Associate Research Fellow in Mathematics
FACULTY OF ENGINEERING AND INFORMATION SCIENCES
Full Time, Fixed Term (2 year) Appointment
The School of Mathematics and Applied Statistics (SMAS) is a dynamic and collegial community with a strong track record in research and teaching. There are over 30 academics in the School who hold 6 Australian Research Council Discovery Projects (DP) and 2 Discovery Early Career Researcher Awards (DECRA) grants that fund 5 postdoctoral fellows. The School has four well-established research areas (partial differential equations, operator algebras and noncommutative geometry, financial mathematics and statistical survey methodology) and about 40 PhD students. Collegial research collaboration is expected and research expectations are high. The School is expected to support the University’s aspirations to be in the ‘world top 1% universities’ in research and teaching. In the 2015 ERA the Statistics and Applied Mathematics disciplines both received the maximum rating of 5.
This position requires a strong background in mathematical analysis and computation and a reasonable knowledge in quantitative finance, particularly with some research experience in incomplete markets and market liquidity, is preferred.
The appointee will join a vibrant teaching and research team within the School and will have the opportunity to supervise undergraduate student projects and possibly higher degree research students. The research that the appointee will be involved in is part of an ARC project recently awarded to Prof. Song-Ping Zhu, Prof. Robert Elliott of the Univ. of SA and Dr. Ivan Guo of the Monash University and the main responsibility of the appointee is to carry out a research project that is focused on analysing liquidity risk as well as its impact on derivative markets, both empirically and quantitatively, and produce research articles appearing in high quality international journals.
As part of the online application process, you will be prompted to respond to the selection criteria which are based on the position description below. For further information, please contact Professor. Song-Ping Zhu on +61 2 4221 3807.