[Job-offers-cs] Ph.D./post-doc positions in OR and OR/ML in Montreal

[Pekka Orponen]

-------- Forwarded Message --------
Subject: [DMANET] Ph.D./post-doc positions in OR and OR/ML in Montreal
Date: Tue, 21 May 2019 16:21:02 -0400
From: Sanjay Dominik Jena <sanjay.jena at cirrelt.ca>
To: dmanet at zpr.uni-koeln.de

We invite applications for fully funded Ph.D. and post-doc positions in 
Montreal in the domain of Operations Research, as well as in the 
intersection between Operations Research and Machine Learning. These 
positions aim at advancing our collective capabilities to model and 
solve hard optimization problems and our understanding of how external 
data sources and real-time data can be used to improve the decision 
making process.

* Research Topics
Research topics may be aligned with the interests of the students. 
Several pre-defined research projects are also available (some of them 
in collaboration with industrial partners). Topics may generally include 
the following:
- Large-scale optimization for dynamic (combinatorial) planning problems 
(e.g. Benders decomposition, Column Generation, Lagrangian Relaxation)
- Optimization under uncertainty (e.g. stochastic programming, robust 
optimization, improvement of uncertainty sets and scenario generation 
through external data)
- Improvement of (à priori and real-time) planning through integration 
of external data sources via machine learning
- OR based algorithms to efficiently solve machine learning problems

Research applications may include domains such as Logistics and 
Transportation (e.g., vehicle sharing systems, facility location, 
network design), Telecommunications, and Revenue Management (e.g., 
assortment planning; discrete choice models).

>>> We particularly invite applications for a post-doc position on machine  learning and optimization for high-frequency limit-order book data. 
This position is at the Department of Finance at HEC Montréal and we 
encourage interested candidates to apply as soon as possible. <<<

* Research supervision and environment
The students will work under the supervision of Dr. Sanjay Dominik Jena, 
professor at the Department of Management and Technology 
(mantech.esg.uqam.ca) at the Management School of Université du Québec à 
Montréal (École des Science de la Gestion, UQAM). Sanjay Dominik Jena is 
also member of the worldwide renowned research center CIRRELT 
(www.cirrelt.ca) and the Canada Exellence Research Chair in Data Science 
for Real-time Decision-making (www.cerc-datascience.polymtl.ca). 
Students may be co-supervised by other members of these research centers 
and will be registered either at the joint Ph.D. program in Management 
(including ESG UQAM, HEC Montréal, McGill and Concordia) or at the 
respective university of the other supervisor(s).

Montreal is a dynamic Metropolis, located in the province of Québec, 
Canada. The city is bilingual (French/English) and known for its 
international atmosphere. Montreal offers a vibrate research 
environment, hosting five major universities and several research 
centers in the domains of Operations Research and Machine Learning. The 
successful candidates will be working in one of the above-mentioned 
research centers.

* Candidate profile
Students are expected to carry out top-level research. They will develop 
efficient solution algorithms to difficult planning problems such as 
those in the above-listed domains. Candidates for a PhD position should 
have a Masters degree (or equivalent) in Computer Science, Operations 
Research, Applied Mathematics, or a related field. Candidates for 
post-doc positions should have a PhD in the aforementioned domains. All 
candidates should belong to the top of their academic classes and 
demonstrate good programming and mathematical skills. Experience in 
mathematical programming, machine learning, or data analysis is an 
asset. Candidates should possess a good level of written and oral 
English. Even though they may eventually learn French during their stay, 
French knowledge is not obligatory.

* Application procedure
Interested candidates should send their application package 
electronically to Sanjay Dominik Jena (sanjay.jena at cirrelt.ca). The 
application should contain the following documents:
- Cover letter explaining the motivation to perform a Ph.D. in one of 
the domains mentioned above in Montreal, your research interests, as 
well as your preferred starting date
- Detailed curriculum vitae with list of publications (if any)
- Grade records of Bachelor and Master programs
- Reference letters or contact details of references (one of them should 
be the supervisor of the candidate's Master studies)
- results of GRE or GMAT (if available)

If you have further questions regarding these positions, possible 
research topics, etc., please contact Sanjay Dominik Jena 
(sanjay.jena at cirrelt.ca). For a start in January 2020, admission 
deadline is end of August 2019 at most of the universities. We therefore 
encourage to apply early, since, if considered for the entry at a 
Business school, a GRE/GMAT will be required which takes some time of 
preparation. Post-doc positions do not have specific starting dates.