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.