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Postdoctoral Fellowship, School of Mathematical Sciences
SFI Research Frontiers Programme 2007 Postdoctoral Fellowship in Financial Algebra
October 2007 |
Postdoc Position available at University College Cork |
Applications are invited for a postdoctoral position in Financial Mathematics in the School of Mathematical Sciences of University College Cork, Ireland. The vacancy is in the area of application of algebraic techniques to estimation and optimization problems in financial modeling.
The advertised position is part of the SFI Research Frontiers Programme 2007 in Financial Algebra which aims at the development of high performance algorithms for finance using algebra.
Goal of this part of the research programme is
a) To develop algebraic methods for estimation of zero-beta models for stock prices and for related financial models. Development of algebraic methods for financial optimization problems that are algebraic in nature.
b) Development of algorithms and application of these algorithms to simulated and real financial data. Comparison of the behaviour of these algorithms with existing optimization algorithms that are presently being used for this purpose.
The candidate should hold a PhD in Mathematics or a related field, preferably in Algebra or in Financial Mathematics and have interest in financial mathematics and applications in financial modelling. Good communication, interpersonal and presentation skills are required..
A contract of 1 ½ years duration will be offered to the successful candidate with salary in the band of €39000-€42000 per annum.
Further information can be obtained from Professor Bernard Hanzon (b.hanzon@ucc.ie).
To apply, candidates should submit a detailed CV, including a list of publications, motivation letter, a summary of recent projects, scientific interests and expertise, as well as the names and addresses of two referees for letters of recommendation to:
Professor Bernard Hanzon
School of Mathematical Sciences,
College of Science, Engineering and Food Science,
University College Cork, Ireland.
The deadline for receipt of application is the 30th November 2007, aiming at a starting date of 1 February 2008 or as soon as possible thereafter.
UCC is an Equal Opportunities Employer