Master/PhD Fellow – Researcher in Integrated Modeling and Optimization

This is a fully remote position, open to applicants in Brazil.

📋 Description

• A 12-month initiative aimed at consolidating Treasury, Shipments, and ATM models into a unified MIP solution.

• Evaluation of the three models including their variables, constraints, and interfaces, along with a historical review of instability and discrepancies.

• Development of a cohesive MIP formulation featuring coupling constraints across various layers.

• Implementation of testing decompositions such as Benders, Lagrangian, and Dantzig–Wolfe on progressively larger instance sizes.

• Utilization of warm-start heuristics (relax-and-fix, fix-and-optimize) to enhance solver efficiency.

• Integration of the data pipeline, execution across geographic segments, and scaling to a national level.

• Conducting backtesting with three months of actual data, comparing results against baselines, and assessing cost, stability, adherence, and runtime.

• Delivery of a working prototype, comprehensive technical documentation, and strategic recommendations for phased deployment.

⛳️ Requirements

• A PhD or Master’s degree.

• Currently pursuing or having completed a degree in Computer Engineering, Computer Science, Electronic Engineering, Applied Mathematics, or Statistics.

• Proficiency in mathematical modeling techniques utilizing Operations Research (linear programming, mixed-integer programming, heuristics, etc.).

• Familiarity with solvers such as CPLEX, Gurobi, CBC, HiGHS, etc.

• Programming skills in Python.

• Preferred: Experience with optimization software (FICO Xpress, AIMMS, among others), R, SQL, AWS Cloud, Agile methodologies (Scrum), and end-to-end project experience.

🏝️ Benefits

• Stipend: Master’s BRL 9,000; PhD BRL 11,000.

• Availability: 40 hours per week.