FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2018-03-31 (gültig bis max. 2018-04-27)

3.5 year stipend for PhD student (Doktoratsstipendium)

DPhil in Mathematics.
Upper Austrian Government Studentship in Stochastic Simulation and Computational Finance

Closing Date:
Friday, April 27, 2018 - 12:00 (noon/lunchtime!)

Applications are invited for a 3.5 year D.Phil. Studentship in Mathematics, funded by the Upper Austrian Government, to work on a project in the field of Stochastic Simulation and Computational Finance. The primary supervisor in Oxford is Professor Christoph Reisinger (Mathematical Institute), while external supervision will be provided by Professor Gerhard Larcher (Johannes Kepler University Linz) and Professor Gunther Leobacher (Karl Franzens University Graz).

The D.Phil. studentship will start on 1 October 2018, and will be based at the Mathematical Institute at the University of Oxford. The studentship is fully funded, and includes a standard annual stipend of at least £14,337 and college and University fees at the Home/EU rate, as applicable. The studentship is attached to St Catherine's College.

Oxford University and Johannes Kepler University will provide travel allowance. Furthermore, Johannes Kepler University will establish a PostDoc position for the scholarship holder for a 6-year period following completion of the doctoral studies.

The project will be in the area of stochastic simulation, stochastic control, quasi-Monte Carlo methods, and mathematical finance, with details to be agreed between the candidate and the supervisors.

Required qualifications:

  • Master's or Bachelor's degree in (applied) mathematics or an economic discipline with strong mathematical specialization
  • good knowledge in as many areas as possible of: stochastic analysis, stochastic simulation, financial mathematics, mathematical models in economics, Monte Carlo and quasi-Monte Carlo methods

We especially encourage qualified female candidates to apply. Among equally qualified applicants, women will receive preferential consideration. Upper Austrian citizens and permanent residents as well as persons with strong relations to the Johannes Kepler University Linz — if equally qualified — will also be given priority in the recruitment process.

Applications should be made online at
 
http://www.graduate.ox.ac.uk/applyonline
 
and should include a CV, covering letter, three references, and a transcript of previous degrees.
In the section of the application form "Departmental Studentship Applications" applicants will be asked whether they are applying for an advertised studentship. In this section please state "Yes" followed by "LINZ". When selecting a college new candidates should select St Catherine's College.

Applications must arrive by noon on 27th April 2018. Please quote the project title "LINZ" in your covering letter. References can also be sent directly to Sandy Patel (e-mail graduate.studies@maths.ox.ac.uk) by the closing date.

For further details of the application process, please contact graduate.studies@maths.ox.ac.uk.