Postdoctoral Research Fellows in Statistics/Econometrics, Australian School of Business

Salary Level A/6 – B/1: $A75 612 - $A84 927 per year (plus up to 9% employer
superannuation plus leave loading).  Remuneration can be negotiated based on
skills and experience.

Applications are invited from suitably qualified applicants to carry out
research whose aim is to build flexible static and dynamic regression models
including multivariate copula and mixture models and to develop methods to
carry out inference for these models.  The estimation methods will be
Bayesian using MCMC, sequential Monte Carlo, particle filtering,
Approximate Bayesian Computation, and Variational Bayes. Frequentist methods
will also be used where appropriate. The applications will be mainly to data
in Finance, Economics and Organizational Behaviour and Social Psychology.
The research will be funded by ARC Discovery and Linkage Grants. The
successful applicants will be required to contribute to the research through
the development of statistical and econometric methodology, computational
software, data analysis, and the writing of research papers.


The research will be carried out under the direction of a research team
consisting of Professors Robert Kohn and Chris Carter and Dr Valentyn
Panchenko from the Australian School of Business, and Professors Sally Wood
and Robert Wood from Melbourne Business School.  Members of the research
team will be interviewing at the ASSA meetings in Chicago, 6-8 January 2012.

Essential criteria:  A PhD degree in Statistics, Econometrics or a related
discipline or being close to completing such a degree; strong and
demonstrated statistical and mathematical skills; strong and demonstrated
programming skills in a language such as Matlab, Python or R;  experience in
Bayesian Statistics and MCMC methods; a demonstrated ability to work both
independently and as a member of a research team.



Desirable criteria: A record of publication in international journals;
knowledge of  Fortran or C; a background in Economics and Finance; and
excellent communication skills (oral, written and interpersonal).
The position(s) are full-time fixed-term for a period of up to three years,
with an appropriate probation period.  Membership of a University approved
superannuation scheme is a condition of employment for new appointees.

Please contact Professor Robert Kohn regarding this position(s) at the
Australian School of Business, School of Economics, voice: + 612 9385 2150,

email: r.kohn@unsw.edu.au

Closing date: February 15 2012



Robert Kohn

Australian School of Business

Voice: + 612 93852150

Fax: +612 9313 6337



personal web page

http://robertkohn.wordpress.com/