Research Associate in Statistics of Extremes

Department of Mathematics

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Imperial College London, Exhibition Road, London, UK

Overview

  • Posted on: 15th Feb 2021
  • Salary: £40,858 - £48,340
  • REF: NAT00867
  • Closes: 15th March 2021
  • Contract Type: Fixed-Term/Contract
  • Hours: Full Time

Job description

Job summary

Applications are invited for a Research Associate position at the Department of Mathematics, Imperial College London. You will be a statistician/ probabilist with experience in extreme value theory and computationally intensive statistical modelling. Supervised by Professor Almut Veraart and Professor Axel Gandy, the Research Associate will work at the Alan Turing Institute as part of the Data Centric Engineering Programme. As the National Institute for Data Science and Artificial Intelligence, the Alan Turing Institute – headquartered at the British Library London – provides a dynamic research environment with state-of-the-art facilities, and the opportunity to interact with the best data scientists from across the UK. The Data-Centric Engineering programme is led by Professor Mark Girolami at the Alan Turing Institute. The programme involves mathematicians, computer scientists and engineers from across Imperial.

Applications are invited for a Research Associate position at the Department of Mathematics, Imperial College London. You will be a statistician/ probabilist with experience in extreme value theory and computationally intensive statistical modelling. Supervised by Professor Almut Veraart and Professor Axel Gandy, the Research Associate will work at the Alan Turing Institute as part of the Data Centric Engineering Programme. As the National Institute for Data Science and Artificial Intelligence, the Alan Turing Institute – headquartered at the British Library London – provides a dynamic research environment with state-of-the-art facilities, and the opportunity to interact with the best data scientists from across the UK. The Data-Centric Engineering programme is led by Professor Mark Girolami at the Alan Turing Institute. The programme involves mathematicians, computer scientists and engineers from across Imperial.

Duties and responsibilities

You will undertake high quality research on the Methodology for Rare Event Prediction and Monitoring Workstream of the Grand Challenge on Monitoring Complex Systems with Rare High Consequence Events (Grand Challenge II). This project is part of the larger Alan Turing Institute programme on Data-Centric Engineering.

The Methodology Workstream of the Monitoring Complex Systems with Rare High Consequence Events Grand Challenge aims to develop statistical methodologies and mathematical methods to characterize, estimate and extrapolate extremal dependence in multivariate, spatial, spatio-temporal and network settings. It contains both purely methodological and theoretical work, but at the same time aims to make the new methodology applicable to relevant application in transportation networks, cybersecurity and environmental settings.

Essential requirements

The essential requirements for this post are as follows:

  • PhD (or equivalent) in Statistics, Mathematics or a closely related subject
  • Experience in one or more of the following:
    • Statistical data modelling e.g., time series, spatio-temporal data, network data
    • Data modelling
    • Stochastic processes: Statistical inference for stochastic processes
    • Extreme value theory
  • A record of achievement commensurate with your level of experience as demonstrated, for example, through an outstanding thesis, publications, conference presentations
  • Proven knowledge in some of the following:
    • Data Processing and Analysis
    • Computational Statistics e.g., handling time series data, spatio-temporal data, computational intensive methods such as numerical optimization, Monte Carlo and bootstrap methods
  • Ability to carry out original research and to produce published research papers
  • Excellent written English and the ability to write clearly and succinctly for publication

Further information

The position is until 30 September 2022. The expected start date is as soon as is practical.

*Candidates who have not yet been officially awarded their PhD will be appointed as Research Assistant within the salary range £36,045 – £39,183 per annum.

For any specific queries regarding the post please contact Professor Almut Veraart ( a.veraart@imperial.ac.uk )

For technical issues when applying online please email support.jobs@imperial.ac.uk

The College is a proud signatory to the San-Francisco Declaration on Research Assessment (DORA), which means that in hiring and promotion decisions, we evaluate applicants on the quality of their work, not the journal impact factor where it is published.For more information, see https://www.imperial.ac.uk/research-and-innovation/about-imperial-research/research-evaluation/

The College believes that the use of animals in research is vital to improve human and animal health and welfare. Animals may only be used in research programmes where their use is shown to be necessary for developing new treatments and making medical advances. Imperial is committed to ensuring that, in cases where this research is deemed essential, all animals in the College’s care are treated with full respect, and that all staff involved with this work show due consideration at every level.

http://www.imperial.ac.uk/research-and-innovation/about-imperial-research/research-integrity/animal-research /

Imperial College is committed to equality of opportunity, to eliminating discrimination and to creating an inclusive working environment. We are an Athena SWAN Silver award winner, a Stonewall Diversity Champion, a Disability Confident Employer and work in partnership with GIRES to promote respect for trans people.

Additional information

Please note that job descriptions cannot be exhaustive and the post-holder may be required to undertake other duties, which are broadly in line with the above key responsibilities.

All Imperial employees are expected to follow the 7 principles of Imperial Expectations:

  • Champion a positive approach to change and opportunity
  • Communicate regularly and effectively within, and across, teams
  • Consider the thoughts and expectations of others
  • Deliver positive outcomes
  • Encourage inclusive participation and eliminate discrimination
  • Develop and grow skills and expertise
  • Work in a planned and managed way

In addition to the above, employees are required to observe and comply with all College policies and regulations.

We are committed to equality of opportunity, to eliminating discrimination and to creating an inclusive working environment for all. We therefore encourage candidates to apply irrespective of age, disability, marriage or civil partnership status, pregnancy or maternity, race, religion and belief, gender identity, sex, or sexual orientation. We are an Athena SWAN Silver Award winner, a Disability Confident Leader and a Stonewall Diversity Champion.

For technical issues when applying online please email support.jobs@imperial.ac.uk .

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