Postdoctoral Fellow in Mathematical Statistics with applications in Finance, Operations Research, and Signal Processing


Ref. No. SU FV-0332-19S

at the Department of Mathematics. Closing date: 1 April 2019.

The Department of Mathematics at Stockholm University has 43 faculty staff members, 15 postdocs and 36 PhD students and post docs, divided into three divisions: Mathematics, Mathematical Statistics and Computational Mathematics. The postdoc position belongs to Mathematical Statistics. This division has 15 faculty staff members and 18 PhD students and post docs. Active research areas in the division of mathematical statistics include financial statistics and mathematics, insurance mathematics, discrete probability, biostochastics and biostatistics, and epidemic modeling.

Project description
Research area(s): The position is directed towards mathematical statistics with applications in finance, operations research, and signal processing. During the last four decades, the influence of parameter uncertainty on the performance of optimization procedures, especially in portfolio theory, has been widely recognized. Recently, a number of theoretical results have been obtained from the viewpoint of frequentist statistics and Bayesian statistics and applied to real data. In particular, the methods of Bayesian statistics provide new insights and allow to incorporate additional information available into the decision process.

The position is hosted by Taras Bodnar. Other researchers in financial statistics and mathematics and in insurance mathematics at the department include Joanna Tyrcha, Filip Lindskog, Mathias Lindholm, Kristoffer Lindensjö and a number of PhD students.

Main responsibilities
Main tasks: Research. The position also includes up to 20 % teaching.

Qualification requirements
Postdoctoral positions are appointed primarily for purposes of research. Applicants are expected to hold a Swedish doctoral degree or an equivalent degree from another country.

Assessment criteria
The degree should have been completed no more than three years before the deadline for applications. An older degree may be acceptable under special circumstances, which may involve sick leave, parental leave, clinical attachment, elected positions in trade unions, or similar.

In the appointment process special weights will be given to scientific expertise in research areas related to the position and the ability to program in R and Matlab. A qualified applicant is expected to be fluent in both written and spoken English, and to have excellent communication skills. 

Terms of employment
The position involves full-time employment for a maximum of two years, with the possibility of extension under special circumstances. Start date September 2019 or as per agreement.

Stockholm University strives to be a workplace free from discrimination and with equal opportunities for all.

Contact
Further information about the position can be obtained from the Head of the Department, Associate professor Taras Bodnar, taras.bodnar@math.su.se.

Union representatives
Ingrid Lander (Saco-S), telephone: +46 708 16 26 64, saco@saco.su.se, Lisbeth Häggberg (Fackförbundet ST/Lärarförbundet), telephone: +46 8 16 40 17, st@st.su.se, and seko@seko.su.se (SEKO).

Application
Apply for the position at Stockholm University’s recruitment system. It is the responsibility of the applicant to ensure that the application is complete in accordance with the instructions in the job advertisement, and that it is submitted before the deadline.

Please include the following information with your application

  • Your contact details and personal data
  • Your highest degree
  • Your language skills
  • Contact details for 2–3 references, with email adresses 

and, in addition, please include the following documents

  • Cover letter
  • CV – degrees and other completed courses, work experience and a list of publications
  • Reaserch proposal (no more than 3 pages) describing:
    – research activities
    – teaching and other relevant information for the position 
  • Copy of PhD diploma
  • Publications in support of your application (no more than 3 files).

The instructions for applicants are available at: Instructions – Applicants.

You are welcome to apply!

Stockholm University – our education and research produce results.

Closing date: 01/04/2019

Apply

Read the job description at the university homepage

Post expires on Monday April 1st, 2019