Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  


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 participates as full member of the Wolfgang Pauli Institute.

The Research Group:

The Research group on Financial and Actuarial Mathematics is directed by Walter Schachermayer 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 15, 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 can be found on the project's homepage.

Candidates should mail their applications, including a Curriculum Vitae, to Josef Teichmann, Vienna University of Technology, Dept. of Financial and Actuarial Mathematics, Wiedner Hauptstraße 8-10/105, A-1040 Wien, Austria or e-mail it to 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: josef.teichmann@fam.tuwien.ac.at.