Post Doctoral

Job description / Role

Job Description

Position Summary

The Department of Mathematical Sciences at the United Arab Emirates University (UAEU) is seeking applications for a postdoctoral research position in the field of "Stochastic Calculus Applied to Finance".

This position is supported by the "University Program for Advanced Research" (UPAR), and is suitable for an early career researcher committed to outstanding work in the fields of stochastic volatility models and related financial derivatives.
This appointment is made from 6 to 12 months.

Principal Duties and Responsibilities
- Conducting research in the following areas:

• Stochastic volatility models
• Valuation of related financial derivatives.

- Writing research reports on the obtained results.
- Contributing to publications in peer-reviewed journals, and giving conference presentations.

Requirements

Minimum Qualification
- PhD in Mathematics-specialization in Financial Mathematics

Preferred Qualification
- PhD in Mathematics -specialization in Financial Mathematics
- Experience with stochastic volatility modeling.
- Experience with coding and simulation.
- Good communication skills in English (oral and writing).

About the Company

Founded in 1976 by the late Sheikh Zayed Bin Sultan Al Nahyan, UAEU is a comprehensive, research-intensive university enrolling about 14,000 Emirati and international students. As the UAE’s flagship university, UAEU offers a full range of accredited, high-quality graduate and undergraduate programs through nine Colleges: Business and Economics; Education; Engineering; Food and Agriculture; Humanities and Social Sciences; IT; Law; Medicine and Health Sciences; and Science. With a distinguished international faculty, state-of-the art new campus, and full range of student support services, UAEU offers a living-learning environment that is unmatched in the UAE.

As a research-intensive university of international stature, UAEU works with its partners in industry to provide research solutions to challenges faced by the nation, the region, and the world. The University has established research centers of strategic importance to the country and the region which are advancing knowledge in critical areas ranging from water resources to cancer treatments. UAEU is currently ranked the number one research university in the GCC, number two in the Arab World, and #370 globally.

UAEU’s academic programs have been developed in partnership with employers, so our graduates are in high demand. UAEU alumni hold key positions in industry, commerce, and government throughout the region. Our continuing investments in facilities, services, and staff ensure that UAEU will continue to serve as a model of innovation and excellence.