Applicants are invited to apply for the position of Postdoctoral Research Fellow in the School of Economics, Australian School of Business, UNSW. This is an exceptional opportunity for multiple suitably qualified applicants to carry out research whose aim is to build flexible static and dynamic regression models including multivariate copula and mixture models and to develop methods to carry out inference for these models. The estimation methods will be Bayesian using MCMC, sequential Monte Carlo, particle filtering, Approximate Bayesian Computation, and Variational Bayes. Frequentist methods will also be used where appropriate. The applications will be mainly to data in Finance, Economics and Organisational Behaviour and Social Psychology.
The Postdoctoral Research Fellow will be involved in the implementation of a large research project funded by ARC Discovery and Linkage Research Grant titled “Development of general methodology for estimating complex time series
models”. The research team consists of Professors Robert Kohn and Chris Carter and Dr Valentyn Panchenko from the Australian School of Business, and Professors Sally Wood and Robert Wood from Melbourne Business School.
The successful candidates will have a PhD degree in Statistics, Econometrics or a related discipline (or being close to completing such a degree); and will be required to contribute to the research project through the development of statistical and econometric methodology, computational software, data analysis, and the writing of research papers. A record of publication in international journals; knowledge of Fortran or C and a background in Economics and Finance will be a distinct advantage.
This is a fixed term (35 hours per week) position available for up until three (3) years.
Remuneration can be negotiated with the successful applicants based on their current skills and experience.
Applicants are required to systematically address the selection criteria in their application.
For further information please contact Professor Robert Kohn, School of Economics, Australian School of Business, by phone: (61 2) 9385 2150 or email: r.kohn@unsw.edu.au.
For more details see
http://www.hr.unsw.edu.au/services/recruitment/jobs/27011209.html
Postdoctoral Research Fellow
Australian School of Business at UNSW
School of Economics
REF. 8539NET
Salary Level A (A$60,655 – A$80,874 per year), Level B (A$84,927 – A$100,119 per year) plus up to 17% employer superannuation plus leave loading.
Robert Kohn
Australian School of Business
Voice: + 612 93852150
Fax: +612 9313 6337