Phd Position in Improving Machine Learning Methods

2 weken geleden


Amsterdam, Nederland Universiteit van Amsterdam Voltijd

PhD Position in Improving Machine Learning Methods for Contingent Claim Pricing and Hedging

**Faculteit/Dienst**:Faculteit der Natuurw., Wiskunde & Informatica**Opleidingsniveau**:Master**Functie type**:Promotieplaats**Sluitingsdatum**:7 June 2024**Vacaturenummer**:12897- The Stochastics group at the Korteweg de Vries Institute at the University of Amsterdam and the Actuarial Science and Mathematical Finance group at the Amsterdam School of Economics are pleased to announce a joint open PhD position in Improving Machine Learning Methods for Contingent Claim Pricing and Hedging.- **What are you going to do?**- Develop and implement efficient computational methods to characterize important features of observed financial data and use it for pricing and hedging or other optimal control problems in, for example, financial and energy markets,
- Collaborate with a team of experts in fields such as stochastic analysis, statistics, finance and computational science,
- Participate in interdisciplinary projects that aim to address real-world challenges in finance,
- Contribute to academic publications and present your findings at international conferences and seminars,
- Actively participate in the department’s educational programs, possibly including the supervision of undergraduate or master’s level students,
- Complete and defend a PhD thesis within the official appointment duration of four years.

**Your profile**- **Educational Background**: You should have a Master's degree in a field relevant to the position, such as Mathematics, Financial Mathematics, Statistics, or a related discipline.
- **Experience**:Experience in working with stochastic processes, stochastic models, computational methods and statistical analysis is required, as, e.g., proven by a Master’s thesis in this field.
- **Analytical and Problem-Solving Skills**: You should have excellent analytical abilities and a problem-solving mindset, with the capacity to work on complex financial models, computational methods and data sets.
- **Communication Skills**: Strong written and verbal communication skills are required. You should be able to articulate your research findings effectively to both academic and non-academic audiences. Proficiency in English is required.
- **Teamwork and Independence**: You should be highly motivated, committed to your research, and have a passion for academic excellence. While you should be able to work independently, you must also be a good team player, ready to collaborate with other researchers and contribute to joint projects.

**Our offer**
- A temporary contract for 38 hours per week for the duration of 4 years (the initial contract will be for a period of 18 months and after satisfactory evaluation it will be extended for a total duration of 4 years). The preferred starting date is 1 September 2024. This should lead to a dissertation (PhD thesis). We will draft an educational plan that includes attendance of courses and (international) meetings. We also expect you to assist in teaching undergraduates and master students.-
- Besides the salary and a vibrant and challenging environment at Science Park we offer you multiple fringe benefits:
- 232 holiday hours per year (based on fulltime) and extra holidays between Christmas and 1 January;
- multiple courses to follow from our Teaching and Learning Centre;
- a complete educational program for PhD students;
- multiple courses on topics such as leadership for academic staff;
- multiple courses on topics such as time management, handling stress and an online learning platform with 100+ different courses;
- 7 weeks birth leave (partner leave) with 100% salary;
- partly paid parental leave;
- the possibility to set up a workplace at home;
- a pension at ABP for which UvA pays two third part of the contribution;
- the possibility to follow courses to learn Dutch;
- help with housing for a studio or small apartment when you’re moving from abroad.

