Postdoctoral Fellowship in Financial Engineering
Csiro Data61 has an exciting career opportunity for a Postdoctoral Fellow with a strong financial engineering background to work in quantitative risk research. This 3-year Postdoctoral Fellow position will be based at Docklands in Melbourne, working within the Decision Sciences Research Program.
In this exciting role :
Be a member of the highly successful RiskLab team of applied mathematicians and financial engineers working to address challenging problems in cyber security risk, financial markets and the energy industries, both locally and globally.
Conduct research and consulting work on cyber security and optimisation of mitigation strategies.
Work on new mathematical approaches and numerical methodologies to deliver innovative solutions in the areas of exotic options-pricing, quantitative risk and optimal decisions under uncertainty for investment valuations.
Conduct independent research on new concepts, numerical methods and technologies in risk-management, and optimal decisions in valuations.
Publish research findings in conferences and key international journals.
Present research findings to peers and establish influence with key industry partners.
Location: Docklands, VIC
Salary: AU $80K - AU $91K plus up to 15.4% superannuation
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Tenure: Specified Term of 3 yearsTo be successful you will need:
A doctorate or equivalent research experience in a relevant discipline area, with a major quantitative component, such as computational finance, applied mathematics, operations research, or related areas with experience in stochastic dynamic optimisation. Please note: To be eligible for this role you must have no more than 3 years of relevant postdoctoral experience.
Demonstrated ability to apply high level mathematical expertise to solving complex problems in financial engineering related fields.
Demonstrated extensive experience in computer programming skills and the use of computer language such as Java, C++, Matlab, and Python.
Research and/or work experience in cyber security risk modelling, financial mathematics, options pricing, stochastic optimization (Real-options) or portfolio management.
Demonstrated ability to work in a team to achieve organisational objectives and collaborate with industry colleagues.
The ability to work effectively as part of a multi-disciplinary, and carry out independent individual research, to achieve organisational goals.
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