深圳招聘

Brief introduction of supervisor. Moris Strub is currently an assistant professor at the

SUSTech Business School. He has obtained a BSc in Mathematics and MSc in Applied Mathe-matics from ETH Zurich, both with distinction, and a PhD in Financial Engineering from the

Chinese University of Hong Kong. His main research interests are in the areas of Mathematical

Finance, Behavioral Finance and Economics, and Risk Management. His research results have

been published or are under review in top journals such as Operations Research, Journal of

Economic Dynamics and Control, Mathematical Finance or Finance and Stochastics.

Some of Moris' current research projects are: 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.

Job description. As a RA of Prof. Moris Strub, you will have the opportunity to gain valuable

experience in conducting academic research. You will be assigned an individual research project

depending on your interests and assist the team leader in reviewing the literature, collecting

and analyzing nancial data, and administrative matters. Depending on your future ambitions,

there will be considerable time and assistance given for preparing applications for PhD or MPhil

positions.

Job requirements. Most important is a strong interest in applying Mathematics and quanti-tative methods to problems in Financial Economics, a good work ethic and willingness to learn.

Other requirements are as follows:

 Bachelor or above in Mathematics, Statistics, Finance, Physics or Engineering

 Background knowledge in Probability, Statistics, Multidimensional Analysis, Linear Alge-bra and Optimization

 Strong communication and presentation skills

 Strong programming skills (e.g., Matlab, Mathematica, R, etc.)

 Knowledge of LaTeX is an advantage

 Fluent in Chinese and good command of English

Job responsibilities.

 Conduct an individual research project under the close supervision of Prof. Moris Strub

 Review and summarize the relevant literature

 Collect and analyze nancial data

 Attend project and seminar meetings

 Prepare materials for submission, granting agencies and conferences.

 Assist in administrative matters and advise Prof. Moris Strub on living in China

Benefits.

 Competitive salary (80'000-120'000 RMB p.a. before tax plus performance related bonus)

 Housing and meal supplements

 Medical insurance, unemployment insurance, work injury insurance, and maternity insur-ance

 Subsidies for learning material and online courses

 Assistance and recommendation letter for PhD and MPhil applications depending on per-formance

    南方科技大学是国家高等教育综合改革试验校，是由广东省领导和管理的公办普通高等学校，是深圳市高起点、高定位创办的一所创新型大学，承载着中国探索建立现代大学制度和创新人才培养模式的重任。南方科技大学所进行的教育改革创新已引起世界关注，被收录进2012世界教育创新峰会丛书，作为全球15个教育创新范例之一。南方科技大学将充分借鉴世界先进办学模式，创新办学体制机制，实行理事会治理结构，学术主导、学术自治。学科以理、工学科为主，兼有部分特色文、管学科；在本科、硕士、博士多层次上办学，一步到位按照亚洲一流标准组建系、专业和研究中心（所），建成类似加州理工学院和洛克菲勒大学那样小规模、高质量的研究型大学。南方科技大学初步建成了一支国际化高水平的教师队伍。教学科研人员中90%以上拥有博士学位，95%以上从海外引进，60%以上教师具有在世界排名前100名大学学习或工作经历，为我校的学科建设、教学科研工作的进行以及学校的建设和发展提供了充分的支撑。