Illinois Institute of Technology, Department of Applied Mathematics

Position ID: IIT-POSTDOC [#17982]
Position Title: Postdoc in Financial Mathematics
Position Type: Postdoctoral
Position Location: Chicago, Illinois 60616, United States [map]
Subject Area: Applied Mathematics
Application Deadline: (posted 2021/08/09, listed until 2022/01/26)
Position Description:    

*** the listing date or deadline for this position has passed and new applications are no longer accepted. ***

The Department of Applied Mathematics at Illinois Institute of Technology invites applications for a full-time 1-year (renewable to 2 years) postdoc position in financial engineering, machine learning, and stochastic modeling, beginning on January 10, 2022. Reappointment in this position for the 2nd year will be subject to the performance and a continuing need for the position. The successful candidate will join a funded project to generate new efficient methods for volatility forecasting, under the direct supervision of Professor Matthew Dixon and Professor Ruoting Gong. It is expected that the successful candidate will also teach at the undergraduate and graduate level in the Department of Applied Mathematics.

Applicants specializing in machine learning and data sciences, applied probability and stochastic analysis, financial mathematics, computational finance, combined with disciplined scientific programming codes as evidenced by, for example, well documented data science research codes in Github and publications, are especially encouraged to apply. Preference will be given to candidates with both a sound theoretical background in stochastic analysis and financial math (especially financial modeling with Levy processes), and engineering know-how of applying machine learning to solve stochastic modeling problems with TensorFlow and/or PyTorch in Python.

Application Materials Required:
Submit the following items online at this website to complete your application:
Further Info:
John Rettaliatta Engineering Center
10 West 32nd St.
Chicago, IL 60616