The Department of Industrial Engineering and Operations Research (IEOR) at Columbia University in New York City invites applications for a Post-Doctoral Research Scientist position. The primary responsibility of the candidate is to research novel methodologies for the analysis of dynamic oligopoly models in networked markets. The main applications of this research will be on commodities and multi-firm competition. The candidate will also explore other research opportunities in the area of systemic risk, electronic market making, and human-machines interaction systems.

JOB QUALIFICATIONS: Candidates must have a PhD degree in Economics, Computer Science, Operations Research, or Applied Mathematics. Additionally, candidates familiar with game theory, computational economics, convex and stochastic optimization, and continuous time stochastic modeling are highly preferred. Candidates will also be expected to demonstrate exceptional ability in their field of interest. They will have an outstanding research record commensurate with their level of experience.

JOB DESCRIPTION: The candidate is expected to work under the supervision of Professor Agostino Capponi. The candidate will also benefit from interactions with various faculty from the IEOR Department, Business School, and the School of International and Public Affairs. This is a one-year position with possibility of renewal depending on the progress achieved.

APPLICATION PROCEDURE: Candidates should submit electronically to Prof. Agostino Capponi (ac3827@columbia.edu) the following: curriculum-vitae, a copy of their official degree transcript, and a representative research paper. The applicants should also arrange to have two letters of recommendation submitted electronically to the same address. The position will remain open until filled and applications will be reviewed as they are submitted. Applicants can consult http://www.ieor.columbia.edu for more information about the department.

Columbia University is an Equal Opportunity/Affirmative Action employer---Race/Gender/Disability/Veteran.