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ENGINEERING SCIENCE

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Postdoctoral Research Assistant in Machine Learning in Finance

Salary

Grade 7: £32,817 - £40,322 p.a.

Closing date

Nov 30, 2020 12:00PM

Description

We are seeking a full-time Postdoctoral Research Assistant in Machine Learning applied to Finance to join the Oxford-Man Institute for Quantitative Finance at the Department of Engineering Science (central Oxford).  The post is funded by Man AHL and is fixed-term for up to 12 months.


The post is part of a collaborative project with Man AHL (www.ahl.com) which aims to develop next-generation prediction models for financial market data using scalable machine learning and decision making-algorithms. You will be responsible for performing research and assisting in producing research outputs in form of academic articles in the area of machine learning applied to finance.  You will also manage your own academic research and administrative activities. This involves small scale project management, to co-ordinate multiple aspects of work to meet deadlines; working collaboratively on projects with our industrial partner Man AHL.


You should hold a relevant PhD/DPhil (or near completion), as well as possess extensive applied experience of modelling noisy, high-dimensional data (not necessarily financial/market data) together with advanced scientific computing skills. Ideally you have experience in deep learning and a track record of publications in machine learning applied to finance 


Informal enquiries may be addressed to Stefan Zohren (email: stefan.zohren@eng.ox.ac.uk)  


For more information about working at the Department, see


www.eng.ox.ac.uk/about/work-with-us/


Only online applications received before 12.00 midday on Monday, 30th November 2020 can be considered.  You will be required to upload a covering letter/supporting statement, including a brief statement of research interests (describing how past experience and future plans fit with the advertised position), CV and the details of two referees as part of your online application.


The Department holds an Athena Swan Bronze award, highlighting its commitment to promoting women in Science, Engineering and Technology.



Contact name

Stefan Zohren

Contact email

stefan.zohren@eng.ox.ac.uk

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