Senior Research Fellow / Research Fellow / Research Associate / Research

Department of Applied Mathematics

Senior Research Fellow / Research Fellow / Research Associate / Research Assistant (Full-time / Part-time) (several posts)

(Ref. 250424005)

[Appointment period: each for one to twelve month(s)]

Duties

The appointees will assist the project leader in the research project - “A principal-agent approach to pricing variable annuities with guaranteed minimum benefits”.

Qualifications

Applicants for the Senior Research Fellow post should have a doctoral degree with at least six years of postdoctoral research experience or equivalent qualifications and experience.

Applicants for the Research Fellow post should have a doctoral degree with at least three years of postdoctoral research experience or equivalent qualifications and experience.

Applicants for the Research Associate post should have a master’s degree or a good honours degree with at least three years of research/relevant work experience.

Applicants for the Research Assistant post should have an honours degree or an equivalent qualification.

For all posts, applicants should also:

(a)    be familiar with C++ programming, Python or excel VBA programming; 

(b)    have knowledge of financial mathematics such as option pricing, portfolio choice or financial technology; and 

(c)    have knowledge of stochastic controls, finite difference methods, partial differential equations, Monte-Carlo simulation, neural network, etc.

The information provided will be treated in strict confidence and be used only for consideration of your application for relevant / similar posts within the Group/ Company.