The Department of Industrial Engineering and Operations Research (IEOR) at Columbia University in New York City invites applications for an Associate Research Scientist position. The primary responsibility of the candidate is to conduct research in the area of systemic risk and network formation, including the assessment of policies targeting the regulation of financial markets.
Candidates must have a PhD degree in Economics, Operations Research, or Applied Mathematics. Additionally, candidates familiar with game theory, computational economics, convex and stochastic optimization, and continuous time stochastic modeling are highly preferred. Candidates will also be expected to demonstrate exceptional ability in their field of interest. They will have an outstanding research record commensurate with their level of experience.
The candidate is expected to work under the supervision of Professor Agostino Capponi. The candidate will also benefit from interactions with various faculty from the IEOR Department, Business School, and the School of International and Public Affairs. This is a five-month position with possibility of renewal depending on the progress achieved.
Candidates should submit electronically to http://pa334.peopleadmin.com/postings/2323 and Prof. Agostino Capponi (email@example.com) the following: curriculum-vitae, a copy of their official degree transcript, and a representative research paper. The applicants should also arrange to have two letters of recommendation submitted electronically to the same address. The position will remain open until filled and applications will be reviewed as they are submitted.
Applicants can consult www.ieor.columbia.edu for more information about the department.