Doctoral Researcher in Computational Science

9 hours ago


Stockholm, Stockholm, Sweden KTH Royal Institute of Technology Full time
Job Description

We are looking for a talented individual to join our team as a doctoral researcher in computational science. The successful candidate will work under the supervision of Dr. Sigrid Källblad on a project focused on developing new methods and models for mathematical finance.

The project aims to identify, address, and solve 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.

You will be part of a dynamic and international research team and will have the opportunity to collaborate with experts in the field. You will also have access to state-of-the-art research facilities and resources.

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
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