Postdoctoral Fellowship

CSIRO

Great opportunity to work in a leading scientific institution with dedicated professionals

Offering outstanding career development and professional support

Come, join CSIRO - Australia's premier science & technology research organisation

CSIRO Mathematics, Informatics and Statistics (CMIS) has an exciting career opportunity for motivated Postdoctoral Fellow with a strong financial engineering background. The position provides an exciting career path for applicants who are keen to be part of a team contributing toward a significant research agenda in quantitative risk and exotic options model development for the financial and energy markets.

In this exciting role you will

be a member of a highly successful team of applied mathematicians and financial engineers working to address challenging problems in the financial markets and the energy industries both locally and globally

work on new mathematical approaches and numerical methodologies to deliver innovative solutions in the areas of exotic options-pricing, risk-management and investment valuations Specifically you will

Conduct research and consulting work on new exotic options models for the financial markets as a member of the team.

Conduct independent research on new concepts, numerical methods and technologies in risk-management, exotic options pricing and investment valuations.

Publish research findings in conferences and key international journals. Present research findings to peers and establish influence with key industry partners

Location: Clayton, Victoria

Salary: $75K to $82K plus up to 15.4% Superannuation

Tenure: 3 years

Ref No: VIC00719

To be successful you will have:

PhD degree (or will shortly satisfy the requirements for a PhD degree) with a major quantitative component, such as computational finance, applied mathematics, physics or engineering.

Demonstrated ability to apply high level mathematical expertise to solving complex problems, such as in financial engineering.

Demonstrated extensive experience in computer programming skills and the use of computer language such as Java, C++, Matlab.

About CSIRO:
Australia is founding its future on science and innovation. Its national science agency, Commonwealth Scientific and Industrial Research Organisation (CSIRO), is a powerhouse of ideas, technologies and skills for building prosperity, growth, health and sustainability. It serves governments, industries, business and communities.

At CSIRO Mathematics Informatics and Statistics, we are about smarter information use. We specialise in applying mathematics, computational methods and data analysis for solving big problems. From creating new imaging techniques, searching for disease biomarkers, modelling fluids, environmental monitoring, and analysing data to improve the delivery of services in the government, finance, and logistics sectors.

For more information on Mathematics Informatics & Statistics please visit our website at:
http://www.csiro.au/org/CMIS.html

Find out more! For further information please visit our website at CSIRO Careers http://www.csiro.au/people/Careers.html, choose "Positions Vacant", Job Search and insert Reference Number VIC00910 where indicated.

Applications Close: 21 August 2011