2007-07-11

Vienna Institute of Finance

Postdoctoral Research Fellowship in Mathematical Finance

The Vienna Institute of Finance invites applications for a Postdoctoral Research Fellowship in Mathematical Finance.

Duration: five years. Starting date: October 1, 2007.
 
Job description: Responsible for carrying out research projects and writing scientific articles in mathematical finance. There will also be the opportunity to teach and supervise postgraduate students.

Required qualifications: PhD or equivalent qualification in mathematical finance or another relevant mathematical discipline. Strong academic track record, sound knowledge of advanced techniques, and demonstrated capability of research in stochastic processes, computational stochastics, credit risk modelling, risk measurement, equilibrium theory, convex optimization, or other areas pertinent to mathematical finance. Very good written and oral communication skills in English. Some knowledge of German would be advantageous.

Salary: approx. EUR 41,000 p.a. before taxes and social insurance. Consistent with Austrian Science Fund recommendations.

The Vienna Institute of Finance is a new research institution in the field of mathematical finance, founded by the University of Vienna and the Vienna University of Economics and Business Administration. The Institute is funded by the Vienna Science and Technology Fund. The scientific director is Prof. Damir Filipović.

Contact details: Prof. Damir Filipović, Mathematics Institute, University of Munich, Theresienstrasse 39, 80333 Munich, Germany. Email: Damir.Filipovic@math.lmu.de.

Applications should be sent preferably by email, including a cover letter, the names and contact details of two referees, a CV, and a list of publications. Selection process will be started on July 31 and continued until the post is filled.

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