http://www.fam.tuwien.ac.at/jobs/20071012.php
Ph.D. Student or Postdoc in Financial Risk Modelling
Financial and Actuarial Mathematics
Institute for Mathematical Methods in Economics
Vienna University of Technology
We are looking for a Ph.D. student or a postdoc for the broad areas of
credit risk models, credit derivatives or general dependence modelling
in risk management. The position is in the Christian Doppler
Laboratory on Portfolio Risk Management (PRisMa Lab). The laboratory
is located within the research group for financial and actuarial
mathematics at the Vienna University of Technology, it is headed by
Prof. Uwe Schmock. The laboratory is funded by the Christian Doppler
Research Association, which is a non-profit association aiming to
promote high-quality research, development and knowledge transfer in
Austria. The research is carried out jointly with the Bank Austria
Creditanstalt and the Austrian Federal Financing Agency (ÖBFA). Your
main area of activity will be high-quality research in one of the
areas credit risk models, credit derivatives, dependence modelling in
risk management or possibly counterparty risk for exotic swaps, always
with a view towards practical applicability.
We offer you to work on the forefront of current mathematical
research, within a highly active and distinguished research group
(Prof. Walter Schachermayer, Prof. Uwe Schmock, Prof. Peter Grandits,
Prof. Josef Teichmann, Dr. Friedrich Hubalek, Dr. Reinhold Kainhofer,
Dr. Johannes Leitner) and in close cooperation with the specialists of
our financial industry partners. We expect you to have a strong
background in financial modelling and the theory of stochastic
processes. Nevertheless, a high motivation and a strong desire to
learn and adapt new material can fill almost any gap you might have in
the requirements.
There are no teaching duties associated with these positions. The
start date is flexible and can be anytime in the first months of 2008,
however, we plan to start soon. The salaries for the position are
based on the FWF guidelines. We strongly encourage applications of
female candidates.
Your application has to be in English or German and should arrive by
November, 12th, 2007.
Ideally it should be in electronic format (PDF) and include:
* Application letter, indicating your preferred start date,
* Complete curriculum vitae,
* List of publications and preprints (if any), links to online
versions if available,
* Copies of academic transcripts and certificates (please include
a translation if these are not in English, German or French),
* Letters of reference or contact details of academics who can
provide a letter of reference upon request.
Send your application to the office address secr@fam.tuwien.ac.at.
Please join all your attached documents into a single file if possible.
Contact details:
Prof. Dr. Uwe Schmock
Financial and Actuarial Mathematics
Vienna University of Technology
Wiedner Hauptstraße 8-10/105-1
A-1040 Vienna
Austria
eMail: schmock@fam.tuwien.ac.at
URL: http://www.fam.tuwien.ac.at/ (research group) and
http://www.prismalab.at/ (PRisMa La
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