Postdoctoral Fellowship

CSIRO

Advertised Job Title: Postdoctoral Fellowship in Optimal Decisions and Financial Risk
Reference Number: NSW14/00388
Classification: CSOF4
Salary Range: AUD81K - AUD88K plus up to 15.4 % superannuation
Location: North Ryde (Sydney) New South Wales
Tenure: 3 year term
Relocation Assistance: Will be provided to the successful candidate if required
Residency Status: All Candidates

Closing date: Wednesday 12 March (11:30pm AEDT)

Role Overview:

CSIRO Computational Informatics (CCI) has an exciting career opportunity for an early career quantitative scientist with a background in optimal decision making under uncertainty, and financial engineering. This three year postdoctoral position will be based at North Ryde in Sydney, working within the Risk Analytics Research Group.

In this exciting role you will:

be a member of a highly successful team of applied mathematicians, financial engineers and mineral processing scientists working to address challenging problems in optimal strategic and operating planning under uncertainty for the Minerals Industry

work on new mathematical approaches and numerical methodologies to deliver innovative solutions in the areas of risk-management and optimal decisions for Minerals Industry.

In return you will have the opportunity to develop your career in a leading government organisation engaged in world class scientific research projects. You will have excellent career development opportunities and professional support, by working with other innovative researchers in your field.

Duties and Key Result Areas:

As a member of the team, conduct research and consulting work relating to optimal strategic and operating planning under uncertainty for the minerals industry.

Conduct research under limited direction, on new concepts, numerical methods and algorithm in risk-management.

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

Work closely with industry partners and other external collaborators in developing and transferring research results and applications.

Work closely and collegially with other team members.

Selection Criteria:
Please note: Under CSIRO policy only applicants who meet all the essential criteria can be appointed

Pre-Requisite:

1. The successful appointee must have completed, or will shortly complete, the requirements for a PhD degree with a major quantitative component, such as Computational Finance, Applied Mathematics, Physics and/or Engineering.
2. Owing to the terms of CSIRO Postdoctoral Fellowships, candidates must not have more than 3 years of relevant Postdoctoral experience.

Essential Criteria:

1. Demonstrated ability to solve complex `decisions under uncertainty' problems using approximate stochastic dynamic programming methods.
2. Experience in stochastic modelling and/or financial mathematics.
3. Demonstrated advanced computer programming skills and experience in the use of computer language such as C, C++, or Java.
4. Demonstrated ability to produce quality research output through publications.
5. Excellent interpersonal, written and oral communication skills.

Desirable Criteria:

1. Experience in commodity price modelling, calibration and forecasting.
2. Experience in real or financial options pricing, mixed-integer programming and multi-objective optimization.

CSIRO is a values based organisation. In your application and at interview you will need to demonstrate behaviours aligned to our values of:

Integrity of Excellent Science

Trust & Respect

Creative Spirit

Delivering on Commitments

Health, Safety & Sustainability

How to Apply:

Please apply for this position online at www.csiro.au/careers. You may be asked to provide additional information (online) relevant to the selection criteria. If so, then responding will enhance your application so please take the time to provide relevant succinct answers. Applicants who do not provide the information when requested may not be considered.

If you experience difficulties applying online call 1300 301 509 and someone will be able to assist you. Outside business hours please email: csiro-careers@csiro.au

IMPORTANT: Please upload your resume/curriculum vitae and other documents in MS Word only so they can be converted to PDF before being sent to the Selection Panel. Please note only two documents can be attached to your application.

Referees: If you do not already have the names and contact details of two previous supervisors or academic / professional referees included in your resume/CV please add these before uploading your CV.

Contact: If after reading the selection documentation you require further information please contact Dr Tanya Tarnopolskaya by email Tanya.Tarnopolskaya@csiro.au or phone +61 2 9325 3254.

Please do not email your application directly to Dr Tarnopolskaya. Applications received via this method will not be considered.

About CSIRO: Australia is founding its future on science and innovation. Its national science agency, CSIRO is a powerhouse of ideas, technologies and skills for building prosperity, growth, health and sustainability. It serves governments, industries, business and communities across the nation. Find out more! www.csiro.au.

CSIRO Computational Informatics (CCI) is transforming information and decision making to enhance productivity, foster collaboration and deliver impact through services across a range of sectors.

The Postdoctoral Fellow will join the Risk Analytics Research Group which aims to develop, implement and deliver robust and accurate risk quantification and measurement methodologies and decision tools to the finance, energy, agribusiness and infrastructure/ security spaces. We deliver benefits to business and industry by directly working with industry practitioners in designing and implementing solutions. Our research results are delivered through reports and software that are used by industry practitioners in real-time production environments and through publication of our research results. 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 model and methodology development for the minerals industry. The position is available for an immediate start.