Postdoctoral Research Fellows

Australian School of Business

I am looking for two Postdoctoral Research Fellows in Statistics/Econometrics at the Australian School of Business, UNSW, Sydney, Australia.

Applications are invited from suitably qualified applicants to carry out research whose aim is to build flexible static and dynamic multivariate regression models including copula and mixture models and to develop methods to carry out inference for these models. The estimation methods will be Bayesian using MCMC, adaptive sampling and particle filtering. Frequentist methods will also be used where appropriate. The applications will be to data in Finance and Economics and in particular to problems of asset allocation, risk management and option pricing in finance. The research will be funded by an ARC Discovery Grant on Building Flexible Multivariate Models.

For further information about the positions and instructions on how to apply, see

http://www.hr.unsw.edu.au/services/recruitment/jobs/15011007.html

The reference number for the position/s is Ref. 6938NET.

The deadline for applying for the position is February 15 2010. If you have questions about the research positions and the research itself contact Robert Kohn at r.kohn@unsw.edu.au .