Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2006-03-28

PostDoc Position

at the Johann Radon Institute for Computational and Applied Mathematics (RICAM) of the Austrian Academy of Sciences, Austria.

RICAM is a research institute which went into operation on January 1, 2003, and is building up to a total of 30 PostDoc positions in six areas:

  • Computational Methods for Direct Field Problems
  • Inverse Problems
  • Mathematical Finance
  • Symbolic Computation
  • Analysis of Partial Differential Equations
  • Optimization and Control

The institute is housed on the campus of the Johannes Kepler University in Linz, a town of about 200.000 inhabitants located along the Danube, very close to the Austrian Alps, and half-way between Vienna and Salzburg (more information about the institute can be found at http://www.ricam.oeaw.ac.at).

The "Mathematical Finance Group" is looking for a PostDoc with a strong background in risk theory or quantitative finance. Possible specialisation areas also include dependence modelling. Informal enquiries can be made to Dr. Hansjörg Albrecher at: hansjoerg.albrecher@oeaw.ac.at.

A doctorate in mathematics or a closely related field is required. The working language is English. The position is available from June 2006 or as soon as possible thereafter. The initial contract can be for up to three years, a renewal for three more years is possible depending on achievements. Closing date for applications is May 1, 2006.

Two sets of applications with personal and scientific data, copies of relevant documents and a statement about scientific interests and achievements should be sent to
 
Prof. H. Engl
Johann Radon Institute
Austrian Academy of Sciences
Altenbergerstraße 69
A-4040 Linz
Austria

Alternatively, the application material can be sent by email to annette.weihs@oeaw.ac.at