Postdoctoral Research Associate position – U of Edinburgh & Standard Life Investments (part of Aberdeen Standard Investments now)

Postdoctoral Research Associate in Data-Driven Portfolio Risk Management
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 probabilistic and optimization data-driven methods (such as stochastic gradient methods) used in portfolio theory. The position will be based at the School of Mathematics, University of Edinburgh.
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 project is funded by the EPSRC Impact Acceleration Account and Standard Life Investments (recently renamed Aberdeen Standard Investments – part of Aberdeen Standard, No 1 UK Asset Manager) and will involve research in data-driven portfolio construction approaches to optimal diversification. The project is a step towards a strategic partnership between Edinburgh University and Standard Life Investments (SLI) focused on quantitative portfolio and investment research. There will be opportunities to interact with SLI in order to enhance understanding of practical research implications and aid further career development.
The position should be taken up in October 2018 or soon after.
Closing date: Friday 7th September 2018 at 5pm (GMT).
More info: https://www.vacancies.ed.ac.uk/pls/corehrrecruit/erq_jobspec_version_4.jobspec?p_id=044741

Best regards,
Sotirios Sabanis, Reader, Turing fellow, Alan Turing Institute

Dr. Sotirios Sabanis
Room 4610
School of Mathematics,
James Clerk Maxwell Building,
Peter Guthrie Tait Road
The King’s Buildings,
The University of Edinburgh,
Edinburgh EH9 3FD,
Scotland, UK
Phone: +44 (0)131 650 5084
E-mail: S.Sabanis@ed.ac.uk

The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336.