PhD students and PostDocs
Financial and Actuarial Mathematics
We are looking for PostDocs and PhD students for the newly established Christian Doppler Laboratory on Portfolio Risk Management (PRisMa).
The laboratory will be located within the research group for financial and actuarial mathematics at the Vienna University of Technology, it is headed by Prof. Uwe Schmock. The laboratory is jointly funded by the Bank Austria Creditanstalt (the largest bank in Austria) and the Christian Doppler Research Association, which is a non-profit association aiming to promote high-quality research, development and knowledge transfer in Austria.
Your main area of activity will be high-quality research with a view towards practical applicability. Your possible research areas can be operational risk, risk-adjusted value functionals, risk-based capital allocation, risk measures, dependence modelling, interest rate modelling, credit risk, credit derivatives, stochastic processes with jumps, or numerical methods in finance.
We offer you to work on the forefront of current mathematical research, within a highly active and distinguished research group (Prof. Walter Schachermayer, Prof. Uwe Schmock, Prof. Peter Grandits, Prof. Josef Teichmann, Dr. Friedrich Hubalek, Dr. Reinhold Kainhofer, Dr. Johannes Leitner) and in close cooperation with the specialists of our financial industry partner Bank Austria Creditanstalt. We expect you to have a strong background in financial modelling and the theory of stochastic processes. Nevertheless, a high motivation and a strong desire to learn and adapt new material can fill almost any gap you might have in the requirements.
There are no teaching duties associated with these positions. The start date is flexible and can be anytime in 2006, however, we plan to start soon. The duration of the laboratory will be initially for two years with an expected extension to seven years. The salaries are based on the FWF guidelines. For a postdoc, a full- or a part-time contract is possible. We strongly encourage applications of female candidates.
Your application has to be in English or German and should be sent by November 28, 2005. Ideally it should include:
If you send your application in electronic form, please include (a part of) your name in every file name.
Prof. Uwe Schmock
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