Imperial College London, Department of Mathematics

Position ID: 434-RA1 [#17394]
Position Title: Research Associate in Mathematics
Position Location: London, London, United Kingdom [map]
Subject Area: Mathematics
Application Deadline: 2021/03/24 11:59PMhelp popup (posted 2021/03/02, listed until 2021/03/24)
Position Description:    

*** the list date or deadline for this position has passed. ***

Job Advertisement Title: Research Associate in Mathematics

Salary: £40,858-£48,340 per annum*

Location: South Kensington Campus

Job Summary

Applications are invited for a Research Associate position in the Department of Mathematics at Imperial College London. The position is funded by the Engineering and Physical Sciences Research Council and will involve the study of time-inconsistent dynamic optimization.

Duties and responsibilities

The project is to develop new theory and methodology, including, but not limited to, characterization of equilibrium solution and control with backward stochastic (partial) differential equation (BSDE/BSPDE), computation with machine learning (ML), convergence and error analysis of ML and stability properties, convex duality theory.

Essential requirements

The essential requirements for this post are as follow:

• Hold a PhD in Mathematics or equivalent level of professional qualification • Experience in stochastic control, BSDE/BSPDE, convex duality, computation and programming, convergence and error analysis, or closely related fields • Original research results in stochastic control, BSDE/BSPDE, commensurate with career stage • A broad and strong background in stochastic analysis, BSDE/BSPDE, dynamic optimization, convex analysis, game theory, computation and programming • Ability to carry out original research and to produce published research papers • Ability to identify, develop and apply new concepts, techniques and methods • Ability to keep accurate records of research results and activities

Further Information

The position is fixed term, full-time for 36 months. The expected start date is 1 July 2021 or soon thereafter.

*Candidates who have not yet been officially awarded their PhD will be appointed as Research Assistant within the salary range £36,045- £39,183 per annum.

In addition to completing the online application, candidates should attach:

• A full CV, • A 1-page research statement describing why the candidate’s expertise is relevant to this position and future research plans; and • The details of three referees.

For any specific queries regarding the post please contact Professor Harry Zheng, (

For technical issues when applying online please email

The College is a proud signatory to the San-Francisco Declaration on Research Assessment (DORA), which means that in hiring and promotion decisions, we evaluate applicants on the quality of their work, not the journal impact factor where it is published. For more information, see

The College believes that the use of animals in research is vital to improve human and animal health and welfare. Animals may only be used in research programmes where their use is shown to be necessary for developing new treatments and making medical advances. Imperial is committed to ensuring that, in cases where this research is deemed essential, all animals in the College’s care are treated with full respect, and that all staff involved with this work show due consideration at every level.

Imperial College is committed to equality of opportunity, to eliminating discrimination and to creating an inclusive working environment. We are an Athena SWAN Silver award winner, a Stonewall Diversity Champion, a Disability Confident Employer and work in partnership with GIRES to promote respect for trans people.

Closing date: 24/03/2021

To apply, visit and search by the job reference NAT00876.

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Department of Mathematics
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