ORGANISATION/COMPANYEssec Business School
RESEARCH FIELDComputer science › Modelling toolsEconomics › Economic theoryMathematics › Statistics
RESEARCHER PROFILEFirst Stage Researcher (R1)
APPLICATION DEADLINE31/03/2021 23:00 - Europe/Brussels
LOCATIONFrance › Cergy Pontoise
TYPE OF CONTRACTTemporary
HOURS PER WEEK35
OFFER STARTING DATE01/09/2021
ESSEC Business School (Cergy campus) is looking for a Post-Doc candidate to work on the development of Sequential Monte Carlo Methods and their applications to Economics and Finance
This research project is centered around the development of Sequential Monte Carlo Methods and their application to challenging problems in economics and Finance.
Our research team is bringing together researchers working on application of SMC in economics and finance with members specialized in SMC methodology. The postdoctoral researcher will act as a link between the two groups, being involved in the projects of both.
His/her main responsibilities will be to assist in developing and implementing SMC methodology and in its application. He/she 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 have the opportunity to visit the ESSEC Singapore Campus.
The length of the postdoctoral researcher contract is 1 year + 1 year (upon review) .
*Required Skills: The post-doc is expected have a doctoral degree in statistics, computer science, machine learning or economics, be proficient in programming and have an expertise in Monte Carlo methods.
competitive salary, upto 3000€ for personal IT equipment, support for conference travel and eventual Singapore stay
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 email@example.com
This position is funded by CY Initiative of Excellence http://theparisseineinitiative.org/fr/accueil/
REQUIRED EDUCATION LEVELEconomics: PhD or equivalent
REQUIRED LANGUAGESENGLISH: Excellent
EURAXESS offer ID: 567371
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