Open Positions

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General Marie Curie Policy

See the European Charter for Researchers and Code of Conduct for the Recruitment of Researchers.

Announcements Open Positions at EU Job Vacancies Website

Search on STRIKE or on computational finance at EURAXESS Jobs Search.

Other Announcements Open Positions

Early Stage Researchers (ESRs) / PhD-Students

Experienced Researchers (ERs) / Post-Docs


Keywords covering analytical and numerical mathematical activities from all individual projects:

  • Analytic methods
  • Well-posedness
  • 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
  • Parallelism
  • OpenFOAM
  • 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: (Prof. Matthias Ehrhardt).