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3-year PostDoc at U. of Edinburgh in Stochastic Analysis for Energy Systems in collaboration with ENSAE ParisTech and FiMe-Lab-Paris

Announcement: 3-year PostDoc at U. of Edinburgh in Stochastic Analysis for Energy Systems in collaboration with ENSAE ParisTech and FiMe-Lab-Paris

A 3-year PostDoctoral position in Edinburgh (Scotland/UK) for a joint collaborative project with Prof P. Tankov (ENSAE ParisTech) and Dr. C. Alasseur (head of Finance of Energy Market Research Centre (EDF-FiMe-Lab)).
If you are interested contact us as soon as possible.

The overall objective of this 3-year project is to develop novel game-theoretical models and strategies to optimize short term trading and storage in electricity markets, understand the impacts of the large-scale low-cost storage on prices and market structure and help translate the research outcomes to practical industrial solutions. The project is based in Edinburgh (Scotland/UK).

Core scientific requirements:
The models that the research team will develop will broadly use existing work optimal control, games, mean-field games, stochastic analysis, mathematical finance. The fellow should have prior knowledge (ideally including having made significant advances) in at least one of the above fields.

Core eligibility requirements (all are strict without exception):
(a) At the date May/2020 the candidate must *not* have resided or carried out their main work activity (including studying) in the UK for more than 12 months in the past 3 years (not counting holidays or short stays).
(b) Applicants must, at the date of the application deadline (May 2020), be in possession of a doctoral degree or have at least four years full-time equivalent research experience.
(c) A short research proposal must be submitted -- we will work with you in its elaboration.

If you are interested please contact us as soon as possible (G.dosReis@ed.ac.uk), latest by 29/Apr/2020.

Start date:
The start date is within 2020. Start dates after 1/Jun/2020 will reflect a shorter contract duration.
We are aware of the difficulties stemming from the CoVid-19 situation, and solutions, where you can work from home, are within scope.

Benefits of the position:
- salary scale (£33,199 - £39,609/year)
- you will receive payments into a pension scheme and other benefits of employment.
- Each year, you will be able to use funds up to £2500 to support attendance at conferences and meetings and £6000 to support other research costs.
- support available for relocation costs

Contact person:
Goncalo dos Reis
Email: G.dosReis@ed.ac.uk
Webpage: https://www.maths.ed.ac.uk/~gdosrei

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