- Full time
Apply by: 2024-03-08
Doctoral student in Applied Mathematics (spec. Mathematical Statistics)
Third-cycle subject: Doctoral program in Applied and Computational Mathematics
This doctoral project focuses on problems at the intersection of probability theory, stochastic analysis and optimization which have bearing on financially motivated problems. Mathematically, we will be concerned with so-called optimal transport problems featuring stochastic constraints, on so-called measure-valued martingales, and on the usage of stochastic control theory for handling optimization problems featuring the aforementioned objects. The main goal is to identify, address and solve problems in mathematical finance; specifically those that arise when studying pricing, hedging and optimal investment under market constraints and lack of information. The precise scope and format of the project will be formed and adjusted in collaboration with the successful candidate. Interested candidates are encouraged to visit my homepage in order to familiarize themselves with my research interests.
Supervision: Sigrid Källblad is proposed to supervise the doctoral student. Decisions are made on admission
What we offer
- The possibility to study in a dynamic and international research environment in collaboration with industries and prominent universities from all over the world.Read more
- A workplace with many employee benefits and monthly salary according to KTH’s Doctoral student salary agreement.
- A postgraduate education at an institution that is active and supportive in matters pertaining to working conditions, gender equality and diversity as well as study environment.
- Work and study in Stockholm, close to nature and the water.
- Help to relocate and be settled in Sweden and at KTH.
To be admitted to postgraduate education (Chapter 7, 39 § Swedish Higher Education Ordinance), the applicant must have basic eligibility in accordance with either of the following:
- passed a second cycle degree (for example a master's degree), or
- completed course requirements of at least 240 higher education credits, of which at least 60 second-cycle higher education credits, or
- acquired, in some other way within or outside the country, substantially equivalent knowledge
In addition to the above, there is also a mandatory requirement for English equivalent to English B/6, read more here
In order to succeed as a doctoral student at KTH you need to be goal oriented and persevering in your work. During the selection process, candidates will be assessed upon their ability to:
- independently pursue his or her work
- collaborate with others,
- have a professional approach and
- analyse and work with complex issues.
- We seek a person with strong background in mathematics, with a degree in mathematics, applied mathematics, or similar. Knowledge and demonstrated understanding of probability theory, stochastic analysis and mathematical finance is meriting.
- The successful applicant should also be strongly motivated, have the capability to work independently, be able to work in a team and have good communication skills.
- KTH is an equal opportunity employer; women and minorities are encouraged to apply.
After the qualification requirements, great emphasis will be placed on personal competency.
Target degree: Doctoral degree
Information regarding admission and employment
Only those admitted to postgraduate education may be employed as a doctoral student. The total length of employment may not be longer than what corresponds to full-time doctoral education in four years ' time. An employed doctoral student can, to a limited extent (maximum 20%), perform certain tasks within their role, e.g. training and administration. A new position as a doctoral student is for a maximum of one year, and then the employment may be renewed for a maximum of two years at a time. In the case of studies that are to be completed with a licentiate degree, the total period of employment may not be longer than what corresponds to full-time doctoral education for two years.
You will find contact information for union representatives on KTH's website.
Doctoral section (Students’ union on KTH Royal Institute of Technology)
You will find contact information for doctoral section on the section's website.
To apply for the position
Apply for the position and admission through KTH's recruitment system. It is the applicant’s responsibility to ensure that the application is complete in accordance with the instructions in the advertisement.
Applications must be received at the last closing date at midnight, CET/CEST (Central European Time/Central European Summer Time).
Applications must include the following elements:
- CV including your relevant professional experience and knowledge.
- Application letter with a brief description of why you want to pursue research studies, about what your academic interests are and how they relate to your previous studies and future goals. (Maximum 2 pages long)
- Copies of diplomas and grades from previous university studies and certificates of fulfilled language requirements (see above). Translations into English or Swedish if the original document is not issued in one of these languages.Copies of originals must be certified.
- Representative publications or technical reports. For longer documents, please provide a summary (abstract) and a web link to the full text.
The position may include security-sensitive activities. To become authorized, you therefore need to pass a possible security check.
Striving towards gender equality, diversity and equal conditions is both a question of quality for KTH and a given part of our values.
For information about processing of personal data in the recruitment process please read here.
We firmly decline all contact with staffing and recruitment agencies and job ad salespersons.
Disclaimer: In case of discrepancy between the Swedish original and the English translation of the job announcement, the Swedish version takes precedence.
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