2-year Post-Doctoral Research Fellow position on sequential Monte Carlo at ESSEC Business Schoo[...]

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Paris, France The International Society for Bayesian Analysis Temps plein

2-year Post-Doctoral Research Fellow position on sequential Monte Carlo at ESSEC Business School, ParisESSEC Business School (Paris campus) is looking for a post-doctoral candidate who will be working on the development of sequential Monte Carlo methods and their applications to economics and finance.This research project is centered around the development of novel sequential Monte Carlo (SMC) methods and their application to challenging problems in economics and finance.Our research team comprises of researchers working on the application of SMC in economics and finance with members specializing in SMC methodology. The post-doctoral researcher will act as a link between these two groups by being involved in joint projects.The research fellow’s main responsibilities is to assist in developing and implementing SMC methodology and its application. The post-doc will primarily report to Andras Fulop at ESSEC Cergy but will also be in close contact with Nicolas Chopin at ENSAE and Jeremy Heng at ESSEC Singapore. The post-doc will also be able to spend some time at the ESSEC Singapore Campus. The necessary working language for this position is English.The length of the post-doctoral research contract is 1 year + 1 year (upon review).The candidate is expected to have a doctoral degree in statistics, computer science, machine learning or economics, be proficient in programming, and have an expertise in Monte Carlo methods.Candidates should send their applications (including a cover letter, a detailed curriculum vitae, a list of publications or working papers, and two recommendation letters) to Professor Andras Fulop at fulop@essec.eduThe position will be open until a suitable candidate is hired. The planned starting date is 1 September 2021. #J-18808-Ljbffr


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