PhD Student in Mathematical Finance / Financial Risk Modelling, Vienna University of Technology, Austria
Financial and Actuarial Mathematics,
Institute for Mathematical Methods in Economics,
Vienna University of Technology
We are looking for a Ph.D. student for the broad areas of credit risk models, credit derivatives or general dependence modelling in risk management. The position is in the Christian Doppler Laboratory on Portfolio Risk Management (PRisMa Lab). The laboratory is located within the research group for financial and actuarial mathematics at the Vienna University of Technology, it is headed by Prof. Uwe Schmock.
The laboratory is funded by the Christian Doppler Research Association, which is a non-profit association aiming to promote high-quality research, development and knowledge transfer in Austria. The research is carried out jointly with the Bank Austria, the Austrian Federal Financing Agency (ÖBFA) and FJA Feilmeier & Junker. Your main area of activity will be high-quality research in “Modelling, pricing, and hedging counterparty credit exposure” (see the recent Springer book by Cesari et al. with the same title for details), in particular joint modelling of the dependence of market dynamics and default mechanisms, the integration of historical and market implied data, and the development of efficient numerical algorithms for portfolios with complex products, always with a view towards practical applicability.
We offer you to work on the forefront of current mathematical research, within a highly active and distinguished research group (Prof. Uwe Schmock, Dr. Stefan Gerhold, Prof. Peter Grandits, Prof. Friedrich Hubalek, Dr. Reinhold Kainhofer, Dr. Hannes Kazianka), and in close cooperation with the specialists of our financial industry partners. We expect you to have some background in financial mathematics, programming with R, Matlab, etc. and C or C++, basic knowledge in numerical mathematics and writing mathematics with LaTeX.
Austria, Finance, Mathematics, Modelling, PhD, Vienna University of Technology
Save & Share: 
Doctoral Fellowships in Psychology, International Max Planck Research School, Germany
The International Max Planck Research School on Adapting Behavior in a Fundamentally Uncertain World (Uncertainty-School) combines approaches from Economics, Law and Psychology to explain human decisions under uncertainty more effectively and to better design institutional responses. The Uncertainty-School is jointly hosted by the Max Planck Institutes at Jena, Berlin and Bonn, and the Psychology and Economics Departments of the FSU Jena. International Partners are the Department of Psychology of Indiana University, Bloomington, and the Interdepartmental Centre for Research Training in Economics and Management (CIFREM) at the University of Trento, and the Center for Rationality at the Hebrew University, Jerusalem. Outstanding candidates are invited to apply for doctoral fellowships in psychology.
Applicants are required to hold a Diplom, a Masters Degree or a State Exam with honors in one of the above mentioned disciplines or an equivalent degree in a related discipline. Fellowships start on July 1st, 2010 and include funding for up to three years. Research will be conducted in English at either Jena, Berlin or Bonn. Besides the summer school, dedicated to providing a sound knowledge in the neighboring disciplines, doctoral fellows will benefit from the academic training and intellectual life at the participating institutions.
Both, the Max Planck Society and the Friedrich Schiller University are committed to improve the pportunities for women in the sciences and particularly encourage them to apply.
Doctoral Fellowships in Psychology, International Max Planck Research School, Germany … read more »
Doctoral, Fellowships, Germany, International Max Planck Research School, Max Planck Institute of Economics, PhD, Psychology
Save & Share:
Master Scholarship by Dutch Government, StuNed, Netherlands
StuNed, Studeren in Nederland, is a scholarship programme focusing on mid-career professionals, as part of the bilateral cooperation between Indonesia and the Netherlands. The scholarship programme aims to contribute to the development of Indonesia through strengthening the human resources of Indonesian organisations. Individual applicants may apply for master degree or short courses in the Netherlands, whilst institutions may apply through the StuNed Group Application and/or for refresher courses.
