20-21 Two Sigma PhD Fellowship

Department Deadline: Thursday, October 22, 2020 by 11:59P
External Deadline: Friday, November 6, 2020

Two Sigma PhD Fellowship

The Two Sigma PhD Fellowship supports doctoral students pursuing a PhD in a STEM field such as Statistics, Applied Mathematics, Computer Science, Physics and Finance/Econometrics at an accredited university in the United States. Applications are assessed based on the student’s research proposal, publications and recommendation letters.

Tuition and fees plus a stipend for living expenses are covered for 2 consecutive academic years in the form of an unrestricted gift paid directly to the university. (The total award will not exceed $75,000 USD per Academic year.) A Two Sigma Research Mentor will also be assigned to the Fellowship recipient.

Two Sigma is interested in the following disciplines:

Statistics – Topics of interest include: statistical learning, statistical inference, Bayesian statistics, optimization, time series analysis, high dimensional statistics, non-parametric statistics
Computer Science – Topics of interest include: machine learning & artificial intelligence, deep learning, reinforcement learning, natural language processing, computer vision, robotics, computational biology.
Physics – Topics of interest include: applications of machine learning, simulation & big data techniques to physics, including particle physics, astrophysics, condensed matter.
Applied Mathematics – Topics of interest include: linear / nonlinear optimization, numerical analysis, financial mathematics, operations research, probability, differential equations, signal processing.
Finance/Econometrics – Topics of interest include: machine learning & empirical asset pricing, game theory, market microstructures, agent based models, behavioral finance, quantitative finance, volatility modeling & forecasting, optimal execution, portfolio optimization, derivatives modeling, high frequency econometrics, theoretical asset pricing, dynamic equilibrium models, stochastic models, option pricing, credit risk modeling, asset covariance estimation, inference, high-dimensional data, financial optimization-optimal execution, portfolio optimization, optimal hedging.

The department can nominate up to 3 PhD students. Their goal is essentially to sponsor outstanding research in STEM fields and therefore establish a long lasting partnership between Faculty, students, and Two Sigma.

2021 Two Sigma PhD Fellowship Page: https://twosigma.avature.net/eventsignup/eventDetail/New-York-New-York-United-States-2021-Two-Sigma-PhD-Fellowship/7272

Eligibility

Full-time students currently pursuing a PhD at an accredited university in the United States.
At least their 3rd year of a PhD program when the Fellowship begins (fall semester or quarter 2021).
Research must be relevant to one of the disciplines listed above
Two Sigma employees, contractors/consultants and relatives are not eligible
Students that are already supported by another industry fellowship are not eligible.

Submission Details (by 10/22/20 at 11:59P)

Required Materials:

Application Cover Page & Eligibility Verification – download this file to include as the first page in your application. (Student provides)
CV/Resume - include current contact information (email, phone, and mailing address), education, publications, awards, and service. (Student provides)
Research Proposal – listing your main area of focus, relevance to the field and its applicability to Two Sigma (3000 characters including spaces/~500 word max) (Student provides)
Transcripts - For Internal Review, unofficial transcripts are fine; however, note that official Academic transcripts (PhD Graduate Degree only, all years) are required if selected for external nomination. (Student provides) Note: Official electronic transcripts can be processed in a single day: https://registrar.illinois.edu/transcripts/.
Letters of Recommendation (2 required) – one must be from your current academic advisor, and the other must be from a professor in the department or related department who is familiar with your research. (Letter writers provide to Michelle Wellens)

Materials should be submitted by 11:59PM on Thursday, October 22, 2020 to Michelle Wellens.

A maximum of three candidates per department may be nominated.

Note: Electronic documents should be submitted as ONE PDF. Letters of recommendation should be sent from the letter writer directly to Michelle Wellens. Students, your single PDF file should includes items 1-4 and be submitted with the filename as: "Last Name, First Name – Two Sigma PhD 2021". I recommend that students submit their CVs and statement(s) to their letter writers at least a week prior to the deadline.