Research Associate / PhD Student (m/f/x)

TUD Dresden University of Technology, as a University of Excellence, is one of the leading and most dynamic research institutions in the country. Founded in 1828, today it is a globally oriented, regionally anchored top university as it focuses on the grand challenges of the 21st century. It develops innovative solutions for the world's most pressing issues. In research and academic programs, the university unites the natural and engineering sciences with the humanities, social sciences and medicine. This wide range of disciplines is a special feature, facilitating interdisciplinarity and transfer of science to society. As a modern employer, it offers attractive working conditions to all employees in teaching, research, technology and administration. The goal is to promote and develop their individual abilities while empowering everyone to reach their full potential. TUD embodies a university culture that is characterized by cosmopolitanism, mutual appreciation, thriving innovation and active participation. For TUD diversity is an essential feature and a quality criterion of an excellent university. Accordingly, we welcome all applicants who would like to commit themselves, their achievements and productivity to the success of the whole institution.

At the Faculty of Mathematics, the Institute of Mathematical Stochastics offers within the framework of the DFG Research Project “Shapes of the Term Structure of Interest Rates” a position as

Research Associate / PhD Student (m/f/x)

(subject to personal qualification employees are remunerated according to salary group E 13 TV-L)

starting as soon as possible. The position comprises 75% of the fulltime weekly hours and is limited to 3 years . The period of employment is governed by the Fixed Term Research Contracts Act (Wissenschaftszeitvertragsgesetz - WissZeitVG). The position aims at obtaining further academic qualification (usually PhD).

The topic of the research project is the systematic analysis of all attainable shapes of term structure curves (forward- or yield-curves) in several stochastic interest rate modes. A combination of stochastic, analytic and geometric methods will be applied in order to attain the project’s goal.

Tasks: As the successful candidate, you will analyse and classify term structure shapes in different stochastic interest rate models. You will present your results at research seminars and conferences and participate in the preparation of scientific publications.

Requirements: university degree in mathematics; a sound knowledge of at least two of the following areas: financial mathematics, stochastic modelling, analytic geometry; experience in programming and language skills in English are desirable. Interest in interaction with other researchers and in the pursuit of own ideas is highly welcome.

TUD strives to employ more women in academia and research. We therefore expressly encourage women to apply. The University is a certified family-friendly university and offers a Dual Career Service. We welcome applications from candidates with disabilities. If multiple candidates prove to be equally qualified, those with disabilities or with equivalent status pursuant to the German Social Code IX (SGB IX) will receive priority for employment.

Please submit your detailed application with the usual documents by February 28, 2024 (stamped arrival date of the university central mail service or the time stamp on the email server of TUD applies), preferably via the TUD SecureMail Portal https://securemail.tu-dresden.de by sending it as a single pdf file to [email protected] or to: TU Dresden,Fakultät Mathematik, Institut für Mathematische Stochastik,HerrnProf. Dr. Martin Keller-Ressel, Helmholtzstr. 10, 01069 Dresden, Germany. Please submit copies only, as your application will not be returned to you. Expenses incurred in attending interviews cannot be reimbursed.

Reference to data protection: Your data protection rights, the purpose for which your data will be processed, as well as further information about data protection is available to you on the website: https://tu-dresden.de/karriere/datenschutzhinweis .

Please find the German version under: https://tu-dresden.de/stellenausschreibung/11125 .