Postdoctoral Research Fellow in Sequential Monte Carlo Methods
il y a 7 heures
We are seeking a highly motivated and skilled postdoctoral researcher to join our team at ESSEC Business School in Paris. The successful candidate will be working on the development of novel sequential Monte Carlo (SMC) methods and their applications to challenging problems in economics and finance.
Research Focus
The research project will be centered around the development of SMC methods and their application to economics and finance. The postdoctoral researcher will be involved in joint projects with researchers working on the application of SMC in economics and finance, with members specializing in SMC methodology.
Main Responsibilities
The postdoctoral researcher will assist in developing and implementing SMC methodology and its application. The researcher will report to Andras Fulop at ESSEC Cergy and will be in close contact with Nicolas Chopin at ENSAE and Jeremy Heng at ESSEC Singapore. The postdoctoral researcher will also have the opportunity to spend time at the ESSEC Singapore Campus.
Requirements
The candidate is expected to have a doctoral degree in statistics, computer science, machine learning, or economics, be proficient in programming, and have expertise in Monte Carlo methods. The candidate should also be proficient in English.
How to Apply
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.edu.
The position will be open until a suitable candidate is hired.
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