The Weierstrass Institute for Applied Analysis and Stochastics (WIAS) is an institute of the Forschungsverbund Berlin e.V. (FVB). The FVB comprises seven non-university research institutes in Berlin which are funded by the federal and state governments. The research institutes belong to the Leibniz Association.
WIAS invites applications for a
Research Assistant Position (f/m/d)
(Ref. 24/17)
in the Research Group
“ Stochastic Algorithms and Nonparametric Statistics“
(Acting Head: Prof. Dr. V. Spokoiny) starting as soon as possible.
Field of work: SFB/Transregio 388 investigates the interplay between rough analysis and stochastic dynamics. Central aspects include rough paths and subsequent developments for nonlinear stochastic partial differential equations. The theory of signatures and rough volatility also provides important connections to algebra, statistics, and financial mathematics.
Website: https://sites.google.com/view/trr388/
Project B03 of SFB/TRR388 concerns numerical methods for the treatment of stochastic optimal control problems and backward stochastic differential equations based on the path signature of the driving process.
The employment provides the opportunity for a doctorate.
We are looking for: A candidate with
- A successfully completed university degree (Master, Diploma or equivalent) in mathematics or nearby field (at time of recruitment)
- Knowledge of stochastic and rough analysis, as e.g. evidenced by relevant master's thesis and publications
- Good knowledge of German and/or English required; willingness to acquire the respective missing language skills
- Knowledge of models in Mathematical Finance, particularly rough volatility models
What we offer:
- WIAS Berlin is a premier research institution known for its strength in optimization, optimal control, dynamical systems, and applied mathematics in general.
- Payment in accordance with the collective agreement for the public sector (TVöD Bund) including the usual social benefits (30 days' holiday in a 5-day week, company pension scheme); company ticket subsidy for public transport
- Mobile working
- A certified (Audit berufundfamilie) family-friendly work environment.
- Berlin is one of the most culture-rich and diverse international cities in the world. It offers endless opportunities to enjoy life outside work, while being very affordable compared to other major cities. Neither the job nor living in Berlin requires German language (although WIAS offers free German courses). We highly welcome international applications. Scientifically, Berlin offers a rich landscape with numerous opportunities for research, as well as job prospects in academia and industry.
Technical queries should be directed to Dr. Christian Bayer (christian.bayer@wias-berlin.de).
Remark: The project is located at WIAS Berlin as well as at the TU Berlin with half of the working time each. The successful candidate will be employed at both locations.
The total working hours are 29.75 hours per week (75%) and the position is remunerated according to TVöD Bund (at WIAS) and is limited to 3.75 years.
The Weierstrass Institute is an equal opportunity employer. We explicitly encourage female researchers to apply for the offered position. Among equally qualified applicants, disabled candidates will be given preference.
Please upload complete application documents including cover letter, curriculum vitae, certificates until 30. August 2024 via our online job-application facility using the button “Apply online”.
We are looking forward to your application!