The StuNed programme is supporting the Dutch policy for development co-operation with Indonesia and aims to contribute to the achievement of the UN Millennium Development Goals in 2015. The framework for the bilateral relations between the Netherlands government with Indonesia is laid down in the Multi-Annual Strategic Plan 2008-2011 (MASP). The overall objective is to strengthen bilateral relations and to support Indonesia in realizing its medium term development goals. The MASP aims to achieve the the following four strategic goals:
- Improved democracy, stability, human rights and governance, resulting in a just and safe society;
- Improved economic governance, resulting in sustainable economic growth and an equal distribution of growth through society, in order to decrease poverty more rapidly;
- Improved environmental and climate policy and implementation, resulting in increased use of renewable energy, sustainable management of natural resources, reducing emissions of greenhouse gas and adaptation to climate change;
- Intensified bilateral relations through a `comprehensive partnership framework`.
Master Scholarship by Dutch Government, StuNed, Netherlands … read more »
Indonesia, Master, Netherlands, StuNed
Save & Share:
March 6, 2010
Master Scholarships for Pegawai Negeri Sipil (PNS) Indonesia, UK
The Ministry of Home Affairs, State Ministry for National Development Planning/National Development Planning Agency, and the Ministry of Finance with the support of Decentralization Support Facility (DSF) are pleased to be able to offer a number of full scholarships for civil servants (Pegawai Negeri Sipil) from central and local government for one year Master degrees in the United Kingdom.
Eligible fields of study are: Decentralized Governance and Development, Urban Governance for Development, Public Service Policy and Management, Public Administration, Local Government Finance, and Corporate Environmental Management.
General Requirements for Applicants:
- Applicants must be either civil servants from one of the three ministries/institutions mentioned above or local government officials from any one of the regions in which the DSF has local government activities (Kepulauan Riau, North Sumatra, West Sumatra, South Sumatra, Riau, Banten, West Java, DKI Jakarta, Yogyakarta, East Java, West Kalimantan, East Kalimantan, North Sulawesi, West Sulawesi, Southeast Sulawesi, Bali, East Nusa Tenggara, West Nusa Tenggara, Maluku, North Maluku, Papua, Central Kalimantan, Jambi, Gorontalo).
- Maximum 40 years of age.
- Excellent first degree with a minimum GPA 2.75 on a scale of 4.
- Good level of spoken and written English language (IELTS 6.0 or TOEFL Institutional/International 550).
- Minimum of two years working experience as a civil servant in an area related to decentralization.
- Highly motivated and committed to career and professional development.
- Must be able to demonstrate future leadership potential and the capacity to play an important role in Indonesia’s development.
- Field of study should be relevant to educational background or current profession.
- Previous recipients of an overseas scholarship for Master degrees are not eligible to apply.
Master Scholarships for Pegawai Negeri Sipil (PNS) Indonesia, UK … read more »
Indonesia, Master, Pegawai Negeri Sipil, Postgraduate, UK
Save & Share:
March 4, 2010
PhD Scholarships in Environmental Assessment of CO2 Contamination in Shallow Aquifers, Technical University of Denmark
Effects on groundwater quality related to the release of CO2 from underground CO2 storage.
Applications are invited for a PhD scholarship in the area of groundwater geochemistry related to potential effects of Carbon Capture and Storage (CCS) The PhD position will be funded by the Danish Council for Strategic Research, in the research project Environmental Technology For Geological Storage Of Carbon Dioxide running 2010-2013.
Project Description
The need to reduce the rise in the CO2 concentration of the atmosphere has initiated the development of techniques aiming at reducing the CO2 emission from power plants and other point sources. One of these techniques is to capture CO2 at the point source and then inject it in pressurized form as a supercritical liquid into depleted hydrocarbon reservoirs, in the deep ocean or in deep saline aquifers. Little attention has so far been paid on the possible impacts of CO2 storage on the shallow groundwater systems which frequently are exploited for drinking water and feed streams and wetlands. The acidification caused by CO2 entering the aquifer from below could mobilize trace metals and the higher levels of bicarbonate might desorb phosphate and arsenate deteriorating drinking water and surface water quality. Increased rates of mineral dissolution could increase aquifer permeability leading to rapid transport of contaminants. Field based studies elucidating these aspects are clearly needed.
The PhD project will investigate the consequences of high CO2 concentrations entering into aquifers through a combination of laboratory column experiments and field experiments in aquifers. Geochemical modeling should be an integral part of the experimental planning and interpretation and extrapolation of the results.
Denmark, PhD, Technical University of Denmark
Save & Share:
February 11, 2010
