A 3-year fellowship opportunity in data-driven (including SGLD-type) algorithms & ML applications at the University of Edinburgh

The University of Edinburgh is recruiting for a 3-year postdoctoral fellowship in in data-driven (including SGLD-type) algorithms & ML applications under the TRAIN@Ed programme.

The project involves theoretical work in the area of data-driven algorithms, in the context of nonconvex optimization (with the use of state-of-the-art data-driven algorithms, including SGLD) with focus on applicability in ML & finance.

A PhD in Stochastic Analysis/Processes, Stochastic Optimization/ML, Computational Statistics or closely related topic would be ideal. Solid programming skills is essential.

Details about the specific project are available at

Enquiries can be made by contacting: Prof Jacek Gondzio (email: and Dr Sotirios Sabanis (email:

The application deadline is the 14th May but prior discussion with the relevant academic supervisors (Prof J. Gondzio & Dr S. Sabanis) is essential with decisions regarding support for applicants required by the end of April to permit completion of the application process.

Note that there are eligibility criteria including the holding of a PhD by 14th May 2019 or at least 4-years full-time equivalent research experience; within 10-years since completing a PhD; and applicants must not have resided or worked/studied in the UK for more than 12 month in the past 3 years. For full details regarding eligibility criteria see:

A few more words about the scheme (TRAIN@Ed programme):

The University of Edinburgh is building on the outstanding successes of our Chancellor’s Fellowship programmes and its world class research performance, by investing in a pre-tenure track fellowship scheme, designed for the career researcher that brings together academic challenge with the variety of opportunities found in industry. As part of the three-year individual fellowships, the scheme will train as a cohort to have the skills toolkit required for a sustainable research career in either academia or industry.

The cohort-training concept will be at the heart of the skills development activities and is designed to support fellows to develop into effective and professional researchers, who have the skills to be successful in their longer-term career goals. Based in the heart of one of the world’s finest cities, these prestigious 3-year awards support early career researchers and academic innovators of the highest promise from outside the UK to develop their careers in a supportive, high quality environment.

The Marie Skłodowska-Cure Actions is a European Commission initiative to support researchers at all stages of their careers enhance employability and career development.

For further information see:

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