Венский Институт приглашает
Vienna Institute of Finance and Vienna University of Technology:
Funded Doctoral Studentships in Mathematical Finance
The Vienna Institute of Finance and the Research Unit of Financial and Actuarial Mathematics at Vienna University of Technology invite applications for funded doctoral studentships in mathematical finance.
Duration: three years. Starting date: October 1, 2007.
The doctoral students will be jointly supervised by Prof. Damir Filipovic (Vienna Institute of Finance) and Prof. Josef Teichmann (Vienna University of Technology).
Required background: Masters-level qualification in mathematical finance or comparable degree. Very good written and oral communication skills in English. Knowledge of German would be advantageous.
Salary: approx. EUR 24,000 p.a. before taxes and social insurance. Consistent with Austrian Science Fund recommendations.
The Vienna Institute of Finance is a new research institution in the field of mathematical finance, founded by the University of Vienna and the Vienna University of Economics and Business Administration. The Institute is funded by the Vienna Science and Technology Fund. The scientific director is Prof. Damir Filipovic.
Contact details:
• Prof. Damir Filipovi æ , Mathematics Institute, University of Munich, Theresienstrasse 39, 80333 Munich, Germany. Email: Damir.Filipovic@math.lmu.de.
• Prof. Josef Teichmann, Vienna University of Technology, A-1040 Vienna, Austria.
Email: jteichma@fam.tuwien.ac.at.
Applications should be sent preferably by email to Prof. Filipovi æ and Prof. Teichmann, including a cover letter, the names and contact details of two referees, a CV, and a list of publications. Selection process will be started immediately and continued until the posts are filled.
Vienna Institute of Finance:
Postdoctoral Research Fellowship in Mathematical Finance
The Vienna Institute of Finance invites applications for a Postdoctoral Research Fellowship in Mathematical Finance.
Duration: five years. Starting date: October 1, 2007.
Job description: Responsible for carrying out research projects and writing scientific articles in mathematical finance. There will also be the opportunity to teach and supervise postgraduate students.
Required qualifications: PhD or equivalent qualification in mathematical finance or another relevant mathematical discipline. Strong academic track record, sound knowledge of advanced techniques, and demonstrated capability of research in stochastic processes, computational stochastics, credit risk modelling, risk measurement, equilibrium theory, convex optimization, or other areas pertinent to mathematical finance. Very good written and oral communication skills in English. Some knowledge of German would be advantageous.
Salary: approx. EUR 41,000 p.a. before taxes and social insurance. Consistent with Austrian Science Fund recommendations.
The Vienna Institute of Finance is a new research institution in the field of mathematical finance, founded by the University of Vienna and the Vienna University of Economics and Business Administration. The Institute is funded by the Vienna Science and Technology Fund. The scientific director is Prof. Damir Filipovic.
Contact details: Prof. Damir Filipovi æ , Mathematics Institute, University of Munich, Theresienstrasse 39, 80333 Munich, Germany. Email: Damir.Filipovic@math.lmu.de.
Applications should be sent preferably by email, including a cover letter, the names and contact details of two referees, a CV, and a list of publications. Selection process will be started on July 31 and continued until the post is filled.
