Financial and Actuarial Mathematics
TU Wien, Austria



The University of Klagenfurt, with approximately 1,500 employees and over 12,000 students, is located in the Alps-Adriatic region and consistently achieves excellent placements in rankings. The motto "per aspera ad astra" underscores our firm commitment to the pursuit of excellence in all activities in research, teaching and university management. The principles of equality, diversity, health, sustainability and compatibility of work and family life serve as the foundation for our work at the university.

The University of Klagenfurt is pleased to announce the following open position at the Department of Statistics at the Faculty of Technical Sciences with a negotiable starting date,commencing on August 1, 2021.

Predoc position in stochastic optimal control (all genders welcome)

within the doc.funds doctoral school Modeling - Analysis - Optimization of discrete, continuous, and stochastic systems

Level of employment: 75% (30 hours/week)
Minimum salary: € 31,200.40 per annum (gross); Classification according to collective agreement: B1
Limited to: 1 year with the possibility of extension to 3 years
Application deadline: by June 16, 2021

The doctoral school is embedded within the well-established doctoral programme in mathematics at the University of Klagenfurt. It provides a vivid, friendly, and research-oriented environment. In our research we aim to solve mathematical problems by creating synergies from a multi-perspective view, combining the knowledge of several mathematical sub-disciplines. Further information on the doctoral programme and the doc.funds doctoral school can be found here: http://www.math.aau.at/doctoralschool

Tasks and responsibilities:

  • Autonomous scientific work including the publication of research articles in the field of stochastic optimal control with applications, e.g., in mathematics of energy markets
  • Active participation in the research activities of the doctoral school and at international conferences
  • International research stay (fully funded)
  • Participation in public relations activities

The successful candidate is expected to pursue a PhD within the doctoral programme and the doc.funds doctoral school "Modeling - Analysis - Optimization of discrete, continuous and stochastic systems" at the University of Klagenfurt.

Prerequisites for the appointment:

  • Master's degree at a national or international university in mathematics or a related field This requirement must be fulfilled two weeks before the starting date at the latest
  • Strong background in one or more of the following fields: stochastic processes, stochastic optimal control, stochastic differential equations, optimization
  • Mathematical maturity at Master's degree level
  • High communication and dissemination skills
  • An interest in multi-perspective research combining different mathematical sub-disciplines
  • Fluency in English

Additional desired qualifications:

  • Ability to work in a diverse team
  • Programming skills (e.g., Python, Matlab, R, SageMath, Maple, Mathematica, C/C++, ...)

The PhD student will be supervised by Michaela Szölgyenyi and co-supervised by one of our faculty members (of whom 45% are female), and the PhD student will have an international mentor.

Our offer:

The employment contract is concluded for the position as a Predoc Scientist and stipulates a starting salary of € 2,228.60 gross per month (14 times a year; previous experience deemed relevant to the job can be recognised).

The University of Klagenfurt also offers:

  • Personal and professional advanced training courses, management and career coaching, including bespoke training for women in science
  • Numerous attractive additional benefits, see also https://jobs.aau.at/en/the-university-as-employer/
  • Diversity- and family-friendly university culture
  • The opportunity to live and work in the attractive Alps-Adriatic region with a wide range of leisure activities in the spheres of culture, nature and sports.

The University of Klagenfurt aims to increase the proportion of women and therefore specifically invites qualified women to apply for the position. Where the qualification is equivalent, women will be given preferential consideration.

People with disabilities or chronic diseases, who fulfill the requirements, are particularly encouraged to apply.

The application:

If you are interested in this position, please apply in English providing the following documents:

  • Letter of application explaining the motivation and including a statement of interest in multi-perspective research combining different mathematical sub-disciplines
  • Curriculum vitae
  • Copies of degree certificates (Bachelor and Master)
  • Copies of official transcripts (Bachelor and Master) containing the list of all courses and grades
  • Master's thesis. If the thesis is not available, the candidate should provide an explanation.
  • A letter of reference by an experienced scientist. For confidentiality reasons, this letter must be sent directly by that scientist to mao.doctoralschool@aau.at. The deadline for the receipt of the reference letter is June 16, 2021.
  • If an applicant has not received the Master's degree by the application deadline, the applicant should provide a declaration, written either by a supervisor or by the candidate themselves, on the feasibility of finishing the Master's degree by September 15, 2021 at the latest.

We can only accept applications submitted before the deadline and comprising all necessary documents.

To apply, please send your application to: mao.doctoralschool@aau.at.

For further information on this specific vacancy, please contact Prof. Dr. Michaela Szölgyenyi (michaela.szoelgyenyi@aau.at). General information about the university as an employer can be found at https://jobs.aau.at/en/the-university-as-employer/. Applicants may also get into contact with the university's Equal Opportunities Working Group.

(Direktlink zum Stellenangebot)

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.

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