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Postdoctoral Researcher in High-Dimensional Statistical Theory and Finance

LINKÖPINGS UNIVERSITET

Östergötlands län, Linköping

Previous experience is desired

72 days left
to apply for the job

We draw strength from over 50,000 students and employees. Students who give hope for the future. Employees who every day contribute to Linköping University taking on today's challenges. Our core values rest on credibility, trust, and security. By being brave, thinking freely, and doing new things, we create a better future together, through both big and small actions. Welcome to apply for a job with us!

Your responsibilities

The project's contribution will lie at the intersection of random matrix theory and statistical inference theory, with applications in several scientific fields. Particular emphasis will be placed on practical problems within 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, especially 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 by developing new linear and non-linear shrinkage methods.

In particular, new estimators for optimal portfolio weights will be derived, which is expected to lead to significantly more stable and less risky trading strategies.

We are looking for a highly qualified postdoctoral researcher who will contribute significantly to the quantitative research conducted at the department, in collaboration with national and international partners.

As a postdoc, you will primarily conduct research. Teaching may also be included in the duties, but to no more than one-fifth of the working time.

Your qualifications

To be eligible for employment as a postdoc, you must have completed a PhD or have a foreign degree assessed as equivalent to a PhD. Your degree must be completed no later than the time the employment decision is made.

We are looking for you who have a PhD in a quantitative field, such as mathematics, statistics, or a related field, with applications in finance or economics.

Applicants will be evaluated based on their publications and active participation in international conferences relevant to the position. Publications in leading international journals in statistics, econometrics, and finance are seen as a strong merit. Special weight will be given to candidates who have demonstrated the ability to conduct high-quality research in high-dimensional statistical theory, both from a theoretical and applied perspective. Good programming skills in R, MATLAB, and Python are meritorious.

You are expected to have good command of English and be open to both national and international research collaboration within the framework of the employment.

It is meritorious if your degree was completed no more than three years before the last application date for this position. If there are special reasons, it may be considered as having been completed earlier, for example, in the case of various types of statutory leave.

Your workplace

You will work at the Division of Production Economics. Read more about our operations https://liu.se/organisation/liu/iei/pek (https://liu.se/organisation/liu/iei/pek).

About the employment

The employment is a fixed-term appointment of two years with the possibility of extension for a total employment period of up to three years. The postdoc position is full-time.

Start date by agreement.

A security check may be conducted before a decision on employment is made.

Salary and benefits

The university applies individual salary setting; please state your salary expectations in your application.

Read more about benefits for employees https://liu.se/jobba-pa-liu/formaner (https://liu.se/jobba-pa-liu/formaner)

Union representatives

Information about union representatives, see https://liu.se/jobba-pa-liu/hjalp-for-sokande (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 deadline will not be considered.

 

We welcome applicants with different backgrounds, experiences, and perspectives, as this enriches and develops our operations. For us, it is natural to uphold everyone's equal value, rights, and opportunities. Read about our work with equal conditions (https://liu.se/artikel/lika-villkor/).

 

We look forward to receiving your application!

 

Linköping University has procured agreements and declines direct contact from staffing and recruitment agencies as well as sellers of job advertisements.

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