Postdoc in Reinforcement learning with financial applications - Hiring in process/Finished, not possible to apply

Job description

The Department of Mathematics at KTH is offering a two-year post-doctoral position in mathematical statistics connected to the project “Reinforcement learning in continuous time with financial applications”. The position is financed by the Verg foundation.

The position as postdoc aims at conducting research in mathematical statistics / applied mathematics with emphasis on methods for solving stochastic control problems in continuous time. Such problems arise frequently in financial applications in the context of, e.g., hedging, portfolio management and trading execution. The research involves various approaches for solving PDEs of Hamilton-Jacobi-Bellman type, by developing methods from data science and deep learning to the continuous time setting.

The position includes a limited amount of teaching (at most 20%).

What we offer

• A position at a leading technical university that generates knowledge and skills for a sustainable future
• Engaged and ambitious colleagues along with a creative, international and dynamic working environment
• Work in Stockholm, in close proximity to nature
• Help to relocate and be settled in Sweden and at KTH
• An inspiring research environment in mathematics and applied mathematics

Read more about what it is like to work at KTH

Qualifications

Requirements

• A doctoral degree or an equivalent foreign degree. This eligibility requirement must be met no later than the time the employment decision is made.
• A doctoral degree in mathematics, mathematical statistics, applied mathematics, signal processing, computer science, or closely related area.
• No skills in Swedish are required

Preferred qualifications

• A doctoral degree or an equivalent foreign degree, obtained within the last three years prior to the application deadline
• We seek a candidate with a strong background in parts of mathematics relevant to data analysis and practical experience in data analysis. The successful applicant should be strongly motivated and have the following qualifications: 
• Research expertise
• Teaching abilities
• Awareness of diversity and equal opportunity issues
• Collaborative abilities
• Independence
• Communication skills
• Programming skills in Python and/or Matlab

Great emphasis will be placed on personal skills.

Trade union representatives

You will find contact information to trade union representatives at KTH's webbpage.

To apply for the position

Log into KTH's recruitment system in order to apply for this position. You are the main responsible to ensure that your application is complete according to the ad.

The application must include:

• CV including relevant professional experience and knowledge.
• Copy of diplomas and grades from your previous university studies. Translations into English or Swedish if the original documents have not been issued in any of these languages.
• Brief account of why you want to conduct research, your academic interests and how they relate to your previous studies and future goals. Max two pages long.
• Brief motivation of why you want to work on this project.
• Two letters of recommendation, with subject: “S-2023-0910 Verg Letter of recommendation” sent to jobs@math.kth.se

Your complete application must be received at KTH no later than the last day of application, midnight CET/CEST (Central European Time/Central European Summer Time).

About the employment

The position offered is for, at the most, two years.

A position as a postdoctoral fellow is a time-limited qualified appointment focusing mainly on research, intended as a first career step after a dissertation.

Others

Striving towards gender equality, diversity and equal conditions is both a question of quality for KTH and a given part of our values.

For information about processing of personal data in the recruitment process please read here.

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Disclaimer: In case of discrepancy between the Swedish original and the English translation of the job announcement, the Swedish version takes precedence.