The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening for a Ph.D. position in its project C7.

The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The project also focuses on numerical aspects and selected topics from actuarial science, stochastic optimal control, and mean field games.

The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control.

For full consideration, your application (including a cover letter, CV, copies of diplomas, and, if available, a copy of the master’s thesis) should be sent via email as a single PDF document to imw@uni-bielefeld.de. Please mark your application with the identification code: Wiss22273.

Starting date: at earliest convenience

Salary level: part time 75% in the remuneration level 13 TV-L

Temporary position until 30.06.2025

Application deadline: 13.04.2022

For further information see:

https://uni-bielefeld.hr4you.org/job/view/1309/research-position?page_lang=en

https://www.sfb1283.uni-bielefeld.de