RESEARCH POSITIONS
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, stochastic
evolution equations, Malliavin calculus, control theory, numerical
aspects of PDE's etc.. Background in finance, in particular in
interest rate theory 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 positition is related to the Research Network HPRN-CT-2002-00281
"Evolutions Equations for Deterministic and Stochastic Systems", where
the Department of Financial and Actuarial Mathematics
(
http://www.fam.tuwien.ac.at/) participates as full member of the
Wolfgang Pauli Institute (
http://www.wpi.ac.at/).
The Research Group:
The Research group on Financial and Actuarial Mathematics is directed
by Walter Schachermayer (
http://www.fam.tuwien.ac.at/~wschach/) and
attached to his chair of financial and actuarial mathematics at the
Vienna University of Techology.
Details on the contract:
The anticipated starting date is October 1, 2002, but an alternative
date later is in principle possible. The contract will signed for
twelve months. The salary will be approximately Euro 1800,- per month
after taxes and social insurance. Formal requirements
(
http://fraise.univ-brest.fr/~eveq/postdoc.html) can be found on the
project's homepage (
http://fraise.univ-brest.fr/~eveq/).
Candidates should mail their applications, including a Curriculum
Vitae, to Josef Teichmann (
http://www.fam.tuwien.ac.at/~jteichma/),
Vienna University of Technology, Dept. of Financial and Actuarial
Mathematics, Wiedner Hauptstraße 8-10/105, A-1040 Wien, Austria or
e-mail it to mailto:josef.teichmann@fam.tuwien.ac.at.
The application deadline is October, 15, 2002.
More information on the research group financial and actuarial
mathematics and the specifics of the above positions can be obtained
from Josef Teichmann, Tel. +43-1-58801-10514, email:
mailto:josef.teichmann@fam.tuwien.ac.at.