NATIONAL UNIVERSITY OF SINGAPORE

Research Assistant, Mathematics

Location
Singapore
Posted
10 Jan 2022
End of advertisement period
09 Feb 2022
Ref
6444444
Contract Type
Permanent
Hours
Full Time

Job Description

The successful candidate will work with Assoc Prof Zhou Chao on solutions for portfolio selection problems with constraints in finance under a project on Portfolio selection under frictions and deep learning methods in finance.

The main responsibilities of the position include:

  • Studying the theoretical solution for the portfolio selection problems;
  • Implementing numerical solutions for solving the portfolio selection problems under frictions in finance.

Qualifications / Discipline

Bachelor or Master of Science in Mathematics, Applied Mathematics, Management or Quantitative Finance-related discipline

Skills:  

Quantitative finance, numerical methods in particular with R or Python

Experience:  

Research or working experiences in quantitative finance and numerical methods 

More Information

Location: Kent Ridge Campus
Organization: Science
Department : Mathematics
Job requisition ID : 7448

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