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<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">The University of Edinburgh’s School of Mathematics is seeking a Postdoc in Portfolio Optimization.
A sound background in combinatorial and discrete optimization would also be desirable.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">https://www.vacancies.ed.ac.uk/pls/corehrrecruit/erq_jobspec_version_4.jobspec?p_id=038421<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Applications are invited for an 18 month postdoctoral position in the areas of mathematical finance
and optimization with a particular focus on probabilistic and optimization methods used in portfolio theory. The position will be based at the School of Mathematics, University of Edinburgh. There is a possibility of an extension for a further 18 months.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">We look for candidates with a Ph.D. in Mathematics, Optimization, Operations Research, or any related
field with a strong track record evidenced by publications in top quality journals.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">The successful candidate will join a team of four mathematicians:<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Sergio García Quiles, Jacek Gondzio, Joerg Kalcsics and Sotirios Sabanis who bridge between the
Edinburgh Research Group in Optimization and the Probability group.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">The project is funded by the EPSRC Impact Acceleration Account and Standard Life Investments and
initially will involve research in portfolio construction approaches to optimal diversification.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">The project is a step towards a strategic partnership between Edinburgh University and Standard
Life Investments (SLI) focused on quantitative portfolio and investment research. There will be opportunities to interact with SLI in order to enhance understanding of practical research implications and aid further career development.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">The position should be taken up in March 2017 or soon after.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">The starting salary will be in the range of £32,004 - £38,183, depending on experience.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Please include a CV and research statement with your application and arrange for two referees to
send letters of recommendation to hr@maths.ed.ac.uk by the closing date.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">The closing date for applications is 5pm GMT on 12 January 2017.<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Informal enquiries:<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Prof Gondzio: +44 131 650 8574, J.Gondzio@ed.ac.uk Dr Sabanis: +44 131 650 5084, S.Sabanis@ed.ac.uk<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">----------------------------------------------<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Joerg Kalcsics<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Lecturer in Operational Research<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">School of Mathematics<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">University of Edinburgh<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">James Clerk Maxwell Building<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Peter Guthrie Tait Road<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Edinburgh, EH9 3FD, UK<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p> </o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Room: 6226<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Phone: +44 (0)131 650 5953
<o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Email:
</span><a href="mailto:joerg.kalcsics@ed.ac.uk"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:#0563C1;mso-fareast-language:EN-GB">joerg.kalcsics@ed.ac.uk</span></a><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal" style="background:white"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB">Web:
</span><a href="http://www.maths.ed.ac.uk/people/show?person=450"><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:#0563C1;mso-fareast-language:EN-GB">http://www.maths.ed.ac.uk/people/show?person=450</span></a><span lang="EN-GB" style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black;mso-fareast-language:EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:black"><o:p> </o:p></span></p>
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