A position as Research Fellow is available at at Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Oslo.

The fellowship period is for 18 months with starting date no later than 02.01.2022.

on is linked to the project STORM: Stochastics for Time-Space Risk Models, a FRIPRO ToppForsk project jointly funded by the University of Oslo and the Research Council of Norway.

The Research fellow is expected to work on mathematical problems and their applications as described in the research plan of STORM (see http://www.mn.uio.no/math/english/research/projects/storm/index.html).

In particular, the research work will focus on the development of the theory and the application of models non-necessarily Markovian structures suitable for the modelling of market data and associated risks. The work will include both the theoretical probabilistic component and the numerical analysis. Possibility to develop statistical methods is envisaged.

The main purpose of the fellowship is to provide the candidates with enhanced skills to pursue a scientific top position within or beyond academia.

The research fellow will work in a well-established, internationally oriented research group with high ambitions in research excellency. It is expected that the fellow will take active part in the many research related activities.

Qualification requirements

  • Applicants must hold a degree equivalent to a Norwegian doctoral degree in Mathematics. Candidates without a PhD title (or equivalent) should obtain the degree before starting date in the position. Specifically, the doctoral dissertation must be submitted for evaluation by the application deadline and the appointment to the position is dependent on the defence of the doctoral thesis being approved.
  • Fluent oral and written communication skills in English is required.
  • Documented research experience in stochastic analysis is required.
  • Research experience in one or more of the following areas is an advantage: stochastic calculus, stochastic control, non-Markovian stochastic processes (e.g. fractional Brownian motion), numerical methods for stochastic differential equations; as per applications: mathematical finance, volatility modelling, hedging and control.

We offer

  • Salary NOK 544 400 – 626 300 per year depending on qualifications in position as Researcher (position code 1109)
  • Professionally stimulating working environment
  • Attractive welfare benefits and a generous pension agreement, in addition to Oslo’s family-friendly surroundings with their rich opportunities for culture and outdoor activities

How to apply

The application must include

  • Cover letter including a statement of motivation, summarizing scientific work and research interests
  • CV summarizing education, positions, pedagogical experience, administrative experience and other qualifying activity
  • Complete list of publications
  • Copies of up to 5 most relevant research articles to be considered for evaluation
  • Copy of the Doctoral dissertation
  • Statement about research interests and directions
  • Copies of educational certificates and of academic transcript of records
  • Names and contact details of 2-3 references (name, relation to candidate, e-mail and telephone number)

The application with attachments must be delivered in our electronic recruiting system. Foreign applicants are advised to attach an explanation of their University’s grading system. Please note that all documents should be in English (or a Scandinavian language).

In assessing the applications, special emphasis will be placed on the documented, academic qualifications, the research statement, and the candidate’s motivation and personal suitability. Interviews with the best qualified candidates will be arranged. It is expected that the successful candidate will be able to complete the project in the course of the period of employment.

Formal regulations

The University of Oslo has an agreement for all employees, aiming to secure rights to research results a.o.

According to the Norwegian Freedom of Information Act (Offentleglova) information about the applicant may be included in the public applicant list, also in cases where the applicant has requested non-disclosure.

Inclusion and diversity are a strength. The University of Oslo has a personnel policy objective of achieving a balanced gender composition. Furthermore, we want employees with diverse professional expertise, life experience and perspectives.

If there are qualified applicants with disabilities, employment gaps or immigrant background, we will invite at least one applicant from each of these categories to an interview.

Contact information

For further information regarding the position, please contact: Professor Giulia Di Nunno, e-mail: giulian@math.uio.no

For questions regarding the recruitment system, contact: HR Officer Ole Rustad, e-mail: ole.rustad@mn.uio.no

About the University of Oslo 

The University of Oslo is Norway’s oldest and highest rated institution of research and education with 28 000 students and 7000 employees. Its broad range of academic disciplines and internationally esteemed research communities make UiO an important contributor to society. 

The Department of Mathematics is part of the Faculty of Mathematics and Natural Sciences at the University of Oslo. The Department is engaged in teaching and research covering a wide spectrum of subjects within mathematics, mechanics and statistics. The research is on theory, methods and applications. The areas represented include: fluid mechanics, biomechanics, statistics and data science, computational mathematics, combinatorics, partial differential equations, stochastics and risk, algebra, geometry, topology, operator algebras, complex analysis and logic.

We have almost 50 persons in permanent academic positions and a large number of post docs and Ph.D. students. We also have an administrative and technical staff.  The department represents a leading research environment in mathematical areas in Norway, and has a highly international profile.

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