Applications are invited for a postdoc position in mathematical finance at the Swiss Finance Institute at the Ecole Polytechnique Fédérale de Lausanne (EPFL).
The successful candidate will hold a PhD and have an excellent profile of research in mathematical finance and/or stochastic analysis. S/he will be expected to actively contribute to the research within the scope of the ERC Starting Grant on “Polynomial Term Structure Models” (Prof. Damir Filipovic). Focus will be on the study of polynomial preserving processes, and the development and implementation of polynomial models in finance.
The contract is for an initial period of one year, extendable up to four years. Knowledge of French is not a requirement, but can be helpful.
Candidates should send:
- A CV (including the names and addresses of two referees).
- A copy of their official degree transcripts.
- A research statement.
Review of applications begins immediately and continues until the position is filled. Short-listed candidates may be invited for an interview.
All files should be emailed as attachments in PDF format to email@example.com including a brief cover letter in the main body of the email and subject: Application for postdoc.
Candidates should ask their two referees to send their letters directly to the same email address, including the applicant’s name in the file name.