Researcher in Mathematical Finance
23 hours ago
We are seeking a highly motivated PhD candidate to join our research team at KTH Royal Institute of Technology. As a doctoral researcher, you will work under the supervision of Dr. Sigrid Källblad on problems at the intersection of probability theory, stochastic analysis, and optimization that have bearing on financially motivated problems.
The project focuses on identifying, addressing, and solving problems in mathematical finance using tools from stochastic processes, optimal transport, and stochastic control theory. You will work on developing new methods and models for pricing, hedging, and optimal investment in the presence of additional market constraints or lack of full information.
To be successful in this position, you should have 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 are required. We seek a person with excellent analytical skills, the ability to work independently, and good communication skills.
Key Responsibilities:
- Develop new methods and models for mathematical finance
- Analyze and solve problems in stochastic processes, optimal transport, and stochastic control theory
- Collaborate with the research team and other stakeholders
- Present research results in conferences and workshops
Requirements:
- Master's degree in mathematics, applied mathematics, or similar
- Strong background in probability theory, stochastic analysis, and mathematical finance
- Excellent analytical and problem-solving skills
- Ability to work independently and collaboratively
- Good communication and presentation skills
What We Offer:
- A dynamic and international research environment
- Opportunities for professional development and networking
- A competitive salary and benefits package
- Access to state-of-the-art research facilities and resources
About KTH
KTH Royal Institute of Technology is one of Europe's leading technical and engineering universities, as well as a key center of intellectual talent and innovation. We offer a wide range of research and education opportunities in natural sciences and all branches of engineering, as well as architecture, industrial management, urban planning, history, and philosophy.
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