Postdoc in Financial Engineering and Operations Research

DTU Management Engineering
Thursday 02 Mar 17

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The Department of Management Engineering at the Technical University of Denmark invites applications for a position as postdoc in the area of Business Analytics and Operations Research. The position is time-limited to two years. 

The position will be part of the division of Management Science at DTU’s Management Engineering Department. The division of Management Science (MS) is the largest MS division in Denmark. It is recognised internationally as one of the leading MS divisions in Scandinavia and includes Operations Research (OR), Implementation and Performance Management (IPM), and Operations Management (OM). The OR group, in which the position is available, focuses on OR approaches and covers all phases of the OR cycle: From problem analysis over model building to the development of new solutions methods and interpretation of the results. Typical application areas in OR at DTU are health care, maritime, public transport and transportation planning, financial engineering, manpower planning, and energy. 

Responsibilities and tasks
The postdoc is expected to conduct research in the intersection of finance and mathematical modeling as part of the Operations Research discipline at a high international level. Within Financial Engineering potential areas of particular interest to the Operations Research group are areas like yield management, asset allocation, asset liability management, stochastic programming etc. Dissemination of research results is expected through scientific publications in leading peer-reviewed journals, interdisciplinary collaborative projects at national and international level as well as through collaboration with organizations and industry. Experience with another data science area beyond Operations Research (like eg. machine learning) is an advantage.

The postdoc will have some minor teaching obligations in relations to teaching in the Operations Research group with a focus on Financial Engineering. Supervision of BSc and MSc projects will also be part of the employment.   

The Department of Management Engineering values a combination of theory development and a focus on real-life applications. An example could be applications from the energy industry such as asset allocation in power markets or optimization of revenue in a fenceless fare structure from the airline industry. The Department is team-oriented.   

The postdoc is expected to take interest in taking an advantage of the possibilities of developing collaboration with related groups both internally at the Department and externally with other departments at the university as well as national and international Networks.

Qualifications
Candidates should have a PhD degree (or equivalent). In addition, candidates are expected to have: 

  • An interest in teaching and project supervision
  • Demonstrated ability and desire to publish in international high-impact ISI journals
  • Critical analytical and problem-solving skills including the ability to program
  • Strong ability to work effectively within and across groups
  • Fluency in English, both spoken and written

Assessment
In the assessment of the candidates, consideration will be given to 

  • Documentation of didactic/pedagogic training.
  • Scientific production and research potential at an international level within OR.
  • The ability to promote and utilize research results.
  • An all-round academic experience basis.
  • The ability to contribute to the development of internal and external cooperation.

We offer
DTU offers an interesting and challenging job in an international environment focusing on education, research, scientific advice and innovation which contribute to enhancing the economy and improving social welfare. We strive for academic excellence, collegial respect and freedom tempered by responsibility. DTU is a leading technical university in northern Europe and benchmarks with the best universities in the world.    

Salary and terms of employment
The appointment will be based on the collective agreement with the Confederation of Professional Associations. The allowance will be agreed with the relevant union.   

Further information
Further information may be obtained from Head of Division, Professor Jesper Larsen, jesla@dtu.dk, tel.: +45 4525 3385.  

Application procedure
Please submit your online application no later than 30 March 2017. Applications must be submitted as one PDF file containing all materials to be given consideration. To apply, please open the link "Apply online," fill in the online application form, and attach all your materials in English in one PDF file. The file must include: 

  • Application (cover letter)
  • CV
  • Diploma (MSc/PhD)
  • List of publications indicating scientific highlights
  • H-index, and ORCID (see e.g. http://orcid.org/)
  • Documentation of teaching experience (e.g. in the form of a teaching portfolio)

Applications and enclosures received after the deadline will not be considered.  

All qualified candidates irrespective of age, gender, race, disability, religion or ethnic background are encouraged to apply.  

DTU Management Engineering contributes actively to the development of management tools and optimisation of processes by using and re-thinking theoretical engineering perspectives, models and methods. Through our research and teaching, we ensure an innovative, competitive and sustainable organisation and use of technologies within areas such as energy and climate, transportation, production and health, both domestic and abroad. DTU Management Engineering has 340 employees; including an academic staff of 190 and 68 PhD students. More than 20 % of our employees are from abroad and in all 38 different nationalities are represented at the Department. 

DTU is a technical university providing internationally leading research, education, innovation and scientific advice. Our staff of 5,800 advance science and technology to create innovative solutions that meet the demands of society; and our 10,600 students are being educated to address the technological challenges of the future. DTU is an independent academic university collaborating globally with business, industry, government, and public agencies.