University assistant predoctoral

18 May 2024
Job Information

Organisation/Company

Universität Wien

Research Field

Economics » Other

Researcher Profile

First Stage Researcher (R1)

Country

Austria

Application Deadline

5 Jun 2024 - 22:00 (UTC)

Type of Contract

Permanent

Job Status

Full-time

Hours Per Week

30

Offer Starting Date

1 Oct 2024

Is the job funded through the EU Research Framework Programme?

Not funded by an EU programme

Is the Job related to staff position within a Research Infrastructure?

No

Offer Description

Job description:

At the University of Vienna, a community of over 10,000 individuals, including approximately 7,500 academic staff members, passionately pursuing answers to the profound questions that shape our future. They represent individuals driven by curiosity and a relentless pursuit of excellence. With us, they find the space to try things out and unfold their potential. Are you inspired by their passion and determination? We are currently seeking a/an

University assistant Predoctoral
37 Faculty of Business, Economics and Statistics
Startdate: 01.10.2024 | Working hours: 30 | Collective bargaining agreement: §48 VwGr. B1 Grundstufe (praedoc)
Limited until: 31.08.2026
Reference no.: 2491

Among the many good reasons to want to research and teach at the University of Vienna, there is one in particular, which has convinced around 7,500 academic staff members so far. They see themselves as personalities who need space for their continuous striving and curiosity in order to be able to be More than 7,500 academics at the University of Vienna thrive on continuous exploration and curiosity and help us better understand our world. Does this sound like something for you? Welcome to our team!
 

The University of Vienna, Department of Statistics and Operations Research, invites applicants for the position of one to two Prae-Docs (3 year appointment, 30 hours) 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 (infinite dimensional) stochastic analysis, affine and polynomial processes, rough paths, signature methods, neural S(p)DEs, McKean-Vlasov equations, stochastic portfolio theory, control theory and contemporary stochastic volatility modeling. The goal is to explore mathematical and financial universality and to provide a unifying stochastic framework, building on process classes which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning.

Requirements
Specific Requirements

Your personal sphere of influence:

As a predoctoral university assistant you will join the research group in the areas of Mathematical Finance, Stochastic Analysis and Machine Learning. It is expected that the candidate will complete a PhD relevant to the research topics of the project. The main supervisor of the dissertation is Prof. Christa Cuchiero.

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 results in academic articles and presenting them at international conferences.
• We expect the successful candidate to sign a doctoral thesis agreement within 12-18 Months.
• Working on your dissertation and its completion.
• Participation of teaching is on a voluntary basis.

This is part of your personality:

• Completed Master's degree in Mathematics
• Excellent background in stocastic analysis, probability theory, statistics and mathematical finance and an open for applications
• Programming skills (e.g. Python, R)
• Excellent command of written and spoken English
• Ability to work in a team
• strong interest in planning, carrying out, and presenting independant research
• High commitment and initiative

Additional Information
Benefits

What we offer:

Work-life balance: Our employees enjoy flexible, family-friendly working hours and can partially work remotely. 

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 centre of beautiul 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.

Fair salary: Renumeration follows a collective university-wide agreement.

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

Work Location(s)

Number of offers available

2

Company/Institute

Universität Wien

Country

Austria

City

Wien

Postal Code

1010

Geofield

Where to apply

Website

https://iventajobdata.eu/bestmedia/img/1639876/1603204/cl/6628bdc02de978d3a9778…

Contact

City

Wien

Website

http://www.univie.ac.at

Street

Universitätsring 1

Postal Code

1010

STATUS: EXPIRED