Financial and Actuarial Mathematics, TU Wien, Austria

Position in the Wissenschaftskolleg "Differential Equation Models in Science and Engineering"

We are looking for a Ph.D. student in the area of Stochastic Analysis and non-linear PDE-theory with possible applications to mathematical Finance or Optimal Transport.

The Ph.D. thesis will be supervised by Prof. Josef Teichmann. The successful candidate will be embedded on the one hand side into the Wissenschaftskolleg (coordinator: Prof. C. Schmeiser), which puts strong emphasis on Partial Differential Equations. On the other hand the Ph.D. student will be embedded into the research group FAM (Financial- and Actuarial Mathematics at TU Wien) and in particular in the working group of the START-project "Geometry of Stochastic Differential Equations".

There are no teaching duties associated with this position. Applications should be made until June 1, 2007. The starting date of the position is September 1, 2007, but depending on the personal situation of the successful applicant, some flexibility is possible. The duration of the contract will be three years. The salary for the position is based on the FWF guidelines. We strongly encourage applications of female candidates.

Your application will be in English, should be in electronic format (PDF) and must include:

  • an application letter describing the research interests and indicating your preferred start date,
  • a complete curriculum vitae,
  • the master thesis,
  • a list of publications and preprints (if any),
  • a list of academic certificates,
  • one letter of reference.

Send your application no later than June 1, 2007 to the office address Please join all your attached documents into a single file if possible.

Contact details:
Prof. Josef Teichmann
eMail: josef.teichmann at