Phd/doctoral Vienna, Austria Apply
Job
University of Vienna
Department of Statistics and operations Research
Kolingasse 14-16
1090 Vienna
Austria
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Job vacancy starting: 01.10.2024  | Working hours:  30h/week  | Classification CBA: §48 vWGr. B1

Limited contract until: 30.08.2026

Job ID: 2491

Among the many good reasons to want to research and teach at the University of Vienna, there is one in particular, which has convinced around 7,500 academic staff members so far. They see themselves as personalities who need space for their continuous striving and curiosity in order to be able to be More than 7,500 academics at the University of Vienna thrive on continuous exploration and curiosity and help us better understand our world. Does this sound like something for you? Welcome to our team!

The University of Vienna, Department of Statistics and Operations Research, invites applicants for the position of one to two Prae-Docs (3 year appointment, 30 hours) at the intersection of Mathematical Finance, Stochastic Analysis and Machine Learning.

The successful candidate will work in the group of the START research project "Universal structures in Mathematical Finance", led by Prof. Christa Cuchiero. The focus of the project lies on universal structures that pertain literally to both, mathematics and finance.

The research agenda of the project covers a wide range of challenging topics such as (infinite dimensional) stochastic analysis, affine and polynomial processes, rough paths, signature methods, neural S(p)DEs, McKean-Vlasov equations, stochastic portfolio theory, control theory and contemporary stochastic volatility modeling. The goal is to explore mathematical and financial universality and to provide a unifying stochastic framework, building on process classes which have, appropriately seen, universal approximation properties, well known also from the theory of machine learning.

Your personal sphere of influence:

As a predoctoral university assistant you will join the research group in the areas of Mathematical Finance, Stochastic Analysis and Machine Learning. It is expected that the candidate will complete a PhD relevant to the research topics of the project. The main supervisor of the dissertation is Prof. Christa Cuchiero.

The working group of Prof. Cuchiero currently consists of 3 predoctoral students and one administrative colleague. The successful candidate will cooperate with the project members and the associated research groups of the institute.

The position is funded by the FWF (Austrian Science Fund) and is based in Vienna.

Your future tasks:

  • Participation in research projects and publishing of results in academic articles and presenting them at international conferences.
  • We expect the successful candidate to sign a doctoral thesis agreement within 12-18 Months.
  • Working on your dissertation and its completion.
  • Participation of teaching is on a voluntary basis.

 

This is part of your personality:

  • Completed Master's degree in Mathematics
  • Excellent background in stocastic analysis, probability theory, statistics and mathematical finance and an open for applications
  • Programming skills (e.g. Python, R)
  • Excellent command of written and spoken English
  • Ability to work in a team
  • strong interest in planning, carrying out, and presenting independant research
  • High commitment and initiative

 

What we offer:

Work-life balance: Our employees enjoy flexible, family-friendly working hours and can partially work remotely. 

Inspiring working atmosphere: You are a part of an international academic team in a healthy and fair working environment.

Good public transport connections: Your workplace in the centre of beautiul Vienna is easily accessible by public transport.

Internal further training & Coaching: Opportunity to deepen your skills on an ongoing basis. There are over 600 courses to choose from – free of charge.

Fair salary: Renumeration follows a collective university-wide agreement.

Equal opportunities for everyone: We look forward to diverse personalities in the team!

 

It is that easy to apply:

  • With your scientific curriculum vitae
  • Motivation letter
  • Master thesis or extended abstract of it
  • Degree certificates
  • 2 recommendation letters
  • Via our  job portal/ Apply now -  button

The project is currently running until August 31, 2026, but will be extended accordingly based on the appointments.

We plan interviews end of June 2024. Expected start date is October 2024.

If you have any questions, please contact:

Univ. Prof. Dr. Christa Cuchiero 

christa.cuchiero@univie.ac.at


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Contact Person
Prof. Christa Cuchiero