Postdoctoral position in Mathematical Finance/Financial Engineering/Behavioral F

JielynYANG

Postdoctoral position in Mathematical Finance/Financial Engineering/Behavioral Finance and Economics in the research group of Moris Strub of SUSTech

A position as a Postdoctoral Fellow is available in the research group of Moris Strub at the College of Business, Southern University of Science and Technology (SUSTech )

Introduction of Supervisor

Moris Strub is an assistant professor who joined the SUSTech Business School in October 2019. His main research directions are in the areas of Portfolio Selection, Behavioral Finance and Economics, Mathematical Finance, Risk Management, and Robo-Advising. He has obtained a BSc in Mathematics and MSc in Applied Mathematics from ETH Zurich, both with distinction, and a PhD in Financial Engineering from the Chinese University of Hong Kong. Before joining SUSTech, he was a Postdoctoral Fellow at the Chinese University of Hong Kong and a Staff Associate at Columbia University. Moris particularly enjoys applying mathematics to solve real-world problems which require insights from various fields.

For further information, please visit https://sites.google.com/view/morisstrub/home or http://faculty.sustech.edu.cn/strub/en/

Job Description

Position: Postdoctoral position in Mathematical Finance/Financial Engineering/Behavioral Finance and Economics

Department: College of Business, SUSTech

Responsibility:

The Postdoctoral Fellow will work in a highly ambitious and internationally oriented research environment committed to excellency in research. It is expected that the postdoctoral fellow will conduct research projects in Mathematical Finance, Financial Engineering, or Behavioral Finance and Economics, actively participate in the activities of the group, and assist in the mentoring of postgraduate students and research assistants.

Post requirements ：

·       Candidates must hold or be about to obtain a PhD degree in Mathematical Finance, Financial Engineering, Operations Research, Finance, Quantitative Economics, or related fields

·       Research interests and experience in one or more of the following areas: Portfolio Selection, Risk Management, Behavioral Finance and Economics, Robo-Advising, Mathematical Finance

·       Fluent in written and spoken English, with high academic level and scientific research ability

·       Under the age of 35 and no more than three years from the date of obtaining a doctorate

Benefits and rewards：

·       The term of the appointment is two years and includes paid annual leave.

·       The successful candidate will receive an annual reimbursement package of more than RMB 335’000 p.a.,

Consisting a Guangdong Provincial subsidy of 150,000 yuan (before tax) and Shenzhen Municipal living subsidy of 60,000 yuan (after-tax), a basic salary of RMB 8’677 p.m., a housing subsidy of RMB 2’800 p.m., meal-, high temperature-, and festival expenses of about RMB 10’000 p.a., and shall participate in ‘Five insurances and one fund’ social security plan according to the relevant regulations of Shenzhen.

Other compensation policies:

·       Excellent candidates can apply for the `Principal’s Excellent Postdoctoral Program’ which would result in an annual salary package of RMB  510’000 (Including subsidies from Guangdong Province and Shenzhen).

·       The research group provides a good working environment and opportunities for cooperation and exchanges at home and abroad. Post-doctoral fellows enjoy a total of 25’000 academic exchange grant for two years during their stay.

·       Postdoctoral fellows can enjoy the corresponding bonus of the departments and research group according to their scientific research achievements.

·       The research group provides sufficient support for scientific research. During the employment period, you can apply for the National Natural Science Foundation of China, the China Postdoctoral Science Foundation, and the Shenzhen Basic Research Project as the project leader.

·       Those who graduated recently can apply for the `Postdoctoral Innovative Talent Support Program’, with funding of RMB 600,000.

·       Postdoctoral fellows who choose to stay in Shenzhen to engage in scientific research work and have signed a labor (employment) contract with enterprises and institutions in this city for more than 3 years can apply for Shenzhen Postdoctoral Research Fund in Shenzhen. The Shenzhen Municipal Government grants each person an annual research grant of 100,000 yuan for a total of 3 years.

·       Postdoctoral fellows who comply with the relevant policies of "Shenzhen Newly Introduced Talents' Housing and Living Subsidies" can apply for a one-off housing and living subsidy of RMB 30,000 (tax exemption) after settled in Shenzhen.

·       Eligible candidates can apply for the ‘Peacock Talents Program’ which provides an allowance of RMB 1.6 million (divided into 5 years and exempted from tax. Subject to the latest talent declaration policies in Shenzhen)

·       For outstanding postdocs, we will actively recommend and assist them to apply for assistant professor position at SUSTech.

Application procedures

If you are interested in this position, please send a cover letter, an academic CV, names and contact details of two references, and up to three representative papers (published or working papers) to strub@sustech.edu.cn, cc yangj36@mail.sustech.edu.cn

The position remains open until filled.