ITMO UNIVERSITY

Postdoctoral Researcher (Machine Learning and Big Data in Finance)

Location
Saint Petersburg (RU)
Posted
30 Oct 2018
End of advertisement period
29 Nov 2018
Contract Type
Fixed Term
Hours
Full Time

POSTDOCTORAL RESEARCHER (MACHINE LEARNING AND BIG DATA IN FINANCE)

Job Category: Research
Academic disciplines Economics & Econometrics;  Accounting & Finance; Computer Science
Сontract period: three years with a possibility of extension. 
Salary level is discussed individually during the interview. 

Description:
The recently established ITMO.FinTech International Research Laboratory, headed by Prof. Janusz Hołyst, is looking for a research associate/senior research associate in the field of Machine Learning and Big Data in finance. The laboratory is aimed at developing intellectual Big Data technologies that facilitate decision-making processes in finance based on predictive modeling. Bank Saint-Petersburg, one of the largest regional banks in Russia, is among the laboratory’s industrial partners.
Successful candidates will join the Financial Computing research group. To learn more about the laboratory’s key projects, follow this link. 

Responsibilities:    

  • research and development activities in scalable machine learning/data mining in finance;
  • publishing in high-ranked international journals;
  • participation in international conferences;
  • supervising Master’s students and PhD researchers.

Requirements:    

  • a PhD degree in computer science, scientific computing, applied mathematics, artificial intelligence, statistics or Big Data;
  • experience in supervised/unsupervised learning, classification, clustering, neural networks, multivariate statistics, probabilistic models or Bayesian inference;
  • excellent programming skills (Python/R/C++/Java/Scala) with a focus on computational efficiency;
  • hands-on experience in design and analysis of algorithms and optimization methods;
  • experience in applying machine learning techniques, statistical analysis of Big Data and predictive modeling in finance will be an advantage;
  • experience in distributed, cloud, Big Data computing, and parallelization will be an advantage;
  • english language skills.

Candidates are required to submit a cover letter, a CV, a list of publications, at least two references, and a completed PhD thesis.
Contacts: Evgenia Fedosovskaya, Recruiting Manager, +7 (911) 147 23 30, +7 (931) 538 01 70, job@corp.ifmo.ru 

If you are interested, please send your resume to job@corp.ifmo.ru.   

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