Centre of Mathematics for Applications (CMA) is a 'Centre of Excellence', funded by the Research Council of Norway. The departments of Informatics, Mathematics, Physics and the Institute of Theoretical Astrophysics are involved, with collaboration from SINTEF Applied Mathematics.

The fellowships will be granted for a period of 3 years, and are available from August 1, 2011 (but may be delayed if necessary)

Job description

One research fellowship is tied to CMA’s project “Innovations in Stochastic Analysis and Applications with emphasis on Stochastic Control and Information (INNOSTOCH)”, funded by EU’s 7th Framework Programme (ERC Advanced Grant). INNOSTOCH is led by Professor Bernt Øksendal.

The second research fellowship is tied to CMA’s project “Energy Markets: Modelling, Optimization and Simulation (EMMOS)”, funded by the Research Council of Norway and led by Professor Fred Espen Benth.

At the CMA, top class scientists from different areas are working together with a joint perspective and common goals. The main focus is on mathematics motivated from applications, with emphasis on problems arising from modern scientific computing. Our vision reads: To create significant development in modern mathematics based on interplay between theory, computations, and applications. The activity in the centre is built upon 4 different research areas: geometry, stochastic analysis, differential equations and applications in the physical sciences (mainly within astrophysics and computational quantum mechanics). The centre specifically focuses on research activities on the boundaries and intersections of these areas. Read more about CMA here: (http://www.cma.uio.no/)

Specifically for the “INNOSTOCH”-position we seek a candidate who wants to work within the area of stochastic analysis and applications, with emphasis on the topics of special interest for the Innostoch program. Such topics are stochastic control and optimal stopping for Itô-Lévy processes and related stochastic processes; the associated performances related to partial, inside and asymmetric information; Malliavin calculus and anticipative stochastic calculus, risk measures and risk minimization, non-Markovian models, stochastic (partial) differential equations, stochastic delay equations and stochastic backward differential equations. The possible applications include mathematical finance, physics, engineering and biology. The applicant should have a basic background in these and related fields from her/his Masters studies.

Specifically for the “EMMOS”-position we seek a candidate with a strong background in mathematical finance. The candidate must have an interest in research problems related to energy markets, with particular emphasis on modeling, stochastic control theory and/or numerical analysis.

Requirements

Applicants must hold a Master’s degree or equivalent in mathematics or a related applied area.

The purpose of the fellowship is research training leading to the successful completion of a PhD degree.

The fellowship requires admission to the research training programme at the Faculty of Mathematics and Natural Sciences. An approved plan for the research training, including a project outline, must be submitteed no later than two months after taking up the position, and the admission must be approved within three months. For more information see: http://www.uio.no/admhb/reglhb/personal/tilsettingvitenskapelig/regulationstermcondition.xml

A good command of English is required of all students attending the University of Oslo.

http://www.matnat.uio.no/english/research/education/proficiency_in_English.html

Salary

PhD Research fellow (SKO 1017), pay grade: 48 – 56 (NOK 391 100 – 448 100 per year, depending on qualifications/seniority)

The application must include:

• Application letter
• Statement of research interest
• CV (summarizing education, positions and academic work , and other qualifying activity)
• Copies of transcripts of records, and educational certificates
• List of publications and academic work that the applicant wishes to be considered by the evaluation committee
• Names and contact details of 2-3 references (name, relation to candidate, e-mail and telephone number)

Foreign applicants are advised to attach an explanation of their University’s grading system. Please remember that all documents should be in English or a Scandinavian language.

UiO has an agreement for all employees, aiming to secure rights to research results a.o.

The University of Oslo has a goal of recruiting more women in academic posts. Women are encouraged to apply.

In accordance with the University of Oslo’s equal opportunities policy, we invite applications from all interested individuals regardless of gender or ethnicity.