Master's/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, Cash Shipments, and ATM models into a unified MIP solution.

• Evaluation of the three models (variables, constraints, interfaces) along with a historical analysis to identify instability and misalignments.

• Development of a unified MIP formulation that incorporates coupling constraints across different layers.

• Experimentation with decomposition methods (Benders, Lagrangian, Dantzig–Wolfe) on increasingly larger instances.

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

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

• Conducting backtesting using three months of actual data, benchmarking against baselines, and assessing cost, stability, adherence, and runtime.

• Provision of a functional prototype, comprehensive technical documentation, and strategic recommendations for gradual deployment.

⛳️ Requirements

• Possession of a PhD or Master's degree.

• Education: either currently enrolled or completed.

• Relevant fields of study: 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.).

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

• Proficient in Python programming.

• Desirable skills: Familiarity with optimization software (FICO Xpress, AIMMS, among others).

• Knowledge of programming languages like R, SQL, as well as experience with AWS Cloud and Agile methodology (Scrum).

• Prior involvement in end-to-end projects.

🏝️ Benefits

• Competitive salary and performance-based bonuses.

• Opportunities for professional development and continuous learning.

• Flexible work arrangements and a supportive team environment.