Doctoral student in Mathematics
Core
Analyzing ill-posed portfolio optimization problems and developing stable, efficient algorithms for solving them.
Role type
Doctoral student in Mathematics (Financial Mathematics)
Builds
Research outputs leading to a doctoral thesis
Domain
Academic research in Financial Mathematics
Deliverable
research
Required skills
Mathematical modeling, algorithm development, portfolio optimization theory, statistical analysis
Preferred skills
Experience with ill-posed problems, knowledge of Modern Portfolio Theory
Technologies
Numerical algorithms, optimization software
Responsibilities
Conduct independent research on risk and return models, develop algorithms for portfolio optimization, teach approximately 20% of time
Seniority
Doctoral candidate (4 years full-time study)
