At Humboldt-Universität zu Berlin, Institute of Mathematics, in the Working Groups Applied Financial Mathematics (Prof. Horst) and Applied Stochastic Analysis (Prof. Kreher) we are looking for:

Research fellow (m/f/d) (postdoc) in the field of Probability Theory (third party funding expected to be limited to 30.06.2028, fulltime employment, 13 TV-L HU)

Job description:

  • Scientific services in research within project B02 “Microstructural Foundations of Rough Volatility Models” of the CRC 388 „Rough Analysis, Stochastic Dynamics and Related Fields”
  • In project B02, new mathematical methods for analyzing financial market models with rough volatility are being developed using stochastic and rough analysis. Possible research topics include ​​scaling limits for rough dynamics, Hawkes processes or control theory for rough volatility models.

Requirements:

  • Completed scientific university degree in mathematics or related fields
  • PhD in mathematics or a closely related field
  • Strong interest in stochastic analysis, financial mathematics and/or rough path theory

Reference code: DR/114/24

Application deadline: October 4, 2024.

Applications should be sent electronically to: ulrich.horst@hu-berlin.de and doerte.kreher@hu-berlin.de

For further information please follow the link to the official job posting:

in Englisch:
https://haushalt-und-personal.hu-berlin.de/de/personal/stellenausschreibungen/research-fellow-m-f-d-in-the-field-of-mathematics-of-stochastic-mathematics-with-expected-fulltime-employment-e-13-tv-l-hu-third-party-funding-expected-to-be-limited-until-30-06-2028

in German:
https://haushalt-und-personal.hu-berlin.de/de/personal/stellenausschreibungen/wissenschaftliche-r-mitarbeiter-in-m-w-d-im-bereich-stochastische-mathematik-mit-vorauss-vollzeitbeschaeftigung-teilzeitbeschaeftigung-ggf-moeglich-e-13-tv-l-hu-drittmittelfinanzierung-befristet-bis-30-06-2028