# Research Engineer in Mathematics: Programming, Scientific Computing and Learning

Université Côte d'Azur | Nice

Classification: Scientific Computing/Statistical Learning

The research engineer will work in the framework of the ERC AdG project ELISA (Exploration for Large Interacting Systems of Agents), directed by Professor François Delarue. This ERC project deals with mathematical theories and numerical tools for mean field models, which are used to describe the statistical state of a population. This includes mean-field models for which the population state is itself random. A key objective is to show that randomization can enable a form of exploration, with theoretical and numerical advantages and benefits in statistical learning. Applications include mean-field models of rational agents, such as mean-field control problems or mean-field games. The research engineer will assist the other members of the project (principal investigator, invited researchers, post-doc researchers, PhD students) in the development of numerical methods and learning algorithms. She/he will develop related codes towards successful and competitive programs. She/he will also run and supervise numerical experiments. She/he will contribute to the writing of the numerical and statistical works of the project. This is a full-time position, for 5 years at most. Candidates should have a PhD in mathematics, applied mathematics, scientific computing or statistical learning. They should be proficient users of scientific languages like C/C++, Python, TensorFlow, R. They should have demonstrated their ability to design and implement numerical or learning methods in relation with a mathematical or statistical project. If necessary, they should agree to develop their knowledge in statistical learning methods. Candidates are also expected to have a sufficiently strong background in mathematics. Even though the research engineer will not be asked to work on the most theoretical part of the project, she/he will be able to interact with the other members of the team. The position will be open from September 1st 2022. Candidates may contact François Delarue (francois.delarue@univ-cotedazur.fr) for any questions. Applications should include: a letter of motivation, curriculum vitae, transcripts of graduate degrees, PhD viva reports (if available), PhD diploma and at least two reference letters. They should be sent to François Delarue

Last updated: 1 May 2022