风险院简介:
风险分析预测与管控研究院是由南方科技大学与瑞士苏黎世联邦理工学院于2019年共同成立的联合研究院,由中科院院士、南方科技大学地球与空间系系主任陈晓非教授和欧洲科学院院士、瑞士工程院院士、苏黎世联邦理工学院企业风险系系主任Didier Sornette教授联合领导,致力于搭建一个革命性的动态风险管理平台,以交叉学科和数据驱动的方法为基础,发展应对不同自然和社会系统中极端风险的实时动态监控、模拟仿真、趋势分析和预警预测工具。研究院主要方向包括金融与经济系统风险、自然灾害、能源安全、公共健康、重大基础设施、社会动态与稳定等高度跨学科交叉的方向。
The Institute of Risk Analysis, Prediction and Management (Risks-X), is a research institute co-founded by SUSTech and ETH Zurich in 2019. Led by Prof. Didier Sornette, member of the Academia Europaea, fellow of the Swiss Academy of Engineering Sciences as well as Full Professor of Entrepreneurial Risks at the Department of Management, Technology and Economics at ETH Zurich, and Prof. Chen Xiaofei, the Academician of Chinese Academy of Sciences as well as initiatory departmental head of Earth and Space Sciences, Risks-X is committed to establishing a revolutionary management platform for dynamic risks and developing tools of real-time monitoring, analog simulation, meta-analysis and prediction and early warning responding to various extreme risks in the natural and social system based on interdisciplinary studies and data-driven approach. Risks-X mainly involves in the studies of six highly-interdisciplinary domains, including risks of financial and economic system, natural disasters, energy security, public health, major infrastructure, social dynamism and stability.
课题组负责人介绍:
Introduction to the Research Team:
Didier Sornette院士简介:
Academician Didier Sornette:
Didier Sornette,欧洲科学院院士、瑞士工程院科学院院士,南方科技大学风险分析预测与管控研究院联席院长和讲席教授,瑞士苏黎世联邦理工学院创业风险中心、地球科学学院、物理学院讲席荣休教授,全球金融危机监测站主任,ETH风险中心联合创始人,瑞士金融研究所金融学教授,美国促进科学会会士(AAAS Fellow),世界创新基金会会士(WIF Fellow)。Sornette教授在复杂系统与极端风险管控领域是世界级的开拓者,在复杂系统、统计物理学、地球物理学和经济物理学等学科领域是世界知名的领导者。他提出了“龙王”极端事件理论,运用严谨的数据驱动的数理统计分析方法,对复杂系统不稳定性和各类极端风险进行识别、控制和预测,将成果成功应用到了金融风险、地震预测、核能安全、网络信息安全、社会网络、医学等一系列复杂系统中。
Didier Sornette, member of the Academia Europaea, Fellow of the Swiss Academy of Engineering Sciences, Co-dean and Chair Professor of the Institute of Risk Analysis, Prediction & Management (Risks-X) at Southern University of Science and Technology, Professor Emeritus at ETH Zurich, Professor on the Chair of Entrepreneurial Risks, associated with the Department of Earth Sciences (D-ERDW) and the Department of Physics (D-PHYS), ETH Zurich, Director of the Financial Crisis Observatory, Co-founder of the ETH Risk Center, Member of the Swiss Finance Institute, Fellow of the American Association for the Advancement of Science (AAAS), and Fellow of the World Innovation Foundation (WIF). Prof. Sornette is a pioneering figure in the domain of complex systems and extreme risk management. He is renowned as a leader in various disciplines like complex systems, statistical physics, geophysics, and econophysics. His “Dragon-King” theory of extreme events, coupled with rigorous data-driven statistical analysis methods, identifies, mitigates, and predicts instability in complex systems and various types of extreme risks. His work has been successfully applied to financial risks, earthquake prediction, nuclear safety, network and information security, social networks, medicine, and other complex systems.
Sornette教授已连续五年入选斯坦福大学《全球前2%***科学家榜单》的“终身科学影响力”榜单和“年度科学影响力”榜单。他已发表学术论文800余篇,出版专著15本,谷歌学术引用次数超过57000次,H-index引用指数达到118。近5年,Sornette教授持续奋战在科研一线,每年发表20-40篇学术论文,每年平均被引超过3000次。
For five consecutive years, Prof. Sornette has been listed in the “Career-long Impact” and “Single Recent Year Impact” of the Stanford University “Top 2% Scientists in the World”. He has authored over 800 academic papers, published 15 monographs, with over 57,000 citations on Google Scholar and an H-index of 118. In the past five years, Prof. Sornette has continued to be at the forefront of research, publishing 20-40 academic papers annually, with an average yearly citation exceeding 3000.
他还曾在多家世界知名航空航天企业、银行、基金和再保险公司担任过专家顾问等角色,包括美国银行首席风险顾问、美国洛斯阿拉莫斯国家实验室专家顾问、法国再保险集团科学基金会董事会成员等。
He has also served as an expert consultant for several world-renowned aerospace companies, banks, funds, and reinsurance companies, including roles such as Chief Risk Advisor for Bank of America, Expert Consultant at Los Alamos National Laboratory, and Board Member of the Scientific Foundation of SCOR, a leading global independent reinsurance company.
