As part of a Netherlands Organisation for Scientific Research VICI grant (Modeling and Measuring 21st-Century Risks), the Quantitative Economics Section at the Amsterdam School of Economics (UvA) has a vacancy for a fully-funded PhD student in the Mathematics and Economics of 21st-Century Risks. We seek outstanding motivated applicants with a strong interest in quantitative risk measurement for a project on developing new concepts, methods and techniques to quantify the uncertainty surrounding 21st-century risks, and implementing them in financial-economic, environmental, and technological contexts.
All candidates with a strong research background in mathematics or quantitative economics with an emphasis on probability theory, mathematical statistics, optimization, or quantitative risk measurement are encouraged to apply. The ideal candidate will have experience with writing mathematical proofs and have strong programming, econometric, and writing skills. The PhD candidate will be part of an excellent research team studying the modelling and measurement of 21st-century risks. PhD students often spend a half-year visit at another internationally renowned school. Some tailormade coursework may be required to be completed as part of the PhD position.
The starting date of the position: January 2021 (flexible).
What are you going to do?
- Develop new concepts, methods and techniques;
- establish and prove corresponding new theorems;
- program the new methods and techniques using e.g., R, to be published open source;
- generate, collect and analyze data;
- write the results up for publication in peer-reviewed top academic journals;
- disseminate the results online;
- present the work at academic conferences.
- BSc and MSc tutorials;
- supervision of BSc and MSc thesis projects.
What do we require?
- MSc (ideally Research Master) in Mathematics, Probability Theory & Mathematical Statistics, Stochastics, Actuarial Science & Financial Mathematics, Econometrics, or Operations Research;
- excellent grades;
- experience with writing mathematical proofs;
- advanced statistical/econometric and computational skills (e.g., R, Matlab, Python);
- explicit interest and motivation to conduct scientific research and to pursue an academic career.
You will be appointed for an initial period of one year with a possibility to extend it for an additional two or three years, pending positive evaluation. As part of your contract, you will spend 20% of your time on teaching. You will be classified as PhD candidate (promovendus) in the Dutch University job-ranking system (UFO), providing a gross monthly starting salary of €2,395 in the first year (which increases to €3,061 in the final year) with an additional end-of-year bonus (8,3%) and holiday allowance (8%). The Collective Labour Agreement of Dutch Universities is applicable.
What else do we offer you?
Our highly interconnected and increasingly complex world, with technological advancements at unprecedented levels, brings new and potentially disrupting risks to our global society. These 21st-century risks are associated with financial-economic instability, environmental changes, and technological breakdowns. The common characteristic features of these 21st-century risks are their contagious amplification over time and space, i.e., across markets, regions, and networks; and their vast levels of uncertainty, being more pervasive than ever.
Jointly with your research team you will be developing fundamentally new approaches to conduct modern risk evaluation, that respond to the vast uncertainty of 21st-century risks.
For further information and questions please contact:
- Prof. Roger J. A. Laeven
Would you like to learn more about working at the University of Amsterdam? Visit our website .
About the faculty
The Faculty of Economics and Business at the UvA provides academic courses for more than 5,000 students and conducts research programs in many specialist areas employing about 400 people. The FEB has an internationally acclaimed profile and is located in the heart of Amsterdam. FEB consists of the Amsterdam Business School (ABS) and the Amsterdam School of Economics (ASE). ASE is among the top economics research institutes in Europe.
The Quantitative Economics section in ASE covers three different research programs: Actuarial Science & Mathematical Finance; Econometrics; and Equilibrium, Expectations & Dynamics. The Quantitative Economics section is responsible for teaching all mathematics and quantitive economics related courses at the BSc and MSc level. The section also actively participates in the teaching and research activities of the Tinbergen Institute , the graduate school of ASE.
The UvA is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees. We value a spirit of enquiry and endurance, provide the space to keep asking questions and cherish a diverse atmosphere of curiosity and creativity.
Interested candidates can send their applications via the link below. Please include job reference number 20-516.
Applicants should send:
Closing date: 15 October 2020 at 23:59 CET.
No agencies please
Ph D Position In Computational Systems Biology (1.0 Fte), University of Groningen, Netherlands, about 16 hours ago
• you have a background in systems biology, applied mathematics, (control) engineering or (bio)physics, and ideally have some undergraduate research experience • you have good knowledge of program...
Ph D; Bayesian Uncertainty Quantification For Flow Simulations Of Soft Materials, Eindhoven University of Technology (TU/e), Netherlands, about 2 hours ago
We are looking for a PhD student for a four-year research project on the topic of uncertainty quantification for flow simulations of soft materials. In this computational/theoretical project you w...
Ph.D Position “Surrogate Modelling For Uncertainty Quantification In Offshore Wind Turbine Design”, ETH Zurich, Switzerland, 17 days ago
The Chair of Risk, Safety and Uncertainty Quantification of ETH Zurich develops computational methods for managing the uncertainties in physical models used in various fields of engineering and ap...
Ph.D Position “Surrogate Modelling For Uncertainty Quantification In Offshore Wind Turbine Design” , ETH Zurich, Switzerland, about 3 hours ago
In der aktuellen Covid-19 Situation laufen die Rekrutierungen weiter. Es kann dabei allerdings zu Verzögerungen kommen. Vielen Dank für Ihr Verständnis. 100%, Zurich, temporary The Chair of Risk, ...
Ph D; Bayesian Uncertainty Quantification For Flow Simulations Of Soft Materials, Eindhoven University of Technology, Netherlands, about 1 hour ago
The Eindhoven University of Technology (TU/e), Department of Mechanical Engineering has a vacancy for a PhD Student on Bayesian uncertainty quantification for flow simulations of soft materials in...
Ph D Position Utrecht Centre For Accountability And Liability Law (1.0 Fte), Utrecht University, Netherlands, about 2 hours ago
PhD-position Utrecht Centre for Accountability and Liability Law (1.0 FTE) Job description We are looking for a creative and enthusiastic PhD candidate to work at the Utrecht Centre for Accountabi...