

Throughout our history, we’ve fostered social justice and improved lives through academic excellence. And we continue to live and breathe this spirit today, not because it’s simply ‘the right thing to do’ but for what it helps us achieve and the intellectual brilliance it delivers.

We continue to embrace diversity of thought and opinion in everything we do, in the belief that when views collide, disciplines interact, and perspectives intersect, truly original thought takes form.

Benefits

We offer competitive salaries, access to a generous pension scheme, 30 days’ leave per annum (pro-rata for part-time/fixed-term), a season ticket loan scheme and access to a comprehensive range of personal and professional development opportunities. In addition, we offer a range of work life balance and family friendly, inclusive employment policies, flexible working arrangements, and campus facilities.

Queen Mary’s commitment to our diverse and inclusive community is embedded in our appointments processes. Reasonable adjustments will be made at each stage of the recruitment process for any candidate with a disability. We are open to considering applications from candidates wishing to work flexibly.

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