Postdoctoral Research Associate on Time Series Synthetic Data Generation

Job title:

Postdoctoral Research Associate on Time Series Synthetic Data Generation

Company

University of Edinburgh

Job description

Job Description:UE07 £39,347 to £46,974 per annumCollege of Science & Engineering/School of MathematicsFull Time – 35 hours per weekContract Type – Fixed Term – 24 MonthsStart date: ASAP or by mutual agreementWe are looking for an exceptional candidate to join the School of Mathematics at the University of Edinburgh to conduct research on the use of generative machine learning models and synthetic time series data with applications to Finance.This post is advertised as full-time (35 hours per week). We are open to considering requests for hybrid working (on a non-contractual basis) that combine a mix of remote and regular on-campus working.The post is subject to Level 4 pre-employment screening – PES4 Enhanced CheckThe Opportunity:The project falls under a partnership between NatWest Group and the University of Edinburgh and seeks to develop tailor-made synthetic data generation that can be used for solving the following challenges:1. Model Risk for ML Systems: Machine learning applications in banking require thorough model risk analysis before being deployed into production. Performance testing and assessing the model’s performance at edge cases, considering accuracy, fairness, and explainability metrics, are crucial. However, these assessments are often limited by the availability of historical data. By introducing synthetic data generation, we can enhance the performance analysis and address the limitations imposed by historical data scarcity.2. Benchmark Data Sets: The bank currently lacks shareable benchmark data sets that provide appropriate privacy guarantees. This absence of standardized benchmark data sets results in lengthy and costly evaluation processes involving multiple data-sharing agreements when assessing commercial third-party ML solutions. Widely available benchmark data sets for various use cases can also enable the research community to systematically compare and evaluate novel ML solutions.3. Data Fluidity: The lack of high-quality private synthetic data hinders collaboration with external organizations, such as academics, as well as internal data science teams. By developing tailor-made synthetic data solutions, we can enable smoother collaboration and knowledge exchange with external stakeholders and internal teams, fostering innovation and advancements in the banking sector.The objective of this project is to understand the appropriate balance between privacy, fidelity and utility of synthetic data for applications such as Credit Risk and Pricing. This will require the development of novel algorithms and approaches for (conditional) time-series data generation. The candidate will be working with Professor Lukasz Szpruch (University of Edinburgh and The Alan Turing Institute ) and Data Scientists at NatWest Banking.Your skills and attributes for success:

• Knowledge of time-series generation techniques, such as signature-based methods, causal optimal transport, or neural (S)ODEs. [insert brief bullet point]
• Solid programming skills: Python, Pytorch, Jax.
• Ability to evaluating the utility, similarity, and privacy of synthetic data sets across use cases
• Scope, pilot, and deliver high-quality research activity in partnership with partner stakeholders.
• Publish and disseminate high-quality research papers and publications detailing research output and project case-studies.

Applicants should upload a CV and a brief research statement (max two pages) when applying for the post online. In addition, they should arrange for at least two letters of reference to be sent direct to quoting the reference number 10892. For informal enquiries please contact Professor Lukasz SzpruchClick to view a copy of the full (opens new browser tab)As a valued member of our team you can expect:A competitive salary of £39,347 to £46,974An exciting, positive, creative, challenging and rewarding place to work.To be part of a diverse and vibrant international communityComprehensive Staff Benefits, such as a generous holiday entitlement, a defined benefits pension scheme, staff discounts, family-friendly initiatives, and flexible work options. Check out the full list on our (opens in a new tab) and use our reward calculator to discover the total value of your pay and benefitsThe University of Edinburgh holds a Silver Athena SWAN award in recognition of our commitment to advance gender equality in higher education. We are members of the Race Equality Charter and we are also Stonewall Scotland Diversity Champions, actively promoting LGBT equality.The School of Mathematics is dedicated to valuing and celebrating diversity and ensuring equality of opportunity for all its members. Therefore, we encourage applications from all genders, backgrounds, and communities, particularly from under-represented groups.Prior to any employment commencing with the University you will be required to evidence your right to work in the UK. Further information is available on our (opens new browser tab).The University is able to sponsor the employment of international workers in this role. If successful, an international applicant requiring sponsorship to work in the UK will need to satisfy the UK Home Office’s English Language requirements and apply for and secure a Skilled Worker Visa.Key dates to note:Closing date for applications is 31 July 2024.Unless stated otherwise the closing time for applications is 11:59pm GMT. If you are applying outside the UK the closing time on our adverts automatically adjusts to your browsers local time zone.About Us: As a world-leading research-intensive University, we are here to address tomorrow’s greatest challenges. Between now and 2030 we will do that with a values-led approach to teaching, research and innovation, and through the strength of our relationships, both locally and globally.About the Team:The School of MathematicsThe University of Edinburgh’s School of Mathematics is one of the world’s leading mathematical sciences departments, home to world-class researchers and to an innovative educational environment for both undergraduates and postgraduates. We are proud to have a highly international faculty and students from around the world. As a School we value both the breadth and depth of our research and teaching.We have around 110 permanent faculty and around 45 research fellows and research associates, who cover a broad range of research topics in pure and applied mathematics, operational research and statistics. The School has an enviable record of attracting prestigious fellowships and currently hosts, for instance, 6 ERC grant holders and 7 Royal Society University Research and Dorothy Hodgkin Fellows. In the 2023 Shanghai Global Ranking of Academic Subjects we are ranked 18th among the world’s best Mathematics departments. Together with the Departments of Mathematics and Actuarial Mathematics & Statistics at Heriot-Watt University, we form the Maxwell Institute; our joint submission to REF2021was ranked 3rd in the UK for Mathematical Sciences by research power, based on the quality and breadth of our combined research.The School delivers a world-leading educational experience for its students and is constantly exploring new evidence-based ideas in mathematical education in order to provide a stimulating learning environment. There are excellent possibilities for imaginative curriculum development, including online activities, and course design and delivery. The School teaches pure and applied Mathematics, operational research and statistics. We have approximately 1000 undergraduate students, around 210 MSc students, and our Graduate School has close to 160 PhD students.Edinburgh is home to the International Centre for Mathematical Sciences, one of the UK’s two major conference centres in the mathematical sciences and operated jointly by the University with Heriot-Watt University. Over the past 30 years the centre has established a superb reputation for hosting workshops at the highest scientific level on all mathematical topics, attracting many of the best mathematicians in the world to the UK.The School is located in the James Clerk Maxwell Building which is situated on the King’s Buildings campus, approximately 3 kilometres south of the city centre.Further information about the School, our research and our teaching is available on the ( ) (Opens in new browser tab)

Expected salary

£39347 – 46974 per year

Location

United Kingdom

Job date

Fri, 12 Jul 2024 06:34:21 GMT

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