Postdoctoral Research Fellow – Econometrics
A four-year Macquarie University postdoc covering nonstationary policy evaluation, intraday financial econometrics, or both. The preferred start is in the second half of 2027; applications close on 6 December 2026.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Develop methods for policy counterfactuals or intraday financial-market analysis
- Test methodological ideas and write research papers
- Present findings at research meetings and conferences
- Contribute to postgraduate supervision
What they ask for
Required
- Completed or nearly completed PhD at commencement
- Strong econometrics or statistics research record
- Advanced computing in MATLAB, R or Python
- Independent and collaborative research
- Research presentations and postgraduate supervision capability
- Education
- PhD in econometrics, economics, statistics or a related discipline, completed or nearing completion at commencement
- Experience
- Research record supported by papers or a doctoral thesis; no employment-duration requirement stated
- Languages and tools
How to prepare
- Review estimation and inference with nonstationary time series
- Design an intraday-data econometrics experiment
- Prepare a research proposal linking your work to one project direction
What to study
- Econometrics and Financial Time Series
- Event Studies and Causal Measurement in Finance
- Probability, Statistics and Financial Data
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
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Read the full posting on Macquarie University’s site before applying: requirements, location and pay can change after we check them.
View the posting on Macquarie University’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Macquarie University and doesn’t handle applications.