There is a position on offer as a Postdoctoral Research Fellow in Mathematical Finance within the research group of Julian Sester at the Department of Mathematics at the National University of Singapore (NUS).
The candidate will work closely with Julian Sester on various topics. His research focusses on:
Robust Finance, Model Uncertainty, Martingale Optimal Transport, Stochastic Optimal Control, Machine Learning, Reinforcement Learning, Credit Risk.
The appointment is for two years, with the possibility of a one-year extension subject to funding availability. Starting date is negotiable. The position carries light teaching duties (1 course per year) and comes with competitive compensation.
Applicants should should submit all materials electronically to firstname.lastname@example.org.
The application material includes a cover letter, a CV, a research statement (max 3 pages), the list of publications/working papers, and two or three letters of recommendation (directly sent by the authors).