The School of Mathematics and Applied Statistics is a vibrant and collegial community with a strong track record in research and teaching. The School has several areas of research expertise, including geometric analysis, operator algebras, mathematical modelling, financial mathematics and applied statistics. The School is part of the Faculty of Engineering and Information Sciences.
This role is for a research fellow with some PhD research experience in financial mathematics. A strong background in mathematical analysis and computation is required. Some reasonable knowledge in quantitative finance is a desirable criterion.
You will join a vibrant teaching and research team within the School and will have the opportunity to supervise undergraduate student projects and possibly higher degree research students. You will be part of an ARC project recently awarded to prof. Song-Ping Zhu and Dr. Wenting Chen and your main responsibility is to carry out a research project that is focused on analysing both empirically and quantitatively derivative markets during financial crises and produce research articles appearing in high quality international journals.
To apply for this position you will need to address the selection criteria as part of your application, which is located within the position description.