Key Responsibilities:

• Assist in research on visual and multimodal algorithms, including Visual Language Models (VLM), OCR, object detection/segmentation/recognition, image/video generation, and authenticity verification, particularly for financial and related applications.
• Support research on time series and spatio-temporal data analysis, including modeling, prediction, anomaly detection, and multimodal fusion with visual/language data.
• Keep up-to-date with state-of-the-art algorithms in image, video, multimodal, time series, and spatio-temporal domains; help design and implement algorithm pipelines under the guidance of senior researchers.
• Support data collection, preprocessing, cleaning, and quality assurance to ensure datasets (including sequential and spatio-temporal data) are ready for model training and evaluation.
• Implement and fine-tune machine learning and deep learning models using frameworks such as PyTorch and TensorFlow; assist in analyzing and optimizing model performance through experiments.
• Participate in technical seminars and group discussions, learning advanced algorithms and applying them to practical research projects.
• Contribute to research under supervision in academic conferences and journals.

Requirements:

• Bachelor’s or Master’s degree in Computer Science, Artificial Intelligence, Machine Learning, Electronic Engineering, Information Engineering, Mathematics, or a related field, with some research or project experience.
• Passion for data-oriented work with basic experience in data analysis, cleaning, or engineering; strong programming skills are required.
• Familiarity with deep learning frameworks (PyTorch, TensorFlow), basic knowledge of time series/spatio-temporal modeling, generative algorithms, and database systems such as MongoDB is preferred.
• Publications or conference participation in AI, computer vision, multimodal learning, time series analysis, or related fields is a plus.
• Internship or project experience at technology companies is desirable.
• Interest or experience in financial technology applications, document understanding systems, or sequential data modeling (e.g., financial time series, video analysis, trajectory prediction) is a bonus.
• Ability to collaborate effectively on interdisciplinary research projects.
• Proficiency in English and Mandarin Chinese is preferred.

(Duration: 1 year, renewable)

Starting salary will be commensurate with qualifications and experience. Fringe benefits including annual leave, medical and dental benefits will be provided.

Application Procedure
Please send your application with full CV, research statement, and publication list to: <siruihan@ust.hk>. Review of applications will begin immediately and continue until positions are filled. Only shortlisted candidates will be notified.

(Information provided by applicants will be used for recruitment and other employment-related purposes. Applicants should read the Personal Information Collection Statement before submission of application.)

HKUST is an equal opportunities employer and is committed to our core values of
inclusiveness, diversity, and respect.