Postgraduate Research Scholarship in Asymmetric Dependence in Finance

Applications are invited for a PhD position in mathematics to join The University of Sydney. The funding allows successful candidate to work for 5 years. Applications are welcome before October 31, 2018.

The University of Sydney Business School is offering a PhD scholarship to work on a PhD project in the area of Asymmetric Dependence in Finance under the supervision of A/Prof Jamie Alcock, Prof Doug Foster and Prof Stephen Satchell. This project is part of an Australian Research Council Discovery Project (DP180104120), led by CIs Alcock, Foster, Satchell and PI Prof Andrew Patton of Duke University. The University of Sydney is one of the world's premier Universities and achieved a ranking of 20th in the world in Accounting and Finance in the latest QS rankings. The successful candidate will join a world-class team of researchers, have access to an extensive international network, international travel opportunities and have access to an extensive collection of databases. The University of Sydney is a member of the Financial Integrity Research Network, providing the successful candidate with a comprehensive coursework program in addition to high-quality research training.

Applicants must have an unconditional offer of admission for full-time studies in a PhD within the Discipline of Finance at the University of Sydney, and be willing to undertake research in the field of asymmetric dependence in finance. Applicants must also hold an Honours degree (First Class or Second Class upper) or a Master’s degree in either finance, economics, econometrics, statistics, or a related field with a substantial research component awarded in the last 5 years. Applicants must have a background in corporate finance and asset pricing. Applicants must also demonstrate proficiency in (or a strong desire to become proficient in) quantitative skills including mathematical modelling and financial econometrics. The successful applicant will be awarded the Scholarship on the basis of: feedback from two academic referees, and a personal statement which demonstrates their interest and experience in corporate finance and asset pricing, quantitative skills including mathematical modelling and financial econometrics, written and verbal communication skills and the ability to work independently and as part of a research team. The successful applicant will be awarded the Scholarship on the nomination of the relevant research supervisor in the Discipline of Finance.

The Scholarship will provide an annual stipend allowance of $32,000 per annum (fixed rate) for three years, subject to satisfactory academic performance. The recipient may apply for an extension of up to 6 months. Academic course fees are also provided for a successful international applicant where they gained a minimum Weighted Average Mark (WAM) of 85 or equivalent, in either their Honours or Master's degree, for twelve research periods with up to a possible two research period extension. Periods of study already undertaken towards the degree prior to the commencement of the Scholarship, will be deducted from the maximum duration of the Scholarship excluding the potential extension period. The Scholarship is for commencement in relevant research period in which it is offered for and cannot be deferred or transferred to another area of research. No other amount is payable. The Scholarship will be offered subject to the availability of funding. Progression is subject to passing the annual progress review.

Further information on the area of research can be obtained from Associate Professor Jamie Alcock at:


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