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 Apply button above.

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.

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