Research Assistant for Code Optimization of Dynamic - Zurich, Schweiz - ETH Zürich

ETH Zürich
ETH Zürich
Geprüftes Unternehmen
Zurich, Schweiz

vor 1 Woche

Lena Schneider

Geschrieben von:

Lena Schneider

beBee Recruiter
Beschreibung

Research assistant for code optimization of dynamic optimal control problems:


30%-40%, Zurich, fixed-term:


Dynamic programming is a powerful approach to solving economic models in which many, heterogeneous agents (consumers, workers, firms) make forward-looking decisions that determine both the current distribution of prices and the future allocation of resources.

State-of-the-Art approaches to the solution of heterogeneous agents models perform well when the dynamic optimal control problem is defined on a continuous state (e.g.

how much to save), less so when discrete choices are taken into account (in which city to live, which job to search for, which investment to pick or discard).


Job description:


In this position, you will be responsible for code optimization and testing of numerical methods to solve dynamic optimal control problems.


Your profile:


  • Master student or PhD student from ETH/Uni, in one of the following fields or similar:
  • Math / numerical methods
  • Data science
  • Economics
  • Good knowledge of Matlab
  • Experience with large scale dynamic optimal control problems(dynamic programming, numerical approximation in multivariate calculus)
  • Language: English
  • You can work parttime during the semester and fulltime during the semester break

We offer:


  • A new, highly applied and relevant problem to work on.
  • Standard ETH student RA salary.
  • An interdisciplinary team with good support and a friendly learning environment.
  • The possibility to work onsite and/or remotely.

We value diversity:

In line with our values, ETH Zurich encourages an inclusive culture.

We promote equality of opportunity, value diversity and nurture a working and learning environment in which the rights and dignity of all our staff and students are respected.

Visit our Equal Opportunities and Diversity website to find out how we ensure a fair and open environment that allows everyone to grow and flourish.


Curious? So are we
:


  • CV
  • Motivation Letter (with examples of previous experience with dynamic programming)
  • Course transcript
Further information about the Chair for Applied Economics can be found on our website.

For recruitment services the GTC of ETH Zurich apply.
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