Applications are invited for a 20-month postdoctoral position in the areas of computational mathematical finance, machine learning and optimization with a particular focus on developing probabilistic and data-driven optimization methods used in portfolio theory.
Documented expertise in stochastic approximations/stochastic gradient methods,global optimisation and/or dimensionality reduction is considered an advantage.
The project is part of a strategic partnership between Edinburgh University and Standard Life Investments (recently renamed Aberdeen Standard Investments – part of Aberdeen Standard, No 1 UK Asset Manager) focused on quantitative portfolio and investment research.
The successful candidate will join a team of four mathematicians: Sergio García Quiles, Jacek Gondzio, Joerg Kalcsics and Sotirios Sabanis who bridge between the Edinburgh Research Group in Optimization and the Probability group.
The position should be taken up in January 2019 or soon after.
Closing date: Friday 7th December 2018 at 5pm (GMT).