**About us**- The Faculty of Science has a student body of around 8,000, as well as 1,800 members of staff working in education, research or support services. Researchers and students at the Faculty of Science are fascinated by every aspect of how the world works, be it elementary particles, the birth of the universe or the functioning of the brain.
- The Faculty of Economics and Business at the UvA provides academic courses for more than 5,000 students and conducts research programs in many specialist areas employing about 400 people. The FEB has an internationally acclaimed profile and is located in the heart of Amsterdam. FEB consists of the Amsterdam Business School and the Amsterdam School of Economics (ASE). ASE is among the top economics research institutes in Europe.**Institutes/Departments**
- The PhD position is part of a joint research project of the Stochastics group at the Korteweg de Vries Institute at the University of Amsterdam and the Actuarial Science and Mathematical Finance group at the Amsterdam Schoo



  • Amsterdam, Nederland Scholarshipscafe Voltijd

    Doctoral Position in Machine Learning, TU Delft, Netherlands Join the top-tier university TU Delft in a collaborative effort with CropXR to develop intelligent methods for breeding resilient crops. This project aims to employ control theory and machine learning to study natural systems’ robustness, leading to the creation of sustainable and...


  • Amsterdam, Nederland Centrum Wiskunde & Informatica Voltijd

    Job description Over the past few years, cybercrime has increased dramatically and has become a major threat to the proper functioning of our modern society. This has raised the need for the development of new and powerful methods to combat cybercrime. At the same time, the recent emergence of artificial intelligence and machine learning algorithms...


  • Amsterdam, Nederland Adyen Voltijd

    This is Adyen Adyen provides payments, data, and financial products in a single solution for customers like Facebook, Uber, H&M, and Microsoft - making us the financial technology platform of choice. At Adyen, everything we do is engineered for ambition.  For our teams, we create an environment with opportunities for our people to succeed, backed by...

  • Machine Learning Researcher

    4 weken geleden


    Amsterdam, Nederland IMC Deeltijd

    IMC is looking for Machine Learning Researchers to join our summer internship program. Selected candidates will work on developing high to mid frequency delta one trading strategies and predictive models for the equities and futures markets. If you’re excited about pushing the boundaries of Machine Learning in trading, utilizing IMC’s significant...

  • Machine Learning Engineer

    2 dagen geleden


    Amsterdam, Nederland NLP PEOPLE Voltijd

    At eBay, we’re more than a global ecommerce leader — we’re changing the way the world shops and sells. Our platform empowers millions of buyers and sellers in more than 190 markets around the world. We’re committed to pushing boundaries and leaving our mark as we reinvent the future of ecommerce for enthusiasts. Our customers are our compass,...


  • Amsterdam, Nederland Vrije Universiteit Amsterdam Voltijd

    The project aims at pushing the boundaries of machine learning and reinforcement learning with applications to healthcare data. This project will develop state-of-the-art machine learning architectures tailored for temporal data. The goal will be to improve existing techniques such as off-policy evaluations in the context of reinforcement learning with both...


  • Amsterdam, Nederland University of Amsterdam Voltijd

    Do you have a background in quantitative methods and an interest in the topic of educational inequality? Are you enthusiastic about the opportunity to be part of a larger team and develop and conduct mixed methods research on teacher beliefs and selection practices in primary education? The Institutions, Inequalities and Life courses research group at the...

  • PhD PREVENT

    2 weken geleden


    Amsterdam, Nederland VU Amsterdam Voltijd

    Are you interested in making a contribution to enhancing the predictability of seasonal extreme weather hazards, such as heat waves, droughts and wildfires, to better equip society in dealing with current and future risks? Please apply at Vrije Universiteit Amsterdam. Location: AMSTERDAM FTE: 0.8 - 1 Job description Working within a large EU...

  • Phd Position Metahealth

    2 dagen geleden


    Amsterdam Zuid, Nederland Vrije Universiteit Amsterdam Voltijd

    **Your function**: The aim of this PhD project is to delve into the mechanisms underlying the establishment of a healthy host-oral microbiome balance in early life **Your duties** Your responsibilities are 1. improving the existing 3D reconstructed human gingiva model in order to better mimic the microbial exposure infants encounter in their oral cavity;...


  • Amsterdam, Nederland Universiteit van Amsterdam Voltijd

    What are you going to do In this position you will: contribute to the design and collection of interview data on selection practices in primary education; analyze secondary data on selection practices in education using quantitative methods; help with the design and implementation of an intervention focused on the mindsets of teachers, and study...


