Asset #65627

Postdoctoral Researcher in Financial Mathematics

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Employment type
Permanent

Description:

We have the strength of more than 50,000 students and employees. Students who bring hope for the future. Employees who every day contribute to Linköping University tackling today's challenges. Our values are built on credibility, trust, and security. By being bold, thinking freely, and creating new things, we together, through great and small actions, build a better future. Welcome to apply for a job with us! Your Tasks The project's contribution will lie at the intersection of random matrix theory and statistical inference theory, with applications across several scientific fields. Particular emphasis will be placed on practical problems in economics and finance, such as the construction of optimal portfolios in high dimensions. Given the widespread use of generalized inverses of sample matrices in practical applications, particularly when the dimension of the data-generating process exceeds the number of observations, the project aims to develop the distributional properties of generalized inverses of the high-dimensional sample covariance matrix. The project will improve estimators of high-dimensional quantities through the development of new linear and nonlinear shrinkage methods. In particular, new estimators for optimal portfolio weights will be derived, which is expected to lead to considerably more stable and less risky trading strategies. We are seeking a highly qualified postdoctoral researcher who will make a significant contribution to the quantitative research conducted at the department, in collaboration with national and international partners. As a postdoctoral researcher, you will primarily conduct research. Teaching may also be included in your tasks, however, no more than one-fifth of your working time. Your Qualifications To be eligible for employment as a postdoctoral researcher, you must have completed a doctoral degree or hold a foreign degree assessed as equivalent to a doctoral degree. Your degree must be completed no later than when the employment decision is made. We are seeking someone with a doctoral degree in a quantitative field, such as mathematics, statistics, or a related field, with applications in finance or economics. As an applicant, you will be evaluated based on your publications and your active participation in international conferences relevant to the position. Publications in leading international journals in statistics, econometrics, and finance are considered strong merits. Particular weight will be given to candidates who have demonstrated the ability to conduct high-quality research in high-dimensional statistical theory, from both theoretical and applied perspectives. Good programming skills in R, MATLAB, and Python are advantageous. You are expected to have strong command of English and be open to both national and international research collaboration within the scope of the employment. It is advantageous if your degree was completed no more than three years before the application deadline for this position. If there are special reasons, a doctoral degree completed earlier may be considered, for example, due to various types of statutory leave. Your Workplace You will work at the Division of Production Economics. Learn more about our activities https://liu.se/organisation/liu/iei/pek. About the Employment This is a fixed-term employment for two years with the possibility of extension for a combined employment period of no more than three years. The postdoctoral position is full-time. Start date by agreement. A security check may be conducted before an employment decision is made. Salary and Benefits The University applies individual salary setting; please state your salary expectations in your application. Learn more about benefits for employees https://liu.se/jobba-pa-liu/formaner Trade Union Representatives For information about trade union representatives, see https://liu.se/jobba-pa-liu/hjalp-for-sokande. Application You apply for this position by clicking the "Apply" button below. Your application must be received by Linköping University no later than August 15, 2026. Applications received after the application deadline will not be considered. We welcome applicants with diverse backgrounds, experiences, and perspectives; it enriches and develops our operations. For us, it is self-evident to uphold the equal value, rights, and opportunities of all. Read about our work at https://liu.se/artikel/lika-villkor/. We look forward to receiving your application! Linköping University has procurement agreements and requests that we do not receive direct contact from staffing and recruitment companies or sellers of job advertisements.We have the strength of more than 50,000 students and employees. Students who bring hope for the future. Employees who every day contribute to Linköping University tackling today's challenges. Our values are built on credibility, trust, and security. By being bold, thinking freely, and creating new things, we together, through great and small actions, build a better future. Welcome to apply for a job with us! Your Tasks The project's contribution will lie at the intersection of random matrix theory and statistical inference theory, with applications across several scientific fields.…

Overview

Type
job
Status
active
Visibility
public
City
Linköping
GPS
58.4200361, 15.6226866
Email
Phone
Views
3
Published
3. 6. 2026
Edited
5. 8. 2026

Location

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Specifications

Region
Östergötlands län
Duration
6 months or longer
Employer
LINKÖPINGS UNIVERSITET
Postcode
58183
Open positions
1
Profession
Universitets- och högskoleadjunkt
Salary Type
Fixed monthly, weekly or hourly pay
Scope Of Work
100–100 %
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