University assistant Postdoctoral

University assistant Postdoctoral

in the START research project "Universal structures in Mathematical Finance"

Job vacancy starting: 01.10.2024 | Working hours: 40h | Classification CBA: §48 VwGr. B1. lit. b

Limited contract until: 31.08.2024

Job ID: 2493

Explore and teach at the University of Vienna, where over 7,500 academic minds have found a unique blend of freedom and support. Join us if you're driven by a passion for top-notch international research and scientific excellence. Ready to be part of our team? Welcome aboard!

The University of Vienna, Department of Statistics and Operations Research, invites applications for the position of a Post-Doc (2 years, 40h) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning.

The successful candidate will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance.

The research agenda of the project covers a wide range of challenging topics such as (infinte dimensional) stochastic analysis, affine and polynomial processes, rough paths, signature methods, neural S(P)DEs, McKean-Vlaslov equations, stochastic portolio theory, control theory and contemporary stochastic volatility modeling. The goal is to explore mathematical and financial universality and to provide a unifying stochatstic framework, building on process classs which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning.

Your personal sphere of influence:

As a postdoctoral university assistant you will join the research group in the areas of Mathematical Finance, Stochastic Analysis and Machine Learning.

The working group of Prof. Cuchiero currently consists of 3 predoctoral students and one administrative colleague. The successful candidate will cooperate with the project members and the associated research groups of the institute.

The position is funded by the FWF (Austrian Science Fund) and is based in Vienna.

Your future tasks:

-Participation in research projects and publishing of research results in academic articles and presenting them at international conferences

- You participate in the supervision of Master and Bachelor students.

-You take part in the organization of meetings and conferences.

- Participation in teaching is on a voluntary basis.

This is part of your personality:

-Completed Master in Mathematics, PhD in an area related to the themes of the project

-Excellent background in stochastic analysis, probability theory, statistics and mathematical finance and an open mind for applications

- Excellent command of written and spoken English

-Programming skills (e.g. Python, R)

-Ability to work in teams and high social/communicative skills

-Strong interest in planning, carrying out, and presenting independant research

-High commitment and initiative

What we offer:

Work-life balance: Our employees enjoy flexible, family-friendly working hours, and remote/hybrid work (upon agreement).

Inspiring working atmosphere: You are a part of an international academic team in a healthy and fair working environment.

Good public transport connections: Your workplace in the center of beautiful Vienna is easily accessible by public transport.

Internal further training & Coaching: Opportunity to deepen your skills on an ongoing basis. There are over 600 courses to choose from – free of charge.

Fixed-term contract and fair salary: Renumeration follows a collective university-wide agreement.

Equal opportunities for everyone: We look forward to diverse personalities in the team!

It is that easy to apply:

-With your scientific curriculum vitae

-Motivation letter

-Lists of publications, lists of courses and talks given

- Summary of research interests and research agenda

-Doctoral Degree

-Degree certificates

-2 reference letters

-Via our job portal/ Apply now - button (https://jobs.univie.ac.at/job/University-Assistant-postdoctoral/1072922101/)

The project is currently running until August 31, 2026, but will be extended accordingly based on the contracts.

We plan interviews end of June 2024. Expected start date is October 2024.

If you have any content questions, please contact:

Univ. Prof. Dr. Christa Cuchiero

christa.cuchiero(at)univie.ac.at