Sandro Lera助理教授简介:
Assistant Professor Sandro Lera:
南方科技大学商学院、风险分析预测与管控研究院助理教授,博士生导师,美国麻省理工学院访问学者。研究方向为社会经济系统数据挖掘、金融物理、复杂系统等。Sandro Lera于2018年取得苏黎世联邦理工学院经济管理技术与工程系的博士学位。毕业后曾在美国麻省理工学院媒体实验室(MIT Media Lab)师从著名数据科学家Alex Pentland任博士后,曾主持参加瑞士国家科学基金,新加坡国家研究基金等项目。在信息科学领域,尤其是在管理科学与复杂系统方面发表了一系列高水平的研究成果,Sandro Lera作为***/通讯作者在PNAS等期刊上发表论文10余篇,其中部分科研工作被多个杂志媒体报道。此外,Sandro Lera具有算法交易的行业背景,并为多家国际知名公司制定量化交易策略。
Prof. Lera is an Assistant Professor at Business School and the Institute of Risk Analysis, Prediction & Management (Risks-X) at Southern University of Science and Technology, Ph.D. supervisor, and Visiting Scholar at MIT. His research focuses on data mining in socio-economic systems, financial physics, and complex systems. Sandro Lera earned his Ph.D. in Economics, Management, and Technology from ETH Zurich in 2018. Post-graduation, he worked as a postdoctoral researcher under the guidance of renowned data scientist Alex Pentland at the MIT Media Lab, and led projects funded by the Swiss National Science Foundation and Singapore National Research Foundation. He has published a series of high-level research contributions in the field of information science, especially in management science and complex systems, including ten first-author papers in prestigious international journals such as PNAS. Some of his research has been covered by multiple magazines and media outlets. Additionally, Sandro Lera has a background in algorithmic trading and has formulated quantitative trading strategies for several internationally renowned companies.
招聘方向:
Research Directions for Recruitment:
(1) 数量金融:金融风险管理和分析、量化交易策略研究与评估、市场微观结构、投资组合管理建模等;
(2) 复杂系统:数据分析与数据工程、复杂网络、社会经济数据挖掘、金融和社会领域的多主体建模、数据可视化工程开发等;
(1) Quantitative Finance: research and analysis in financial risk management, quantitative trading strategy development and assessment, market microstructure, portfolio management modeling, etc.
(2) Complex systems: data analysis and engineering, data mining in socio-economic systems, complex networks, multi-agent modeling in finance and society, development of data visualization engineering, etc.
博士后研究员岗位
Postdoctoral Researcher Positions
招聘要求:
Recruitment Requirements:
(1)博士毕业生或优秀应届博士生,有海外经历者优先;
(2)统计、物理、量化金融、数学、计算机、地球物理等理工科背景;
(3)具备极强的抗压能力,并对于加入一个极具活力、不断学习与突破自我的国际化团队有强烈愿望和热情;
(4)以***作者身份在专业领域期刊发表过论文;
(5)年龄35周岁以下,具有良好的科学素养、事业心、责任感和团队协作精神;
(6)具有优异的英文阅读、写作和口头交流能力(研究院工作语言为英文);
(7)原则上获得博士学位不超过3年。
(1) PhD graduates or outstanding current PhD candidates, with preference given to those with overseas experience.
(2) Background in STEM fields such as Statistics, Physics, Quantitative Finance, Mathematics, Computer Science, Geophysics, etc.
(3) Strong resilience and a strong desire and passion to join an international team that is highly dynamic, constantly learning, and breaking boundaries.
(4) Published papers as the first author in professional journals in relevant fields.
(5) Under the age of 35, with a solid scientific foundation, strong sense of responsibility, ambition, and a team-oriented mindset.
(6) Excellent English reading, writing, and verbal communication skills (the working language of the Institute is English).
(7) Ideally, the PhD degree should have been obtained within the last three years.
