- Do you have experience in design and implementation of innovative mathematical models and numerical methods to solve real-world problems?
- Do you want to address challenging problems in exotic options valuation and/or financial risk modelling?
- Join CSIRO - Australia’s premier science & technology research organisation
CSIRO Data61 has an exciting career opportunity for a quantitative Research Scientist with a track record in numerical methods and computational finance. As part of the Optimisation and Financial Risk Analytics group in Data61, you will join the Australian node of RiskLab, a collaborative centre with industry and university partners working together with Data61 researchers and engineers. In the group, we explore decision-making and optimization under uncertainty, developing state-of-the-art mathematical models for pricing exotic options for industrial partners in domains including finance, energy and primary industry. We deliver benefits to business and industry by directly working with industry practitioners in designing and implementing innovative solutions and are industry-led in our choice of research topics. Our solutions are delivered through software platforms that are used by industry practitioners in real-time production environments and as well as through publication of our research results.
In this exciting role you will be a member of a highly successful team of applied mathematicians and financial engineers working to address challenging problems in exotic options valuation and/or financial risk modelling, both locally and globally.
You will have an opportunity to work on new mathematical approaches and numerical methodologies to deliver innovative solutions in the areas of mathematical models for exotic financial options, and/or time series analysis in financial applications, and/or optimal dynamic decisions under uncertainty while you contribute to successful delivery of high-quality implementations of quantitative models to international clients.
In return you will be rewarded by working with a leading government organisation which is engaged in world class scientific research, with excellent career development and professional support. You will benefit from working with other innovative researchers on projects contributing directly to industry.
Depending on the experience level of the candidate, this role may be filled at either a CSOF5 or CSOF6 level.