Postdoctoral Research Fellow in Statistics/Econometrics

Australian School of Business, UNSW

Funded by an ARC Discovery grant on Efficient Estimation of Statistical Models with Many Parameters, the aim of the research is to develop flexible semi-parametric regression models for both univariate and multivariate data. In particular, the work will involve mixture regression models and copula models and their application to data from Finance, Economics and Environmental Science.

The successful applicant will be required to contribute to the research through the development of statistical methodology, computational software, the analysis of data, and writing of research papers.

The research will involve the development of fully Bayesian solutions using both MCMC and adaptive sampling methods, as well as approximate solutions using optimization.

Professor Robert Kohn will supervise the research.

Essential criteria: A PhD degree in Statistics, Econometrics or a related discipline or close to obtaining such a degree; high level skills in statistical computing;
strong mathematical background. Knowledge of OHS responsibilities and commitment to attending relevant OHS training; an understanding of equity and diversity principles.

Desirable criteria: A record of publication in international journals. Strong Matlab and R programming skills. Strong background in Bayesian Statistics and MCMC methods. Excellent communication skills (oral, written and interpersonal).

The position is full-time fixed-term for a period of up to two years, with a 1 year probation period. The remuneration will be from $64,518 to $75,037 per year (approximately Lecturer, Level B) (plus 9% employer superannuation plus leave loading).

Please contact Professor Robert Kohn regarding this position at the Australian School of Business, School of Economics, voice: + 612 93852150, email: r.kohn@unsw.edu.au.

Applications close on July 23rd 2007.

For instructions on how to apply for this and other positions, go to the HR website at http://www.hr.unsw.edu.au/services/recruitment/application.html

Professor Robert Kohn
Australian School of Business,
University of New South Wales
Department of Economics and Department of Banking and Finance
John Goodsell Building
Room 222
UNSW Sydney 2052 NSW
Australia
Phone 612 9385 2150
Fax: + 612 9313 6337
Email R.Kohn@unsw.edu.au
URL: www.economics.unsw.edu.au/RobertKohn