Khalifa University is seeking a highly motivated Post-doctoral Fellow to work on optimal stopping problems arising in mathematical finance (for one year with possible extension). The candidate will work on theoretical analysis of the problems, and also will develop and implement efficient numerical schemes to tackle them. These schemes will be based on the combination of the following methods: Monte-Carlo simulations, free boundary and fixed boundary PDEs, integral equations, neural networks. 
If you are interested in the position, please submit your CV to the email address: