General Marie Curie Policy
Announcements Open Positions at EU Job Vacancies Website
Search on STRIKE or on computational finance at EURAXESS Jobs Search.
- 12 PhD Positions in European Computational Finance Network] and
- 5 PostDoc Positions in European Computational Finance Network.
- 1 PhD Position in European Computational Finance Network - CEMAPRE/ISEG (Lisbon, Portugal).
- PhD Position in Mathematics at Univ. of Würzburg (Germany).
- PhD position in Applied Mathematics at TU Vienna (Austria).
Other Announcements Open Positions
- STRIKE_FP7_MARIE_CURIE_ITN_Job_announcements.html (Current general Job announcements)
- Marie Curie Early Stage Reseacher - STRIKE Project (24 Jan 2013), Univ. of Greenwich, London, UK.
- ECMI-Website (23 Jan 2013) (ECMI=European Consortium for Mathematics in Industry)
- ScholarshipDb.Net (21 Jan 2013)
- 12 PhD and 5 Postdoc Positions, European Computational Finance Network, The European Mathematical Society, January 2, 2013.
- NA Digest Wednesday, January 30, 2013 Volume 13 : Issue 05.
- NA Digest Monday, December 24, 2012 Volume 12 : Issue 52.
- NA Digest Wednesday, November 28, 2012 Volume 12 : Issue 48.
Early Stage Researchers (ESRs) / PhD-Students
- ESR 1 Compact FDMs on Special Meshes (BU Wuppertal, Germany). ESR 1 Project Description.
- ESR 2 MOR Techniques for Energy Derivatives (BU Wuppertal, Germany). ESR 2 Project Description.
- ESR 3 Modelling of Nonlinear Black-Scholes Equations (CU Bratislava, Slovakia). ESR 3 Project Description.
- ESR 4 Numerical Analysis of FDMs for nonlinear Black-Scholes models (UP Valencia, Spain). ESR 4 Project Description.
- ESR 5 Fitted Operator Methods in Computational Finance (pdf) (U Rousse, Bulgaria). ESR 5 Project Description.
- ESR 6 Analysis of Lévy Market Models and PIDE (pdf) (ISEG Lisbon, Portugal). ESR 6 Project Description.
- ESR 7 Lie Group Analysis of Nonlinear Black-Scholes Equations (UA Zittau/Görlitz, Germany). ESR 7 Project Description.
- ESR 8 Herding and Contagion Effects in Financial Markets and possible Counteractions proposed by Optimal Control Techniques (TU Vienna, Austria). ESR 8 Project Description.
- ESR 9 Modelling and Numerical Techniques for Credit Valuation Adjustment (TU Delft, The Netherlands). ESR 9 Project Description.
- ESR 10 Newton-like Methods for the Commodity Market (U Greenwich, London, UK). ESR 10 Project Description.
- ESR 11 Optimal Control Tools in Computational Finance (U Würzburg, Germany). ESR 11 Project Description.
- ESR 12 ADI-Schemes for nonlinear multi-dimensional BS Equations (U Antwerp, Belgium). ESR 12 Project Description.
Experienced Researchers (ERs) / Post-Docs
- ER 1 Dissemination of Computational Finance Toolbox (BU Wuppertal, Germany). ER 1 Project Description.
- ER 2 FDMs for nonlinear BS Equations in Commodity Market (CU Bratislava, Slovakia). ER 2 Project Description.
- ER 3 High-Order Compact FDMs / Semilagrangian Schemes (UP Valencia, Spain). ER 3 Project Description.
- ER 4 Case Study: CVA for the interest rate market (TU Delft, The Netherlands). ER 4 Project Description.
- ER 5 Parallel computing / OpenFOAM for Computational Finance (U Greenwich, London, UK). ER 5 Project Description.
Keywords covering analytical and numerical mathematical activities from all individual projects:
- Analytic methods
- Nonlinear Black-Scholes equations
- Kolmogorov-Fokker-Planck equations
- Lie-group analysis
- Partial integro-differential equations
- Artificial boundary techniques
- Comparison principles
- Lévy processes
- Weak and discontinuous viscosity solutions
- Stochastic volatility models
- Financial stress
- Network of firms facing credit risk
- Credit portfolio adjustments
- Compact finite difference methods
- Alternating-direction implicit methods
- Splitting methods
- Model-order reduction
- GPU computing
- Cluster computing
- Optimal control
- Fourier process techniques
- Asymptotic expansions
- Computational Finance Toolbox
- Eligibility Early-Stage Researchers (ESR)/PhD-Students must (at the time of recruitment by the host organisation): be in the first four years (full-time equivalent research experience) of their research careers and not yet have a doctoral degree. This is measured from the date when they obtained the degree which would formally entitle them to embark on a doctorate, either in the country in which the degree was obtained or in the country in which the research training is provided, irrespective of whether or not a doctorate is envisaged.
- Eligibility Experienced Researchers/Post-Docs must (at the time of recruitment by the host organisation): be in possession of a doctoral degree or have at least four years of full-time equivalent research experience. At the time of recruitment by the host organisation an experienced researcher must also have less than five years of full-time equivalent research experience. It should be noted that an individual researcher may not be recruited first as an ESR and subsequently as an ER in the same project.
- Conditions of Mobility of Researchers. Researchers can be of any nationality. They are required to undertake transnational mobility (i.e. move from one country to another) when taking up their appointment. One general rule applies to the appointment of researchers: At the time of recruitment by the host organisation, researchers must not have resided or carried out their main activity (work, studies, etc.) in the country of their host organisation for more than 12 months in the 3 years immediately prior to the reference date. Short stays such as holidays and/or compulsory national service are not taken into account. As far as international European interest organisations or international organisations (like ESA) are concerned, this mobility rule does not apply to the hosting of eligible researchers. However the appointed researcher must not have spent more than 12 months in the 3 years immediately prior to their recruitment in the same appointing organisation. Note that the mobility rule applies to the partner where the researcher is recruited, and not to partners to which the researcher is seconded.
For direct contact: email@example.com (Prof. Matthias Ehrhardt).