Doctoral student in Applied Mathematics
24 hours ago
Doctoral student in Applied Mathematics (spec. Mathematical Statistics)
School of Engineering Sciences at KTH
Third-cycle subject: Doctoral program in Applied and Computational Mathematics
This doctoral project focuses on problems at the intersection of probability theory, stochastic analysis and optimization that have bearing on financially motivated problems. Mathematically, the focus could, for example, be on optimal transport problems featuring stochastic constraints, on stochastic processes taking their values in spaces of measures, and on the usage of stochastic control theory for handling optimization problems in such contexts. The overall goal is to identify, address and solve problems in mathematical finance using the aforementioned tools; more precisely, we consider the problems of pricing, hedging and optimal investment in the presence of additional market constraints or under lack of full information. Candidates should take a genuine interest in such applications as well as in the underlying mathematical problems. The precise scope and format of the project will be formed and adjusted in collaboration with the successful candidate. Interested candidates are encouraged to visit my homepage to familiarize themselves with my research interests.
Supervision: Sigrid Källbladis proposed to supervise the doctoral student. Decisions are made on admission.
Minimum Requirements
To be admitted to postgraduate education (Chapter 7, 39 § Swedish Higher Education Ordinance), the applicant must have basic eligibility in accordance with either of the following:
- Passed a second cycle degree (for example a master's degree), or
- Completed course requirements of at least 240 higher education credits, of which at least 60 second-cycle higher education credits, or
- Acquired, in some other way within or outside the country, substantially equivalent knowledge.
In order to succeed as a doctoral student at KTH you need to be goal-oriented and persevering in your work. During the selection process, candidates will be assessed upon their ability to:
- Independently pursue his or her work
- Collaborate with others
- Have a professional approach
- Analyse and work with complex issues
We seek a person with a strong background in mathematics, with a degree in mathematics, applied mathematics, or similar. Knowledge and demonstrated understanding of probability theory, stochastic analysis and mathematical finance is meriting. The successful applicant should also be strongly motivated, have the capability to work independently, be able to work in a team and have good communication skills.
After the qualification requirements, great emphasis will be placed on personal skills.
Information regarding admission and employment
Only those admitted to postgraduate education may be employed as a doctoral student. The total length of employment may not be longer than what corresponds to full-time doctoral education in four years' time. An employed doctoral student can, to a limited extent (maximum 20%), perform certain tasks within their role, e.g. training and administration. A new position as a doctoral student is for a maximum of one year, and then the employment may be renewed for a maximum of two years at a time. In the case of studies that are to be completed with a licentiate degree, the total period of employment may not be longer than what corresponds to full-time doctoral education for two years.
Application Process
Apply for the position and admission through KTH's recruitment system. It is the applicant’s responsibility to ensure that the application is complete in accordance with the instructions in the advertisement. Applications must be received at the last closing date at midnight, CET/CEST (Central European Time/Central European Summer Time).
Applications must include the following elements:
- CV including your relevant professional experience and knowledge.
- Application letter with a brief description of why you want to pursue research studies, about what your academic interests are and how they relate to your previous studies and future goals. (Maximum 2 pages long)
- Copies of diplomas and grades from previous university studies and certificates of fulfilled language requirements. Translations into English or Swedish if the original document is not issued in one of these languages. Copies of originals must be certified.
- Representative publications or technical reports. For longer documents, please provide a summary (abstract) and a web link to the full text.
Other information
Striving towards gender equality, diversity and equal conditions is both a question of quality for KTH and a given part of our values.
According to The Protective Security Act (2018-585), the candidate must undergo and pass security vetting if the position is placed in a security class. Information regarding whether the position is subject to such a classification will be provided during the recruitment process.
We firmly decline all contact with staffing and recruitment agencies and job ad salespersons.
In case of discrepancy between the Swedish original and the English translation of the job announcement, the Swedish version takes precedence.
About KTH
KTH Royal Institute of Technology in Stockholm has grown to become one of Europe’s leading technical and engineering universities, as well as a key centre of intellectual talent and innovation. We are Sweden’s largest technical research and learning institution and home to students, researchers, and faculty from around the world. Our research and education covers a wide area including natural sciences and all branches of engineering, as well as architecture, industrial management, urban planning, history, and philosophy.
Monthly salary according to KTH's doctoral student salary agreement.
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