Postdoctoral Fellow in the Use of AI in Mathematical Finance

Laboratory of Artificial Intelligence in Mathematical Finance in Moscow, Russia, invites applications for postdoctoral research positions in the field of conducting regular research on the use of artificial intelligence to solve scientific and applied problems in the field of mathematical finance.

Requirements

The general requirements for the postdoctoral fellowship positions are the following:

• Candidates must hold a recent PhD in the field of Multi-agent systems, RL for market maker and asset hedging tasks, as well as Generative models or related areas which was awarded over the last 5 years or received before starting work at HSE in a relevant field by an internationally recognized university and has been assessed by external reviewers as having the potential to pursue research that is publishable in leading peer-reviewed journals;
• Candidates should have a strong background in computer science and economics, ability to work in team.
  
• Fluent English is an obligatory condition as research and other activities are conducted in English. Knowledge of Russian is not required;
  
• Relevant experience will be an asset although not required.

The position involves:

• working under the direct supervision of Lukianchenko Peter, Head of the Laboratory;
• participants are encouraged to pursue their own research along with working on Laboratory of Artificial Intelligence in Mathematical Finance research projects such as:

o  Reinforcement learning for delta-hedging in illiquid markets
o  The Dynamics of Toxic Order Flow: Understanding Adverse Selection in Financial Markets
o  Image generation based on text descriptions while preserving the identity of the subject
o  In-context generation via a single image
o  Study of the Price Manipulation Schemes in Cryptocurrency Markets. Analysis of Insider Buying Volume and Post-Event Price Discovery
o  Time series analysis under the influence of correlated noise
o  Algorithmic pseudo-collusion in continuous double auctions
o  Distributed reinforcement learning of a competitive agent with customizable difficulty level and behavior style
o  Investigation of the possibility of identifying toxic orders inside the book of trade orders
o  Analysis of the behavior of financial market participants using agent-based modeling

• writing research papers for international peer-reviewed journals in co-authorship with the members of the Lab;
• participation in the events of the Lab and other contribution to the Lab’s development;
• public presentations of candidate’s own research to the academic community;
• some teaching is encouraged, though not required.

Conditions

Appointments are made for one year. Postdoctoral fellows have high opportunity of renewal of the contract (no more than two times) in case of outstanding performance.

HSE University offers postdoctoral fellows a competitive salary, the standard medical insurance plan; a working space equipped with a computer and free Internet access at the University.

Application Process

Applications must be submitted online. Please provide a CV, a statement of research interest and a recent research paper submitted via the online application form. At least two letters of recommendation should be sent directly to the International Faculty Recruitment Office at fellowship@hse.ru before the application deadline. Please note that direct applications to the hiring laboratory may not be reviewed.

Read more about the application process here.

The deadline for the applications is January 31, 2026

Apply now

For more information:

• about Postdoctoral Fellowship -Frequently Asked Questions
  
• about HSE university –official web-site
  
• about the Laboratory of Artificial Intelligence in Mathematical Finance– official web-site of the Laboratory or contact Lukianchenko Peter at plukyanchenko@hse.ru directly
  
• about international specialists' life in Moscow -International Faculty Support page

If you have any additional questions, feel free to contact the International Faculty Recruitment Office at fellowship@hse.ru