Les Brèves Maths-fi du
jeudi 30 mars 2023.

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Maths-Fi vous souhaite une excellente journée et vous propose une édition spéciale recrutement Quant Post Doc à Paris

#PhD #postdoc #mathematicalfinance #pricing #xvanalysis #hedging #probability #computerscience #neuronalnetwork

Hiring: Talented PhD in Mathematical Finance - 2-Year Postdoc Position - Paris

The Quantitative Finance Group of Université Paris Cité is looking for talented PhDs with expertise in Mathematical Finance, for a 2-year postdoctoral research position starting ASAP.
✔️ Location : LPSM, Sophie Germain building of Université Paris Cité, 8 Place Aurelie Nemours, 75013 Paris
✔️ Gross monthly salary: 3.500€ without teaching OR 3.700€ with up to 50 hours/year teaching
Application Deadline: 15 April 2023

Research Fields

✔️ Financial pricing and hedging theory; risk measures, counterparty credit risk, XVA analysis; machine learning techniques, uncertainty quantification, model risk; and related mathematical topics in the fields of BSDEs/PDEs and numerical probabilities.

Project research of candidates will be discussed depending on their background and motivations

One possible topic: Markovian ABSDEs.

✔️ [...] Anticipated BSDEs (ABSDEs) were introduced in (Peng et al. 2009) as BSDEs where the coefficient entails a dependence with respect to the solution in the future. This was done in an abstract semimartingale setup. The
study of these equations in Markovian framework, however, remains an open problem. Recently several works including (Chassagneux et al. 2014, Cosso et al. 2020), have studied this type of PDE in different contexts. [...]

Conditions to apply

✔️ PhD (or defense by spring) in probability, statistics and computer science, with publication in the top academic journals.

► Prerequisites

✔️ Theoretical background: Probability and, if possible, Statistics
✔️ Domain knowledge: Mathematical Finance and if Possible, Machine Learning
✔️ Languages: Fluent English (spoken and written). French welcome but not mandatory.
More on the research topics/References

Funded by: the Chair Capital Markets Tomorrow: Modeling and Computational Issues, Statistical learning methods on simulated data in finance. Collaborative research with younger (PhD) students is encouraged. No mandatory teaching but teaching opportunities at all (including master) level.

►Scientific environment: The Emile Borel heritage Laboratoire de Probabilités, Statistique et Modélisation, i.e. +200 researchers, faculty members and PhD/postdoctoral students in the heart of Paris, covering together the whole spectrum of modern probabilities and statistics in six teams, all at the highest international level. The postdoc can develop multiple collaborations with confirmed and young researchers at LPSM team “Financial and Actuarial Mathematics, Numerical Probability”.

►Reminder - Applications Deadline 15 April 2023 Apply Now!

Please send CV and cover letter to Stéphane Crépey (stephane.crepey@lpsm.paris)

More information on this Post Doc Mathematical Finance Position




[RIP Gordon Moore]  Gordon Moore, Intel Co-Founder, Dies at 94.

Gordon Moore Scientists You Must Know

“The world lost a giant in Gordon Moore, who was one of Silicon Valley’s founding fathers and a true visionary who helped pave the way for the technological revolution.
All of us who followed owe him a debt of gratitude. May he rest in peace.”
Tim Cook, Apple CEO
Silicon Valley and the world at large reacts to the death of Intel co-founder Gordon Moore
Read more
By Jim Harrington and Ethan Varian
Source: mercurynews.com

►Moore Information
Gordon and Betty Moore Foundation

✔️ Gordon Moore, Intel Co-Founder, Dies at 94. Moore, who set the course for the future of the semiconductor industry, devoted his later years to philanthropy.
Read Moore
Source: intel.com

More on Gordon Moore
Moore's Law

Source: wikipedia.org

✔️ Creating positive impacts for future generations Gordon and Betty Moore established the foundation to create positive outcomes for future generations.

In pursuit of that vision, they foster path-breaking scientific discovery, environmental conservation, patient care improvements and preservation of the special character of the San Francisco Bay Area.

Source: Moore.org





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