Careers

Want to join the Team? We periodically have positions for postdoctoral fellows and PhD’s. Check the CSIRO Careers site for more information, and consider applying through the convenient online portal if your skills match one of our exciting new vacancies.

Prospect students are invited to apply for the following research projects and full/top-up scholarships are available

For all PhD project enquires contact: RiskLab

PhD Project: Pricing in a competitive stochastic insurance market

There is a classic actuarial approach towards the pricing of insurance risk. In particular, the expected value premium principle, or […]

PhD Project: The impact of climate change in pricing and reserve in a competitive insurance market

Climate change is an important underlying risk factor that might have an impact on the insurance industry, pension funds, the […]

PhD Project: Statistical analysis and visualisation of spatially distributed big time series electricity usage data

PhD Project: Statistical analysis and visualisation of spatially distributed big time series electricity usage data Commencement Date: Anytime 2017, 3 year […]

PhD Project: Contribution of real option to sustainable agriculture

Long-term risks such as climate change question the resilience of Australian agriculture. Difficult, expensive, and possibly irreversible changes to farming […]

PhD Project: Solving Portfolio Selection Problems under Gaussian Process

Gaussian process considers all sample observations as a single draw from a multivariate normal distribution while each observation follows a […]

PhD Project: Designing a method to hedge European (social) welfare risk.

In the field of actuarial science modelling mortality rates has always been of the upmost importance. The actuarial profession established […]

PhD Project: Health of an Ageing Population

Health is a time dependent process. While medical progress is ensuring an increase in the overall life expectancy, ageing populations […]

PhD Project: Alternative stochastic models in Finance

The celebrated Black-Scholes formula has been derived under the assumption of constant volatility in stocks. In spite of evidence that […]

PhD Project: Managing and modeling longevity risk in the 21st century

Recent decades have witnessed extraordinary improvements in human lifespan. The fact that we are expected to live longer is welcome […]

PhD Project: Optimal retirement age for a sustainable superannuation system

Using modeling methods developed by Hyndman and Ullah, this research will look at the ability of the superannuation system to […]

PhD Project: Statistical analysis of big time series electricity usage data

In the state of Victoria, Australia, it is state government policy that all households have a smart meter fitted (Victoria […]

PhD Project: Local Volatility Inference through Optimal Transport

The celebrated Dupire’s formula allows to infer the local volatility from the knowledge of option’s prices for all strikes and […]

PhD Project: Non-Linear Least Square Monte-Carlo Algorithms

The Least Square Monte-Carlo Alogorithm is a broadly used algorithm used to price bermudean options. It relies on an approximation […]

PhD Project: Cyber security (model and product design)

Through enabling technologies such as wireless communication (WiFi) and smartphones, the digital revolution has well and truly taken over our […]

PhD Project: Cyber security (analysis and evaluation)

The increasing reliance on cyberspace for personal, professional, commercial, industrial and infrastructure activities pose serious cybersecurity challenges for individuals, business […]

PhD Project: Long-term decision making under uncertainty for sustainable life-cycle retirement management

Life-cycle retirement funds require long-term adaptive investment decisions to meet the consumption targets of retirees over time. Several dynamic variables […]

PhD Project: Simulation-based stochastic control for portfolio management

Stochastic optimization methods are critical to assist portfolio managers with the asset allocation problems they are facing. When the number […]

PhD Project: Conditional Phase-Type Model in Pension and Health Insurance Premium Calculations

Phase-type model has been an important probabilistic tool in the analysis of complex stochastic system evolution. The model describes the […]

PhD Project: Real time Car insurance for the New Age

The age of big data is upon us. Every day we generate vast quantities of data but the question is […]

PhD Project: Assessing the Real Option Approach for Mining projects

Mine extraction involves major uncertainties that affect the estimated value of mining projects, most notably grade quality and metal price. […]