Postdoc in Financial Mathematics or Statistics

Linköping University; Linköpings kommun; On-site; SEK 380,000 - 500,000; Full time

Job summary

Linköping University is seeking a Postdoc in Financial Mathematics or Statistics in Linkoping, Sweden. This role involves research in random matrix theory and statistical inference theory, especially focusing on applications in economics and finance.

The ideal candidate will have a PhD in a quantitative discipline, contribute to high-quality research, and engage in international collaborations. Programming skills in R, MATLAB, and Python are highly desired. The position is full-time, temporary for two years with potential extension.

Qualifications

• PhD completed or equivalent foreign degree required.
• Strong publication record in statistics, econometrics, and finance is preferred.
• Demonstrated ability in high-quality research in statistical theory.

Responsibilities

• Conduct research in financial mathematics and statistical inference.
• Collaborate with national and international partners.
• May engage in teaching duties up to 20% of working hours.

Skills

High-dimensional statistical theory

Programming in R

Programming in MATLAB

Programming in Python

Fluent in English

Knowledge of Swedish

Education

PhD in quantitative discipline (mathematics, statistics, etc.)

Job description

Postdoc in Financial Mathematics or Statistics

Linkoping

Reference number IEI-2026-00231

This position is at the intersection of random matrix theory and statistical inference theory, with applications in economics and finance.

Work assignments

The project's contribution will lie at the intersection of random matrix theory and statistical inference theory, with applications in several fields of science. Special emphasis will be devoted to practical problems in economics and finance, such as the construction of high‑dimensional optimal portfolios.

Motivated by the widespread application of sample generalized inverses in practice when the dimension of the data‑generating process exceeds the sample size, this project will develop the distributional properties of generalized inverses of the high‑dimensional sample covariance matrix. The findings will yield improved estimators of high‑dimensional quantities by developing new linear and nonlinear shrinkage approaches. In particular, new estimators of optimal portfolio weights will be derived, leading to more stable and less risky trading strategies.

For this position, we are seeking a highly qualified postdoctoral researcher who will contribute substantially to the quantitative research carried out in the division in collaboration with national and international partners.

As postdoc, you will principally carry out research. A certain amount of teaching may be part of your duties, up to a maximum of 20% of working hours.

Qualifications

To be eligible, you must have been awarded a doctoral degree or have an equivalent foreign degree. This degree must have been awarded by the time of the decision to employ you.

We are seeking a candidate who holds a PhD in a quantitative discipline such as mathematics, statistics, or a related field, with applications in finance or economics. Candidates will be evaluated based on publication record and active participation in international conferences relevant to the position. Publications in leading international journals in statistics, econometrics, and finance will be considered a strong merit.

Particular consideration will be given to candidates who have demonstrated the ability to conduct high‑quality research in high‑dimensional statistical theory, from both theoretical and applied perspectives. Strong programming skills in R, MATLAB, and Python are highly desirable.

The successful candidate is expected to be fluent in English and open to both national and international research collaboration related to the position. Knowledge of Swedish is considered meritorious but is not a requirement.

It is considered advantageous if your doctoral degree is no older than three years at the application deadline. If there are special reasons for having an older doctoral degree – such as taking statutory leave – then these may be taken into consideration.

This employment is a temporary contract of two years, with the possibility of extension up to a maximum of three years. The employment is full‑time and will start by agreement.

Background screening may be carried out before any decision on employment is made.

Salary and employment benefits

The university applies individual salaries.

More information about employee benefits is available.

We welcome applicants with different backgrounds, experiences and perspectives – diversity enriches our work and helps us grow. Preserving everybody's equal value, rights and opportunities is a natural part of who we are.