  • Amsterdam, Noord-Holland, Nederland ING Voltijd

    Join our Tribe Fraud as a Machine Learning Engineer and help protect our customers and society from fraudThe TeamWithin our Tribe Fraud NL you will work in a squad of Data Scientists focusing on fraud detection. We detect fraud in all channels of ING retail bank, including cards, online banking and mobile banking. The environment and challenges we face in...


  • Amsterdam, Nederland University of Amsterdam Voltijd

    Are you interested in the role that misinformation plays in people’s understanding of their information environment? Do you want to know more about how people form perceptions about the threat of being misinformed? Then apply for this PhD project! We are looking for an ambitious PhD Researcher for the four-year project “Are we too concerned about...


  • Amsterdam, Nederland ING Voltijd

    Join our Tribe Fraud as a Machine Learning Engineer and help protect our customers and society from fraud! The Team Within our Tribe Fraud NL you will work in a squad of Data Scientists focusing on fraud detection. We detect fraud in all channels of ING retail bank, including cards, online banking and mobile banking. The environment and challenges we...


  • Amsterdam, Nederland Hot ITem Voltijd

    As a Senior Machine Learning Engineer at Future Facts Conclusion you love to solve real-world problems with data & algorithms. You can bridge the gap between Data Scientists, Data Engineers & DevOps. Through using Machine Learning (ML), MLOps and Cloud technologies, you create valuable solutions for our customers. You are at the center of productionizing our...


  • Amsterdam Zuid, Nederland Vrije Universiteit Amsterdam Voltijd

    **Your function**: We are looking for a PhD student (with Dentistry, Engineer, Biomedical Technology and Physics, or correlated background) for materials research in dentistry. As emerging technologies continue to revolutionize dental procedures, the discourse surrounding their impact often oscillates between exaggerated claims and speculative forecasts. At...


  • Amsterdam, Nederland Vrije Universiteit Amsterdam Voltijd

    Do you have an inquisitive mind and a passion for mathematics? Please apply for a PhD position at Vrije Universiteit Amsterdam. Your function The Department of Mathematics of Vrije Universiteit Amsterdam welcomes applications for a fully-funded, 4-year PhD position in Dynamical systems and Algebraic topology. In the study of dynamical systems techniques from...


  • Amsterdam, Nederland Vrije Universiteit Amsterdam Voltijd

    Do you have an inquisitive mind and a passion for mathematics? Please apply for a PhD position at Vrije Universiteit Amsterdam. Your function The Department of Mathematics of Vrije Universiteit Amsterdam welcomes applications for a fully-funded, 4-year PhD position in Dynamical systems and Algebraic topology. In the study of dynamical systems techniques from...


  • Amsterdam, Nederland Universiteit van Amsterdam Voltijd

    What are you going to do ? This project is focusing on several issues for atomistic simulations with acrylate: establishing more realistic conditions, inferring kinetic information (complementary to experiments) and prediction of thermo-mechanical properties. In atomic simulations, the positions of all molecules and atoms are known and essentially...

  • Machine Learning Engineer

    4 weken geleden


    Amsterdam, Nederland Xebia Group Voltijd

    What it's about As a Machine Learning Engineer, you collaborate with Data Scientists and Data Engineers to develop scalable, production-ready applications powered by data and AI. You are a Scientist or Engineer who embraces mathematics and understands the process of taking models from development to production. You possess the necessary skills and...


  • Amsterdam, Nederland Vrije Universiteit Amsterdam Voltijd

    Do you have an inquisitive mind and a passion for mathematics? Please apply for a PhD position at Vrije Universiteit Amsterdam. Your function The Department of Mathematics of Vrije Universiteit Amsterdam welcomes applications for a fully-funded, 4-year PhD position in Geometry and Dynamics. The PhD research will focus on the relationship between symplectic...