Research Assistant, Mathematics
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
Quantitative finance, numerical methods in particular with R or Python
Research or working experiences in quantitative finance and numerical methods
Location: Kent Ridge Campus
Department : Mathematics
Job requisition ID : 7448