Postdoctoral position (30 months) at TU Berlin

Announcer: 
Peter Bank
Organization: 
Technische Universität Berlin
City: 
Berlin
Country: 
Germany
Email: 
bank@math.tu-berlin.de
Job Description: 

Postdoctoral position (30 months) at TU Berlin

Applications are invited for a 2.5 year postdoctoral research position at the Department of Mathematics of TU Berlin. The position is funded by the Einstein Foundation Berlin through the project "Game Options and Markets with Frictions". Principal investigators are Peter Bank (TU Berlin), Yan Dolinsky (Hebrew University Jerusalem), Yuri Kifer (Hebrew University Jerusalem) and Peter Imkeller (HU Berlin). Based in Berlin, you will cooperate also with our partners in Jerusalem and develop new probabilistic models and techniques for adressing the mathematical challenges arising in the valuation and hedging of Game options and in the nonlinear financial models for markets with frictions such as illiquidity, model uncertainty or transaction costs. There are no teaching obligations with this position.

The successful candidate will hold a PhD in Mathematics or Mathematical Economics with an excellent background in Probability Theory, Financial Mathematics, Optimization or Economic Theory.

Please send your written application and the usual documents (CV including a list of publications, preprints, reprints, statement of research interests and arrange for three letters of recommendation) with the job reference number II-466/13 to

Technische Universität Berlin
- Der Präsident -
Fakultät II
Institut für Mathematik
Prof. Dr. Bank
Sekr. MA 7-1
Straße des 17. Juni 136
10623 Berlin
Germany

Closing date for applications is December 12, 2013.
Applications by women with the required qualifications are explicitly desired.
Handicapped applicants with equal qualifications will be favored.

Please send copies only. Original documents will not be returned.
The vacancy is also available on the internet at http://www.personalabteilung.tu-berlin.de/menue/jobs .

Job Categories: 
Postdoctoral fellowships
Keywords: 
Postdoctoral, Berlin
Deadline for Application: 
Dec 12 2013