KU is seeking a highly motivated Post-doctoral Fellow to work on optimal stopping problems arising in mathematical finance. The examples of such problems include real options problems (e.g., option to switch to idle state, option to wait to invest in risky projects, options to select the best of several technologies); optimal capital structure problems (i.e., optimal default problem for equity holders, valuation of equity and debt contracts, maximization of total firm value); valuation of recently proposed mortgage contracts taking into the account prepayment and default options.The candidate will develop and implement efficient numerical schemes to tackle these problems. These schemes will be based on the combination of the following methods: Monte-Carlo simulations, free boundary and fixed boundary PDEs, integral equations, neural networks. The candidate will also work on theoretical analysis of the problems.Position Requirements

• Strong background in Mathematics, stochastic processes, machine learning and numerical methods
• Adhere to the University\'s information security and confidentiality policies and procedures, and report breaches or other security risks accordingly
• Perform any other tasks assigned by the Line Manager

QUALIFICATIONSEssential Criteria

• PhD from a reputable university in Mathematics or related discipline.
• Experience writing scientific or review papers;
• A willingness to contribute to a collaborative and supportive team culture
• Excellent English language communication skills (verbal and written)
• Ability to work both independently and as part of a team
• The proven ability to work on multiple tasks with competing demands and deadlines.
• Ability to train and mentor students and support fellow researchers
• Highly developed reasoning and problem-solving skills

Desired Criteria

• PhD gained from a top 200 QS or THE ranked University
• At least 1 year of relevant experience as a Post-doctoral researcher in academia or in industry.
• High impact first-author publications in top 10% journals in the relevant field

Should you require further assistance or if you face any issue with the online application, please feel to contact the Recruitment Team ( ).Share this jobSave jobClick to add the job to your shortlistYou need to or to save a job.Get job alertsCreate a job alert and receive personalised job recommendations straight to your inbox.\xc2\xa9 2015 - 2024 THE World Universities Insights Limited. Powered by Madgex Job Board SoftwareCloseBefore you apply -
Turn on alerts for jobs like this!We\'ll send them straight to your inbox :What is your email address? requiredWhen you create this job alert we will email you a selection of jobs matching your criteria. Our and apply to this service and you can unsubscribe at any time.By clicking to continue to apply below, your email address will be shared with the employer.Create alert and continue to apply (This will open in a new window from which you will be automatically redirected to an external site after 5 seconds)

Times Higher Education