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Postdoctoral Research Associate, Discipline of Business Analytics

Employer
UNIVERSITY OF SYDNEY
Location
Sydney, Australia
Closing date
21 Apr 2020

Job Details

  • Work with leaders in the field on an international ARC-funded research project
  • Join a highly successful, collaborative, supportive and engaged group at a leading Australian university
  • 1-year fixed term from date of appointment, with possibility of renewal, Academic Level A, salary $86K to $117K p.a. plus leave loading and generous superannuation

About the opportunity 

The Discipline of Business Analytics at the University of Sydney offers an exciting opportunity for a highly motivated postdoctoral researcher to work on a project encompassing fundamental topics in econometrics and risk management 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 new tools enhance our capacity to build and manage natural, social and human-made systems in uncertain environments. Our effective response to many threats including financial crises and natural events, depends on this capacity. Thus, the expected benefits in the form of more reliable and robust risk analytics will accrue when they are most needed.

We are seeking to appoint a postdoctoral researcher with expertise in modelling heavy tailed, heterogenous, high-dimensional data with flexible dependence patterns, in particular, someone familiar with such risk management concepts as copulas, power law and coherent risk measures. The postdoctoral researcher will contribute to the wider research community by publishing high-quality papers in top econometrics and statistics journals.

Successful candidates will work closely within multidisciplinary and international project team of leading researchers in Australia, UK and USA.

About you

The University values courage and creativity; openness and engagement; inclusion and diversity; and respect and integrity. As such, we see the importance of recruiting talent aligned to these values and are looking for a Postdoctoral Research Associate – Managing Catastrophic Risk: Limits of  Diversification and New Measures of Market of Market Uncertainty

Who has:

  • a completed PhD in econometrics, statistics, quantitative finance, computer science or related field
  • evidence of ability to conduct high-quality research
  • strong mathematical and programming background and problem-solving skills
  • an emerging track record of academic publications in high quality refereed journals
  • an ability to work in a collaborative team environment
  • excellent communication skills.

About us

The Discipline of Business Analytics is one of the foremost groups in Australia undertaking research in Econometrics, Statistics, Operations Research and Machine Learning with applications to business problems. The discipline has research strengths in the areas of financial econometrics, statistical learning, deep learning, optimisation, network analysis, among other things.

Since our inception 160 years ago, the University of Sydney has led to improve the world around us. We believe in education for all and that effective leadership makes lives better. These same values are reflected in our approach to diversity and inclusion and underpin our long-term strategy for growth. We’re Australia's first university and have an outstanding global reputation for academic and research excellence. Across our campuses, we employ over 8,100 academic and non-academic staff who support over 73,000 students.

We are undergoing significant transformative change which brings opportunity for innovation, progressive thinking, breaking with convention, challenging the status quo, and improving the world around us.

How to apply

For more information on the position and University, please view the job’s listing on the University of Sydney careers website.

All applications must be submitted via the University of Sydney careers website. Visit sydney.edu.au/recruitment and search by the reference number 498/0320F to apply.

Closing date: 11:30pm, Tuesday 21 April 2020

The University of Sydney is committed to diversity and social inclusion. Applications from people of culturally and linguistically diverse backgrounds; equity target groups including women, people with disabilities, people who identify as LGBTIQ; and people of Aboriginal and Torres Strait Islander descent, are encouraged.

© The University of Sydney

The University reserves the right not to proceed with any appointment.

Company

The University of Sydney was established in 1850 and is consistently recognised, both locally and internationally, for its outstanding teaching and research excellence. Sydney alumni include Prime Ministers, Governor Generals, Nobel Prize winners and leaders in every field of endeavour.

The University offers a comprehensive range of courses, including a number of disciplines unique in Australia. Teaching is spread across nine different state-of-the art campuses, located across New South Wales.

The University of Sydney’s commitment to excellence in research has resulted in an outstanding record in national competitive funding and underpins an approach to teaching which has won nominations for excellence and resulted in high student satisfaction ratings. The University has 78 research centres and institutes and is home to three ARC Centres of Excellence.

The teaching, research and cultural life of the University is supported by extensive facilities, including the largest library collection in the Southern Hemisphere, the world-class Nicholson Museum of archaeological antiquities, the Macleay Museum of natural history and ethnographic collections and the University Art Gallery. Its outstanding sporting and recreation facilities provide a training centre for students and Olympic athletes.

The University of Sydney is a key member of the Group of Eight Australian major research-intensive universities, and the Worldwide Universities Network.

Campuses

The University of Sydney has nine official campuses.

1.         Camperdown/Darlington Campus.

2.         Cumberland Campus. Home to the Faculty of Health Sciences (based in Lidcombe).

3.         Mallett Street Campus. Home of the Sydney Nursing School.

4.         Sydney Conservatorium of Music Campus. In Macquarie Street, central Sydney.

5.         Rozelle Campus. Home to Sydney College of the Arts.

6.         Surry Hills Campus. Home to the Faculty of Dentistry.

7.         Camden Campus. Contains facilities connected to the Faculty of Veterinary Science and the Faculty of Agriculture and Environment.

8.         Burren Street Campus. Facilties are currently under development.

9.         Sydney Medical School campuses. These include the School of Rural Health (in Dubbo and Orange), the Royal Prince Alfred Hospital, Concord Hospital, Westmead Hospital, the Children’s Hospital at Westmead, Nepean Hospital, Northern Clinical School, Sydney Adventist Hospital, Broken Hill University Department of Rural Health, and Northern Rivers University Department of Rural Health.

Faculties

The University of Sydney has 16 faculties.

1. Agriculture and Environment

2. Architecture, Design and Planning

3. Arts and Social Sciences

4. Business (Business School)

5. Dentistry

6. Education and Social Work

7. Engineering and Information Technologies

8. Health Sciences

9. Law (Sydney Law School)

10. Medicine (Sydney Medical School)

11. Nursing and Midwifery

12. Pharmacy

13. Science

14. Sydney College of the Arts

15. Sydney Conservatorium of Music

16. Veterinary Science

Number of Employees

Full-time employees: 7616

For more information, please visit: http://sydney.edu.au/

Company info
Telephone
+(61) 2 9351 2222
Location
UNIVERSITY OF SYDNEY
NEW SOUTH WALES
2006
Australia

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