FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 

2007-08-29

PhD Student / Research Fellowship

The Department of Statistics and Mathematics Vienna University of Economics and Business Administration (WU Wien) expects to appoint a research fellow within the project

"Monte Carlo Methods and Copulae in Risk Management".

In our project we are looking for interested, ambitious and skilled students with reasonable programming skills holding a diploma or master degree in Applied Mathematics, Scientific Computing or Management Science/Economics. A background on financial risk analysis and/or random number generation would be ideal. The research will be conducted in cooperation with the department of financial engineering. In particular we development of new generation methods for copulae.

The position is currently limited to 2 years. The salary, after taxes and social security payments, will be about EUR 17.500 per year.

Please send your application by mail (in German or English) to

PERSONALABTEILUNG der Wirtschaftsuniversität Wien
Augasse 2-6
1090 Wien
Austria

until September 12, 2007 (Please use reference number 89205!)

Your application should contain the following information:

  • Curriculum Vitae (CV)
  • a short description of your qualifications and experience
  • a letter describing your scientific interests within the desired project
  • names and email-addresses of scientists willing to provide a reference

For further information please contact

Josef Leydold (leydold@statmath.wu-wien.ac.at, phone: +43 1 31336 4695)

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.