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Position: Research Associate (Numerical Methods in Financial Mathematics)
Institution: Nanyang Technological University
Location: Singapore
Duties: Conducts research in applied stochastic control theory (especially mean field control problems) with applications to finance and equilibrium theory in economics; Develop research in applied stochastic optimal control theory, particularly mean-field games; Develop modern numerical methods (which likely involves neural networks) to solve high-dimensional mean field control problems and apply them to problems in finance and economics; Guide research projects within the research groups; Support research grant applications
Requirements: Holds Master degree in mathematics or Master of science degree; Produced several publications or preprints in the field of stochastic control theory
   
Text: Skip to main content Research Associate (Numerical Methods in Financial Mathematics) NTU Main Campus, Singapore Apply A Research Associate position is currently available in the School of Physical and Mathematical Sciences (SPMS). Job Responsibilities Conducts research in applied stochastic control theory (especially mean field control problems) with applications to finance and equilibrium theory in economics Develop research in applied stochastic optimal control theory, particularly mean-field games Develop modern numerical methods (which likely involves neural networks) to solve high-dimensional mean field control problems and apply them to problems in finance and economics Guide research projects within the research groups Support research grant applications Job Requirements Holds Master degree in mathematics or Master of science degree Produced several publications or preprints in the field of stochastic control theory The College of Science seeks a diverse and inclusive workforce and is committed to equality of opportunity. We welcome applications from all and recruit on the basis of merit, regardless of age, race, gender, religion, marital status and family responsibilities, or disability. We regret to inform that only shortlisted candidates will be notified. Hiring Institution: NTU Apply Posted 30+ Days Ago Full time R00008205 About Us A research-intensive public university, Nanyang Technological University, Singapore (NTU Singapore) has 33,000 undergraduate and postgraduate students in the Engineering, Business, Science, Humanities, Arts, & Social Sciences, and Graduate colleges. It also has a medical school, the Lee Kong Chian School of Medicine, established jointly with Imperial College London. NTU is also home to world-class autonomous institutes - the National Institute of Education, S Rajaratnam School of International Studies, Earth Observatory of Singapore, and Singapore Centre for Environmental Life Sciences Engineering - and various leading research centres such as the Nanyang Environment & Water Research Institute (NEWRI) and Energy Research Institute @ NTU (ERI@N). Ranked amongst the world’s top universities by QS, NTU has also been named the world’s top young university for the past seven years. The University’s main campus is frequently listed among the Top 15 most beautiful university campuses in the world and has 57 Green Mark-certified (equivalent to LEED-certified) buildings, of which 95% are certified Green Mark Platinum. Apart from its main campus, NTU also has a campus in Novena, Singapore’s healthcare district. Under the NTU Smart Campus vision, the University harnesses the power of digital technology and tech-enabled solutions to support better learning and living experiences, the discovery of new knowledge, and the sustainability of resources. For more information, visit www.ntu.edu.sg About NIE About RSIS About LKCMedicine About NTUItive Similar Jobs © 2022 Workday, Inc. All rights reserved.
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