2020 Two Sigma PhD Fellowship

Department Deadline: 12/12/19 by 11:59P
External Deadline: 12/30/2019

Two Sigma PhD Fellowship

The 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.

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 modeli

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.

https://twosigma.avature.net/eventsignup/eventDetail/New-York-New-York-United-States-Two-Sigma-PhD-Fellowship/6302

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 2020).
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 12/12/19 at 11:59P)

Required Materials:

CV/resume - include current contact information, education, publications, awards, and service
Month and year you entered your PhD program and expected graduation date
Research proposal, listing their main area of focus, relevance to the field and its applicability to Two Sigma (500 word max)
Two reference letters, one must be from the student’s PhD advisor and the other must be from a professor in the department or related department who is familiar with their research.

Materials should be submitted by 11:59PM on 12/12/19 to Samantha Hendon (2237 SC).

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 Samantha. Students, your file name (includes items 1-3 listed above) should be submitted as "19-20. Two Sigma PhD - Last Name, First Name". I recommend that students submit their CVs and statement(s) to their letter writers at least a week prior to the deadline.