---------- Forwarded message ----------
Date: Mon, 10 Jun 2002 14:30:42 +0200
From: Financial and Actuarial Mathematics <fam(a)fam.tuwien.ac.at>
FAM-jobs *
http://doob.fam.tuwien.ac.at/jobs/20020610.php
R E S E A R C H P O S I T I O N
in Financial and Actuarial Mathematics
at the Vienna University of Technology
1 Post-Doc-ship:
The successful applicants will have a PhD in Mathematics specialising
in Mathematical Finance or Actuarial Mathematics, or in a field
related to these topics, e.g., stochastic processes or, more
generally, probability theory, functional analysis, Malliavin
calculus, control theory, numerical aspects of PDE's etc. Some
background in finance also will be highly appreciated. He/she will
have a high potential and a strong will to do research and will name 3
peers who are willing to write a letter evaluating the applicant's
academic qualifications. The yearly salary will be EUR 35.056.-- = ATS
482.381,-- (before tax and social security contribution).
The Research Group:
The Research group on Financial and Actuarial Mathematics is directed
by W. Schachermayer (
http://www.fam.tuwien.ac.at/~wschach/) and
attached to his chair of financial and actuarial mathematics at the
Vienna University of Techology. W. Schachermayer has received the
Wittgenstein-Prize in 1998 (which the Austrian Science Foundation has
created following the pattern of the McArthur prize in the US and the
Leibniz prize in Germany), which constitutes a grant of ATS 15 Mill.
(appr. US$ 1 Mill.) to be spent on research activities in the
subsequent five years. This grant will finance (among other
activities) the 1 position announced.
The research group presently consists of 11 academic researchers. The
research is focused on stochastic processes and their applications in
finance.
Duration of Contracts:
The anticipated starting date is October 1, 2002, but an alternative
date may be possible. The contract will be for two years.
Candidates should mail their applications, including a Curriculum
Vitae, to Professor Walter Schachermayer, Vienna University of
Technology, Dept. of Financial and Actuarial Mathematics, Wiedner
Hauptstraße 8-10/105, A-1040 Wien, Austria or e-mail it to
fam(a)fam.tuwien.ac.at
The application deadline is July 31, 2002.
More information on the research group financial and actuarial
mathematics and the specifics of the above positions can be obtained
from Professor Walter Schachermayer, Tel. +43-1-58801-10511, email:
fam(a)fam.tuwien.ac.at