First listed on: 12 April 2018

Research Scientist in Financial Engineering and Optimal Decisions under Uncertainty

  • Are you passionate about financial engineering?
  • Join CSIRO's Data61 - Australia's largest data innovation group
  • Address challenging problems in the financial and energy industries

The Position

CSIRO Data61 has an exciting career opportunity for an experienced quantitative research scientist with a strong financial engineering background. This 1-year position will be based at Docklands in Melbourne, working within the Decision Sciences Research Program.

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 the financial markets and the energy industries, as well as agribusiness, both locally and globally
  • work on new mathematical approaches and numerical methodologies to deliver innovative solutions in the areas of exotic options-pricing, quantitative risk and optimal decisions under uncertainty for investment valuations

In return you will be rewarded with working with a leading government organisation which is engaged in world class scientific research projects, excellent career development and professional support, by working with other innovative researchers.

Location:      Docklands, VIC
Salary:          AU $95K - AU $103K plus up to 15.4% superannuation
Tenure:         Specified term of 1 year
Reference:    56676

To be successful you will need:

  • A doctorate or equivalent research experience in a relevant discipline area, with a major quantitative component, such as such as computational finance, applied mathematics, operations research, or related areas with experience in stochastic dynamic optimisation.
  • Demonstrated ability to apply high level mathematical expertise to solving complex problems, such as in financial engineering.
  • Demonstrated extensive experience in computer programming skills and the use of computer language such as Java, C++, Matlab, and Python.  
  • Demonstrated ability to work in a team to achieve organisational objectives and collaborate with industry colleagues.
  • Research and/or work experience in financial mathematics, options pricing, financial engineering, stochastic optimization (Real-options).
  • The ability to work effectively as part of a multi-disciplinary, regionally dispersed research team, and carry out independent individual research, to achieve organisational goals.

Before applying, we encourage you to read the full position description for this role. This document can be viewed at:

Position details document

Who we are: The Commonwealth Scientific and Industrial Research Organisation (CSIRO)

At CSIRO, we do the extraordinary every day.  We innovate for tomorrow and help improve today - for our customers, all Australians and the world. We imagine.  We collaborate.  We innovate.

We work flexibly at CSIRO, offering a range of options for how, when and where you work. Talk to us about how this role could be flexible for you. Find out more! CSIRO Balance

How to Apply:  To apply, please provide a CV as well as a cover letter addressing the selection criteria in brief, and upload these as one document. If your application proceeds to the next stage you may be asked to provide additional information.

Applications Close:  Applications will remain open until Thursday 26th April 2018.

For selection documentation
and details on how to apply visit or call 1300 984 220

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