Title: Full-Time Research Assistant
Report to: Professor Moris Simon Strub Business School, SUSTech (Southern University of Science and Technology)
Location: 1088 Xueyuan Avenue, Nanshan District, Shenzhen 518055, China
Job Responsibilities: * Conduct your own research project in the areas of Portfolio Selection, Robo-Advising, Behavioral Finance and Economics, or Risk Management. Possible topics could be i) Decision making frameworks for robo-advising applications; ii) Conditional value-at-risk and the equity premium puzzle; iii) Reference point formation through social comparison; iv) Dynamic portfolio optimization under monotone mean-variance preferences. The actual project can be tailored to individual interests and abilities. * Review and summarize the relevant literature * Collect and analyze financial data * Attend project meetings and seminars * Prepare materials for paper submissions, granting agencies and conferences * Assist in teaching material development for courses at the SUSTech Business School * Assist in administrative matters
Job Requirements: * Strong interest in pursuing a PhD or MPhil in Mathematical Finance, Financial Engineering, FinTech, Operations Research, Finance or related fields * Passionate about improving the world and oneself * Bachelor or Master in Mathematics, Statistics, Finance, Economics, Physics or related fields * Background knowledge in Probability Theory, Statistics, Calculus, Linear Algebra, and Optimization * Strong communication and presentation skills * Programming skills in Matlab, Mathematica, R etc. are an advantage * Knowledge of LaTeX is an advantage * Ability to support faculty member in teaching and administrative duties * Mature, responsible and honest personality * Committed to academic honesty * Fluent in Chinese and good command of English
Compensation package: 8'000-10'000 RMB/month + performance related bonus + social security plan(五险一金)+ on campus housing benefit + subsidized learning materials and online courses.
This position would be an excellent opportunity for someone looking to strengthen research skills before applying for PhD programs. There will be considerable time and assistance given for preparing applications for PhD or MPhil positions.
Interested applicants should email a sh ort introduction of themselves, a CV, and if available a scientific writing example (e.g., a Bachelor thesis or semester paper) to Professor Strub ( strub@sustech.edu.cn). Please p ut “Research Assistant Application” in the subject line. Applications will be considered on a rolling basis and short-listed candidates will be invited for an interview.
Webpage of supervisor: https://sites.google.com/view/morisstrub/home
Webpage of University: https://www.sustech.edu.cn/
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