Marie Curie Research Fellow

Closing date: 11/05/2011
Reference: HUM/12084

++Please note there are strict *eligibility requirements* which apply to all Marie Curie Fellows. Nationals or residents of the UK *cannot* usually apply. At the time of appointment, applicants should have no more than 5 years' experience (FTE) after graduation and should not have resided in the host country for more than 12 months in the last 3 years immediately before appointment. If you are a resident or national of UK there are opportunities available at our partner organisations - http://www.fp7.portals.mbs.ac.uk/.++

The purpose of this post is to carry out research and to participate in the activities of the RISK Marie Curie Initial Training Network investigating qualitative and quantitative approaches to the measurement and management of financial risks. RISK involves 19 universities and industry partners. The network is looking to appoint a postdoctoral researcher to focus on a number of issues concerning credit risks such as counter party risk, estimation of double default, credit migration and contagion, credit spread for illiquid securities and small issuers, liquidity VaR and Stressed VaR.

This post provides excellent opportunities to gain multi-discipline research training and exposure to working in universities, the private sector, central banks and professional organisations.

Applicants should have a PhD degree (preferred) or MSc (followed by several years of directly relevant experience) in a quantitative field (eg, mathematics, physics, engineering, finance) and must be eligible to be appointed as an Experienced Researcher in the UK. Strong numerical programming skills in Matlab or C++ (or equivalent) and good knowledge of financial modelling (VaR, solution of partial differential equations in several dimensions, Monte-Carlo techniques) are key requirements.

For more information see the following website(s):

Salary

£36,862 p.a. plus travel allowance in line with Marie Curie FP7 Regulations

Informal enquiries

Professor Ser-Huang Poon
Email: ser-huang.poon@mbs.ac.uk

Further details about the project are available at http://www.fp7.portals.mbs.ac.uk/.

Documents

The University of Manchester values a diverse workforce and welcomes applications from all sections of the community.

How to apply

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