Postdoctoral Research Fellow, Deep Learning Based Time Series Modeling and Quantum Computing
Postdoctoral Research Fellow – Deep Learning Based Time Series Modeling and Quantum Computing for Financial Forecasting
- Opportunity to work with leaders in the field on an international ARC-funded research project
- Located on the Darlington Campus
- Full-time fixed term for 12 monthswith possibility of renewal, with a base salary of $94K to $126Kp.a., plus leave loading and a generous employer’s contribution to 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 that pursues breakthroughs in flexible time series modelling which help reveal the hidden underlying structure in time series data, with a focus on flexible modelling of financial time series data. The advances will be achieved through interdisciplinary research, combining recent advances in machine learning, Bayesian computation, financial econometrics and the increasing availability of Big Data. The project also looks at possibility of applying quantum computing to speed up the computation. The methodologies developed will lead to a greater accuracy in financial forecasting and risk management, and open up new horizons for the wider scientific community to analyse their time series data.
The project is funded by the Australian Research Council through a Discovery Projects scheme and led by Dr. Minh-Ngoc Tran, Prof. Junbin Gao and Prof. Richard Gerlach.
We are seeking to appoint a postdoctoral researcher with expertise in related areas such as statistics, machine learning and econometrics. Successful candidates will work closely with a multidisciplinary and international team of leading researchers in Australia and overseas.
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 aPostdoctoral Research Fellow 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
- some prior knowledge of quantum computing is preferable, but not required.
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 731/0520F to apply.
Please note: Visa sponsorship is not available for this position
Closing date: 11:30 pm, Thursday 2 July 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.
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The University reserves the right not to proceed with any appointment.