# Stellenangebot

## Postdoctoral Research Associate in Computational Finance

Applications are invited for the post of Postdoctoral Research Associate
(PDRA) in Computational Finance in the School of Mathematics, University
of Edinburgh. The post is available from 8th January 2024 for a fixed
term of 2+1 years, full-time contract.

https://www.maths.ed.ac.uk/school-of-mathematics/jobs/postdoctoral-research-associate-in-computational-f

UE07: £37,099 to £44,263

CSE/School of Mathematics

Full time (35 hours per week)

Fixed term for 2 years + a possibility of 1 year extension

Applications are invited for the post of Postdoctoral Research Associate (PDRA) in Computational Finance in the School of Mathematics, University of Edinburgh. The post is available from 8th January 2024 for a fixed term of 2+1 years, full-time contract. The position is funded during the first two years by the IORH grant: “DeFi risk metrics via multi-agent simulations”. The PDRA is to work in interdisciplinary fashion with researchers in both Informatics and Mathematics. This project will develop principled risk management systems to improve economic security in decentralised finance using established tools from financial mathematics / quantitative finance / stochastic control / game theory augmented by agent-based and reinforcement learning based simulations.

The extension to the 3rd year is conditional on the position holder carrying out some teaching duties for the School of Mathematics in that 3rd year.

To maximise innovation and creativity in informatics / mathematics, applications from candidates with diverse career paths, including those returning from a career break or following time in other roles, are encouraged.

The Opportunity:

The Schools of Informatics and Mathematics at the University of Edinburgh are at the forefront of research in computational finance / financial mathematics / quantitative finance / reinforcement learning. The successful candidate will work with the IORH grant holders: Dr Aris Filos-Rastikas (Informatics), Dr David Siska (Mathematics), Prof Lukasz Szpruch (Mathematics) on developing state-of-the-art theory and simulation techniques for automated risk-management in decentralised finance. The PDRA will be encouraged to publish and present their results as well as to develop open-source software tools.

Applicants should have/or be close to obtaining a PhD in computational finance, mathematical finance, reinforcement learning, stochastic control, game theory or related areas of mathematics / informatics / computer science. They should have a track record of or potential for research excellence. They should be enthusiastic about software development and have working knowledge of python and relevant deep-learning libraries (e.g. torch). Please upload a CV and a research statement outlining how your current research connects with the position (no more than 2 pages) when applying for the post via the online recruitment system. In addition please arrange for at least 2 references to be sent direct to hr@maths.ed.ac.uk quoting the reference number 8776

Your skills and attributes for success:

The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336. Is e buidheann carthannais a th’ ann an Oilthigh Dhùn Èideann, clàraichte an Alba, àireamh clàraidh SC005336.

https://www.maths.ed.ac.uk/school-of-mathematics/jobs/postdoctoral-research-associate-in-computational-f

UE07: £37,099 to £44,263

CSE/School of Mathematics

Full time (35 hours per week)

Fixed term for 2 years + a possibility of 1 year extension

Applications are invited for the post of Postdoctoral Research Associate (PDRA) in Computational Finance in the School of Mathematics, University of Edinburgh. The post is available from 8th January 2024 for a fixed term of 2+1 years, full-time contract. The position is funded during the first two years by the IORH grant: “DeFi risk metrics via multi-agent simulations”. The PDRA is to work in interdisciplinary fashion with researchers in both Informatics and Mathematics. This project will develop principled risk management systems to improve economic security in decentralised finance using established tools from financial mathematics / quantitative finance / stochastic control / game theory augmented by agent-based and reinforcement learning based simulations.

The extension to the 3rd year is conditional on the position holder carrying out some teaching duties for the School of Mathematics in that 3rd year.

To maximise innovation and creativity in informatics / mathematics, applications from candidates with diverse career paths, including those returning from a career break or following time in other roles, are encouraged.

The Opportunity:

The Schools of Informatics and Mathematics at the University of Edinburgh are at the forefront of research in computational finance / financial mathematics / quantitative finance / reinforcement learning. The successful candidate will work with the IORH grant holders: Dr Aris Filos-Rastikas (Informatics), Dr David Siska (Mathematics), Prof Lukasz Szpruch (Mathematics) on developing state-of-the-art theory and simulation techniques for automated risk-management in decentralised finance. The PDRA will be encouraged to publish and present their results as well as to develop open-source software tools.

Applicants should have/or be close to obtaining a PhD in computational finance, mathematical finance, reinforcement learning, stochastic control, game theory or related areas of mathematics / informatics / computer science. They should have a track record of or potential for research excellence. They should be enthusiastic about software development and have working knowledge of python and relevant deep-learning libraries (e.g. torch). Please upload a CV and a research statement outlining how your current research connects with the position (no more than 2 pages) when applying for the post via the online recruitment system. In addition please arrange for at least 2 references to be sent direct to hr@maths.ed.ac.uk quoting the reference number 8776

Your skills and attributes for success:

- A PhD (or close to completion) in agent-based modelling, game theory, mathematical finance, reinforcement learning, stochastic control or related areas of mathematics / informatics / computer science.
- Track record of or potential for research excellence, evidenced by e.g. preprints / publication record.
- Enthusiasm about software development, evidenced by e.g. projects on Github.
- Interest in decentralised finance and strong motivation to develop tools to measure, model and understand risk in decentralised finance protocols.

The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336. Is e buidheann carthannais a th’ ann an Oilthigh Dhùn Èideann, clàraichte an Alba, àireamh clàraidh SC005336.