Senior Research Fellow in Statistical Quantitative Finance

We are looking to appoint a Senior Research Fellow to join the Department of
Statistics and the Oxford-Man Institute of Quantitative Finance (OMI). The
postholder will split their time roughly 40/60 between the two departments,
but the appointment is formally held in the Department of Statistics.





This permanent position is comparable in status with an Associate
Professorship. Applicants should note the possibility for MPLS Division to
confer the title of Associate Professor on appointment, should the successful
candidate meet the University’s criteria. In addition, the successful
candidate will be elected to a 5-year Senior Research Fellowship at Reuben
College, renewable for a further five years.





The appointment will be in the areas of statistical quantitative finance, in
particular data science and machine learning applied to quantitative finance.
This is an exciting opportunity to lead an independent programme of research,
and contribute to the teaching and administration of the Department of
Statistics and the OMI. At the OMI, the postholder will collaborate with
faculty members from various departments of the University (e.g., Mathematics,
Engineering, and Saïd Business School).



We proudly hold a departmental Athena SWAN Silver Award and an institutional
Race Equality Charter Bronze Award, which guide our progress towards advancing
racial and gender equality. As part of our strategic aim to improve staff
equality and diversity, we would particularly welcome applications from women
and BAME candidates, who are currently under-represented in comparable
positions within the department.





Please direct informal enquiries to Christl Donnelly
(christl.donnelly@stats.ox.ac.uk) or Frank Windmeijer
(frank.windmeijer@stats.ox.ac.uk), quoting vacancy reference 172188.





Applicants will be selected for interview purely based on their ability to
satisfy the selection criteria as outlined in full in the job description. You
will be required to upload a statement setting out how you meet the selection
criteria, a curriculum vitae including full list of publications, a statement
of research interests, and the contact details of two referees as part of your
online application.





Applications for this vacancy are to be made online. To apply for this vacancy
and for further information, including a job description and selection
criteria, please click on the link below:





Only applications received before 12.00 noon UK time on 11th June 2024 can be
considered. Interviews are expected to be held on 3rd July 2024.