岗位待遇:
Job Benefits:
1)博士后聘用期两年,年薪33.5万元起,含广东省生活补贴15万元及深圳市生活补贴6万元,并按深圳市有关规定参加社会保险及住房公积金。博士后福利费参照学校教职工标准发放。
2)特别优秀候选人可以申请校长卓越博士后,年薪可达50万元以上。(含广东省及深圳市在站生活补贴)。
3)在站期间,可依托学校申请深圳市公租房,未依托学校使用深圳市公租房的博士后,可享受两年税前2800元/月的住房补贴。
4)拥有优良的工作环境和境内外合作交流机会,博士后在站期间享受两年共计2.5万学术交流经费资助。
5)课题组协助符合条件的博士后申请“广东省海外人才支持项目”。即在世界排名前200名的高校(不含境内,排名以上一年度泰晤士、USNEWS、QS和上海交通大学的世界大学排行榜为准)获得博士学位,在广东省博士后设站单位从事博士后研究,并承诺在站2年以上的博士后,申请成功后省财政给予每名进站博士后资助60万元生活补贴(与广东省及深圳市在站博士后生活补贴不同时享受);对获得本项目资助,出站后与广东省用人单位签订工作协议或劳动合同,并承诺连续在粤工作3年以上的博士后,省财政给予每人40万元住房补贴。
6)博士后出站选择留深从事科研工作,且与本市企事业单位签订3年以上劳动(聘用)合同的,可以申请深圳市博士后留深来深科研资助。深圳市政府给予每人每年10万元科研资助,共资助3年(以深圳市最新申报要求为准)。
7)根据《深圳市新引进博士人才生活补贴工作实施办法》规定,新引进博士人才生活补贴(10万元)与省市博士后在站生活补贴不同时享受。
8)课题组与知名业界企业有长期紧密合作关系,优秀研究人员出站后可获推荐至行业领先企业工作。
(1) Postdoctoral appointments are for two years with an annual salary starting at 335,000 RMB, including a living allowance of 150,000 RMB from Guangdong Province and 60,000 RMB from Shenzhen City, and subscribing social insurance and housing provident fund according to relevant regulations in Shenzhen. Postdoctoral fellows receive welfare benefits in accordance with the standards for university faculty.
(2) Exceptional candidates can apply for the Chancellor's Distinguished Postdoctoral Fellowship, with an annual salary exceeding 500,000 RMB (including living allowances from Guangdong Province and Shenzhen City while stationed).
(3) During the stationing period, it is possible to apply for Shenzhen public rental housing through the university. Postdoctoral fellows who do not use Shenzhen public rental housing through the university are eligible for a housing subsidy of 2,800 RMB per month for two years before tax.
(4) Excellent working environment and opportunities for domestic and international collaboration and exchanges. Postdoctoral fellows receive 25,000 RMB per year for academic exchange during their two-year stationing period.
(5) The research group assists eligible postdoctoral fellows in applying for the "Guangdong Province Overseas Talent Support Program." Postdoctoral fellows who obtain their Ph.D. degrees from the top 200 universities worldwide (excluding domestic rankings, based on the previous year's rankings from Times Higher Education, US News, QS, and Shanghai Jiao Tong University's World University Rankings), conduct postdoctoral research in Guangdong Province and commit to staying for more than two years. Upon successful application, the provincial finance department provides each postdoctoral fellow with a living allowance of 600,000 RMB (different from the living allowances from Guangdong Province and Shenzhen City) during their stationing period. Those who receive this project's support and sign a work agreement or employment contract with an employer in Guangdong Province after leaving the station, committing to work continuously in Guangdong for more than three years, will receive a housing subsidy of 400,000 RMB from the provincial finance department.
(6) Postdoctoral fellows who choose to stay in Shenzhen for research work after leaving the station and sign a work contract (employment) with local enterprises or public institutions for more than three years can apply for the Shenzhen Postdoctoral Staying-in-Shenzhen Research Support. The Shenzhen government provides 100,000 RMB per person per year for three years (subject to the latest application requirements of Shenzhen City).
(7) According to the "Implementation Measures for Living Allowance for New Doctoral Talents in Shenzhen," newly introduced doctoral talents receive a living allowance of 100,000 RMB, different from the living allowances for provincial and city postdoctoral fellows at the station.
(8) The research group has long-term close collaboration with well-known industry enterprises. Outstanding researchers may be recommended to work for leading companies in the industry after leaving the station.
应聘材料(请以英文资料为主):
请将以下申请材料发至邮件标题:博士后应聘-研究方向-姓名-毕业院校-专业:
(1)详细个人简历,含学习、工作和科研经历,主要科研成果介绍。请提供中英文简历各一份;
(2)***、毕业证及学位证(或所在院校相关主管部门盖章的博士学位答辩决议)扫描件或复印件;
(3)提供2-3封推荐信及推荐人的姓名以及有效联系方式(需提供博士导师的联系方式);
(4)其它可以证明工作能力的材料,如论文、专利、代码库、证书等;
(5)个人陈述(非必须,英文,格式不限),内容包含职业规划,主要专业背景及研究兴趣,优缺点,研究计划等。
List of application materials required for the postdoctoral position: (please submit in English primarily)
Please send the following application materials with the email subject: Postdoctoral Application - Research Direction - Name - Graduating Institution - Major:
(1) A detailed CV, including education, work, and research experience, as well as a summary of major research achievements. Please provide both English and Chinese versions of the CV;
(2) Scanned copies or photocopies of your ID, graduation certificate, and degree certificate (or a resolution of the PhD dissertation defense stamped by the relevant department of your university);
(3) 2-3 recommendation letters, including the names and valid contact information of the referees (contact details of your PhD advisor must be provided);
(4) Other materials that demonstrate your professional abilities, such as papers, patents, code repositories, certificates, etc.;
(5) Personal statement (optional, in English, with no specific format), which may include career plans, main academic background and research interests, strengths and weaknesses, research plans, etc.