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Senior Research Fellow in Statistical Quantitative Finance
based near: 24-29 St Giles'
spatial: Department of Statistics, 24-29 St Giles', Oxford, OX1 3LB
contact: HR Administrator
further particulars: 172188 OMI Stats Senior Research Fellow JD - 2 May 2024.pdf
comment: 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 …
notation: 172188
formal organization: University of Oxford
organization part: Statistics Library
application opening date: 2024-05-02T09:00:00+01:00
type: Vacancy
application closing date: 2024-06-11T12:00:00+01:00
internal applications only: false
subject: research
salary: Standard Grade 10: £61,198-£70,918 per annum with discretionary range to £77,476

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172188 OMI Stats Senior Research Fellow JD - 2 May 2024.pdf
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value: Job Description _________________________________________________________________________ Summary Job title Senior Research Fellow in Statistical Quantitative Finance Division Mathematical, Physical and Life Sciences Department Statistics Location 24-29 St Giles’, Oxford, OX1 3LB Grade and salary Grade 10: £61,198-£70,918 per annum (with discretionary range to £77,476) Hours Full time Contract type Permanent Reporting to Head of Department Vacancy reference 172188 This is a permanent post held in the Department of Statistics, with funding from the Man Endowment for Quantitative Finance in place for the first 10 years. 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. Additional information In addition, the successful candidate will be elected to a 5-year Senior Research Fellowship at Reuben College, renewable for a further five years. This is a full-time position that cannot be held concurrently with any other substantive post without the explicit permission of the Head of Department. This post is subject to a 2-year probationary period. The role We are looking to appoint a Senior Research Fellow to join the Department of Statistics and the OxfordMan 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. The appointment will be in the areas of statistical quantitative finance, in particular data science and machine learning applied to quantitative finance, and the postholder will lead an independent programme of research, as well contributing 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 Universit…
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