UNSW Vice Chancellor Postdocs

This is to let you know that the University of New South Wales is awarding Vice Chancellors Postdoc Research Fellowships as described below and in more detail at http://research.unsw.edu.au/vcfellowships

The Econometrics and Statistics Group in the Economics School  at the University of New South Wales,  together with Dr Sally Wood  from Melbourne Business School and Dr Gareth  Peters from the Statistics Department at UNSW, is interested in potential candidates in the following areas.

1. The estimation of nonlinear structural econometric models using Bayesian models estimated by particle filtering, sequential Monte Carlo and ABC methods.

2. Multiperiod portfolio optimization problems using Bayesian models estimated by particle filtering, sequential Monte Carlo and ABC methods.

3. Simulation and calibration of multi-factor s.d.e models for stochastic finance and econometrics with no time discretization error  via clock-based particle methods.

4. Flexible Models for longitudinal data.

5. Multivariate models including,


i. Cointegrated Vector Auto-regression models driven by matrix variate stochastic volatility structures

ii. multi-factor s.d.e. based futures market models incorporating seasonality and option prices.

iii. macro-economic monetary policy term structure models and dynamic yield curve models.

The  problems to be addressed include estimation and forecasting via particle based methods such as particle MCMC and Interacting Particle Methods.

Vice-Chancellor’s Postdoctoral Research Fellowships

Applicants must be external to UNSW i.e., not currently hold an appointment at UNSW or UNSW affiliated organisations (NeuRA, Garvan, VCCI, CCIA).

If the applicant was awarded a PhD from UNSW they must have spent at least 2 years employed at another university or research institution and the Fellowship must not be undertaken with the applicant’s UNSW PhD supervisor as
a mentor.


Applicants must have been awarded a PhD confer dated (on testamur); no earlier than 1 January 2008 or later than 31st December 2011 Fellows will be appointed at Academic Salary Level A or B per year (plus 17% employer superannuation and leave loading) based on years of experience.

A Research Support Grant of A$10,000 per annum for three years will be provided on commencement.

Fellowships will be offered for a period of 2 years, renewable for a third year subject to research performance in the top 25% of their level of appointment and evidence of actively seeking externally funded fellowships.


For application package and selection criteria please refer to http://research.unsw.edu.au/vcfellowships

To obtain mentor statement and further instructions on whom to submit your application, please email Prof. Robert Kohn  r.kohn@unsw.edu.au by the 15th of August (please include CV and brief
statement of proposed research).