FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2014-12-23

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

The University of Vienna, Faculty of Mathematics, invites applications for the position of a

Post-Doc (2 + 2 year appointment, no tenure track)
in Mathematical Finance

The successful candidate will work in the research project titled "Portfolio Risk and Asset Allocation: Utilizing High-Frequency Information in High Dimensions", jointly run by Prof. Walter Schachermayer, Prof. Nikolaus Hautsch and Prof. Georg Pflug and funded by the Vienna Science and Technology Fund (WWTF).

The candidate should carry out high-level research in mathematical finance. She/he should have an excellent background in analysis, stochastic calculus and probability theory as well as an open mind for applications. The research agenda of the project will cover a wide range of mathematically challenging topics such as stochastic portfolio optimization and model risk. The successful candidate will collaborate with the project members and associated research groups. The project will bring together researchers in mathematical finance, financial econometrics and optimization. Collaborations on the intersections between these fields are strongly appreciated.

Packages (salary, teaching loads) follow a collective university-wide agreement. The University of Vienna intends to increase the number of women on its faculty, particularly in high-level positions, and therefore specifically invites applications by women. Among equally qualified applicants women will receive preferential consideration.

The deadline for applications is rolling, however, we plan on interviewing and making offers to candidates during February/March 2015. Ideally, candidates will be able to join us as of 1 April 2015.

Please send the application package (cover letter, CV, recommendation letter) per email to Professor Walter Schachermayer (email: walter.schachermayer@univie.ac.at).

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