Postdoctoctoral Research Associate in Rough Path Theory for Applications - Research Software Engineer

Vacancy Reference: 




Salary Range: 


Appointment Term: 

4 years fixed-term

Closing Date: 

Wednesday, October 23, 2019 - 12:00

We invite applications for a Research Software Engineer to work with Professor Terry Lyons at the Mathematical Institute, University of Oxford.  This is a four year fixed-term position, funded by the EPSRC as part of the Programme Grant Unparameterised multi-model data, high order signatures and the mathematics of data sciends (DATASIG) and will be part of a multi-university research group (Imperial College London, University College London and University of Oxford) with a hub at the Alan Turing Institute.  This position will be based at the Alan Turing Institute, British Library, and the successful applicant will be embedded beside the software engineering team at the Alan Turing Institute.

The appointed candidate will work closely with the PI Professor Terry Lyons FRS, and the CO-I’s to develop software that exploits the mathematics of signature methods and rough path techniques as they relate to data science. It could involve collaboration with project partners such as Nvidia, or Spherical Defence to enhance performance and usability of the packages. It will involve making the packages more directly usable in TensorFlow and PyTorch.

The successful candidate will be expected to have, or be close to completing, a PhD in mathematics, computer science or a field related to the Programme, a willingness and ability to work effectively with a team of researchers and across disciplines to contribute towards the programme’s aims and objectives by actively engaging with the broader programme team and clear evidence of outstanding promise and originality in software development.

Please direct informal enquiries to the Recruitment Administrator (email:, quoting vacancy reference 142584.

Applicants should read the job description before writing their application. You will be required to upload a letter setting out how you meet the selection criteria, a curriculum vitae including full list of publications, a statement of research interests and the contact details of two referees as part of your online application.  (NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date).

Applications for this vacancy are to be made online.  To apply for this post and for further details, including the job description and selection criteria, please click on the link below:

Only applications received before 12:00 noon UK time on Wednesday 23rd October 2019 can be considered.

Committed to equality and valuing diversity.

Job Description: