Postdoc position at HU Berlin

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 a

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/doerte.kreher@hu-berlin.de

For further information please follow the link to the official job posting: English version / German version