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The project's contribution will lie at the intersection of random matrix theory and statistical inference theory, with applications in several fields of science. Special emphasis will be devoted to practical problems in economics and finance, like the construction of high-dimensional optimal portfolios.
Motivated by the widespread application of sample generalized inverses in practice when the dimension of the data-generating process exceeds the sample size, this project will contribute by developing the distributional properties of generalized inverses of the high-dimensional sample covariance matrix. The project's findings will yield improved estimators of high-dimensional quantities by developing new linear and nonlinear shrinkage approaches. In particular, new estimators of optimal portfolio weights will be derived, leading to considerably more stable and less risky trading strategies.
For this position, we are seeking a highly qualified postdoctoral researcher who will contribute substantially to the quantitative research carried out in the division in collaboration with national and international partners.
As postdoc, you will principally carry out research. A certain amount of teaching may be part of your duties, up to a maximum of 20% of working hours.
To be qualified to take employment as postdoc, you must have been awarded a doctoral degree or have a foreign degree that is deemed to be equivalent to a doctoral degree. This degree must have been awarded at the latest by the point at which LiU makes its decision to employ you.
We are seeking a candidate who holds a PhD in a quantitative discipline such as mathematics, statistics, or a related field, with applications in finance or economics. Candidates will be evaluated based on their publication record and their active participation in international conferences relevant to the position. Publications in leading international journals in statistics, econometrics, and finance will be considered a strong merit.
Particular consideration 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. Strong programming skills in R, MATLAB, and Python are highly desirable.
The successful candidate is expected to be fluent in English and open to both national and international research collaboration related to the position. Knowledge of Swedish is considered meritorious but is not a requirement.
It is considered advantageous if your doctoral degree is no older than three years at application deadline for this job. If there are special reasons for having an older doctoral degree – such as taking statutory leave – then these may be taken into consideration.
You can read about the workplace here: Production Economics (PEK) - Linköping University
This employment is a temporary contract of two years with the possibility of extension up to a total maximum of three years. The employment is full-time. Starting by agreement.
Background screening may come to be carried out before any decision on employment is made.
The university applies individual salaries.
More information about employee benefits is available here.
Information about union representatives, see Help for applicants.
Apply for the position by clicking the “Apply” button. Your application must be received no later than 15 augusti, 2026.
Applications and documents received after the date above will not be considered.
Please attach your selected research publications electronically, in pdf or word format, in the application template. Research publications, e.g. monographs, which cannot be sent electronically should be sent in three sets by mail to the University Registrar at Linköping University, University Registrar, S-581 83 Linköping, Sweden. The publications must be received by Linköping University no later than the deadline for application.
Please note that printed publications will not be returned. They will be archived at Linköping University.
In the event of a discrepancy between the English translation of the job announcement and the Swedish original, the Swedish version shall take precedent.
We welcome applicants with different backgrounds, experiences and perspectives - diversity enriches our work and helps us grow. Preserving everybody's equal value, rights and opportunities is a natural part of who we are. Read more about our work with: Equal opportunities.
We look forward to receiving your application!
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