11 Jul 2019

Postdoctoral Research Assistant in Computational Stochastics

Grade 7: salary £32,236 – £39,609 p.a.

We invite applications for a Postdoctoral Research Assistant position to work with Professor Mike Giles at the Mathematical Institute, University of Oxford. This is a full-time, fixed term position until 31st May 2022 and is funded through an EPSRC Programme Grant in collaboration with Professors Mark Girolami at the University of Cambridge, Nick Higham at the University of Manchester, and Des Higham at the University of Edinburgh.

The main focus of the research in Oxford is on the development and analysis of multilevel Monte Carlo (MLMC) methods applied to the numerical approximation of SDEs, stochastic PDEs, and other stochastic models developed at Cambridge and Edinburgh. A second focus is on MLMC using simulations with varying levels of floating point precision; this has connections to research being performed at Manchester.

The successful candidate will perform mathematical and computational research as a member of the ICONIC project. In the short term, this will consider the approximation and simulation of fractional diffusion models, incorporating multilevel Monte Carlo (MLMC) methods to greatly reduce the computational cost of estimating the expected value of stochastic output quantities of interest. They will also be given the opportunity to undertake teaching which will not exceed 3 hours per week for 24 weeks per annum.

Applicants should have, or be close to completing, a PhD in mathematics or a related discipline with expert knowledge of multilevel Monte Carlo methods for stochastic models and numerical methods for stochastic (partial) differential equations.

Please direct informal enquiries to the Recruitment Administrator (email: vacancies@maths.ox.ac.uk), quoting vacancy reference 141386.

Applicants should read the job description before writing their application. You will be required to upload a letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications, a statement of research interests and the contact details of two referees as part of your online application. (NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date).

Applications for this vacancy are to be made online. To apply for this post and for further details, including the job description and selection criteria, please click on the link below:


Only applications received before 12:00 noon UK time on Monday 5th August 2019

Committed to equality and valuing diversity.