U.B.S. RESEARCH FELLOWSHIP
IN FINANCIAL MATHEMATICS
Applications are invited for a two-year post-doctoral research
fellowship in financial mathematics at the
Statistical Laboratory of the University
of Cambridge, funded
by the Union Bank of Switzerland (UBS). The
position is associated with a collaboration between UBS, the Statistical
Laboratory, and the Department of Mathematics of the
Eidgenössiche Technische Hochschule, Zürich
(ETH), and provides an excellent opportunity for
candidates with an
interest in the application of theory to the market environment.
The research fellow is expected to be self-motivated, capable
of developing and following an independent research agenda, and
to contribute significantly to projects in collaboration with
researchers at ETH and analysts at UBS.
In order to
facilitate this collaboration, the research fellow will be
expected to spend some time at the London and Zürich
offices of UBS.
It is expected that the person appointed will be a recent PhD with an
outstanding record and direct research experience in financial mathematics
or expertise in an appropriate area of applicable mathematics. The
mathematical background of the fellow is likely to be in one,
or more, of the following areas:
- probability theory and stochastic calculus;
- the statistical analysis of financial time series;
- mathematical modelling and applied probability;
- optimization and stochastic control theory;
- numerical methods for partial or stochastic differential equations.
The closing date for applications is 31 January 1998. Appicants should
send a curriculum vitae and list of publications to
The Director, Statistical Laboratory, University of Cambridge,
16 Mill Lane,
Cambridge CB2 1SB, UK. The closing date for applications is 31 January
1998. Appicants should arrange for three referees (at least two of
whom should be academic) to send letters of recommendation directly to
the Director, to arrive by 7 February 1998.
The University aims to achieve the highest quality in teaching and research.
The University is an Equal Opportunities Employer.