Postdoctoral Econometrics Research Fellow: Policy & Markets

Macquarie University; Ryde; On-site; AUD 104,000 - 127,000; Full time

Benefits offered by this job

Flexible, hybrid work arrangements

17% Superannuation

Subsidised onsite parking options

Extensive training and professional de

Job summary

Macquarie University seeks a Postdoctoral Research Fellow in Econometrics to work on advanced econometric methods for counterfactual policy evaluation and high-frequency financial data analysis. The role is a full‑time, fixed‑term appointment for four years, based at Macquarie Business School, North Ryde, Sydney.

The successful candidate will contribute to one or both research directions, with a PhD in econometrics, statistics or economics and a strong publication record.

Qualifications

• PhD in econometrics, statistics, economics or related field, completed or near completion.
• Strong research record in econometrics or statistics with publications or working papers.
• Ability to supervise postgraduate research students.
• Demonstrated ability to conduct research independently and collaboratively.
• Experience presenting research findings at academic conferences or seminars.
• Strong written and oral communication skills.
• Advanced computing and programming skills in MATLAB, R or Python.

Responsibilities

• Develop and apply econometric methods for counterfactual policy evaluation when outcomes follow nonstationary processes.
• Advance high-frequency econometric methods for studying financial-market dynamics using intraday data.
• Contribute to one or both directions of the research project led by Professor Shuping Shi.

Skills

MATLAB

R

Python

Written & oral communication

Research presentations

Supervision postgraduate students

Independent & collaborative research

Education

PhD in econometrics, statistics, economics or related field

Tools

MATLAB

R

Python

Job description

Macquarie University seeks a Postdoctoral Research Fellow in Econometrics to work on advanced econometric methods for counterfactual policy evaluation and high-frequency financial data analysis. The role is a full‑time, fixed‑term appointment for four years, based at Macquarie Business School, North Ryde, Sydney.

The successful candidate will contribute to one or both research directions, with a PhD in econometrics, statistics or economics and a strong publication record.