Cher(e) Abonné(e),

Le jeudi 15 décembre 2022, nous vous proposons 1 New(s) qui peu(ven)t vous intéresser:

Réseau Maths, Finance & Big Data sur LinkedIn : +29.800 abonné(e)s merci ! Rejoignez-les maintenant

Maths-Fi vous souhaite un bel hiver anticipé et vous propose aujourd'hui :

 

#PhD #postdoc #mathematicalfinance #pricing #xvanalysis #hedging #probability #computerscience #neuronalnetwork

Hiring: Talented PhD in Mathematical Finance - 2-Year Postdoc Position - Paris

The Quantitative Finance Group of Université Paris Cité is looking for talented PhDs with expertise in Mathematical Finance, for a 2-year postdoctoral research position starting ASAP.
✔️ Location : LPSM, Sophie Germain building of Université Paris Cité, 8 Place Aurelie Nemours, 75013 Paris
✔️ Gross monthly salary: 3.500€ without teaching OR 3.700€ with up to 50 hours/year teaching
Application Deadline: 31 december 2022

Research Fields

✔️ Financial pricing and hedging theory; risk measures, counterparty credit risk, XVA analysis; machine learning techniques, uncertainty quantification, model risk; and related mathematical topics in the fields of BSDEs/PDEs and numerical probabilities.

The project research of candidates will be discussed depending on their background and motivations

► One possible topic (indicative: the project research of candidates will be discussed in an interview depending on their background and motivations): Markovian ABSDEs.

✔️ [...] Anticipated BSDEs (ABSDEs) were introduced in (Peng et al. 2009) as BSDEs where the coefficient entails a
dependence with respect to the solution in the future. This was done in an abstract semimartingale setup. The
study of these equations in Markovian framework, however, remains an open problem. [...]

Conditions to apply

✔️ PhD (or defense by spring) in in probability, statistics and computer science, with publication in the top academic journals.

► Prerequisites

✔️ Theoretical background: Probability and, if possible, Statistics
✔️ Domain knowledge: Mathematical Finance and if Possible, Machine Learning
✔️ Languages: Fluent English (spoken and written). French welcome but not mandatory.
More on the research topics/References

Funded by: the Chair Capital Markets Tomorrow: Modeling and Computational Issues, Statistical learning methods on simulated data in finance. Collaborative research with younger (PhD) students is encouraged. No mandatory teaching but teaching opportunities at all (including master) level.

►Scientific environment: The Emile Borel heritage Laboratoire de Probabilités, Statistique et Modélisation, i.e. +200 researchers, faculty members and PhD/postdoctoral students in the heart of Paris, covering together the whole spectrum of modern probabilities and statistics in six teams, all at the highest international level. The postdoc can develop multiple collaborations with confirmed and young researchers at LPSM team “Financial and Actuarial Mathematics, Numerical Probability”.

►Reminder - Applications Deadline 31 december 2022 Apply Now!

Please send CV and cover letter to Stéphane Crépey (crepey@lpsm.paris)

More information on this Post Doc Mathematical Finance Position

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[Formats FOCUS 3C - Maths-Fi et BigDataFR] Connaître - Comprendre - Choisir

mardi 20 décembre 2022

Le Focus Formation de Maths-Fi & BigDataFR a pour vocation la transmission d'éléments précieux :

  • aux futurs candidats, pour le choix de leur parcours d'excellence en Maths, Finance ou Data Science;
  • aux recruteurs, pour le choix de leurs futurs collaborateurs ou des formations à acquérir pour être opérationnel dans le domaine de leur choix et booster leur carrière

Le Format "Focus Formation" :
  • Mieux connaître une formation, un diplôme, un établissement
  • en comprendre les enseignements pour
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Les Formats "Focus" de Maths-Fi & BigDataFR se déclinent en 4 thématiques : Formation, Business, Recrutement et Event.

Vous souhaitez communiquer sur votre structure ? Contactez-nous pour vérifier les disponibilités !

 

Statut com :

  • Ouverture des inscriptions 1er Semestre 2023 !


Format Focus MF - Infos-devis - 2023
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Campagne Formation Partenaire BigDataFR - 2023 : communiquez sur vos formations

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The ESM is the crisis resolution mechanism for euro area countries, an unique place to work with around 210 individuals from around the world committed to making a difference to the future of the euro area. It recruits talented professionals of any nationality from both the private and public sector.

Work at ESM - Watch Video

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