Systemic Risk
The Frankfurt Institute for Advanced Studies (FIAS) is inviting applications for a postdoctoral position (full-time research stipend) in the area of
Systemic Risk
This definite term position is available for 2 years with the possibility of an extension and should be filled as soon as possible.
FIAS is an independent research institute promoting interdisciplinarity and outside the box thinking. It has an established record of high quality research in high-performance computing, theoretical physics and computational neuroscience. The offered position will help to establish the new field of systemic risk, opening the expertise of FIAS in complex systems to the analysis of financial crisis.
The candidate will work in the recently founded group of N. Bertschinger. The position provides excellent opportunities to develop a unique research profile and encourages creative thinking as well as pursuing innovative ideas. The successful candidate is expected to supervise students and participate in authoring grant proposals.
The ideal candidate is required to hold a doctorate/PhD in computer science, statistical physics, mathematical finance or a related field. He or she should be comfortable with modern machine learning methods, e.g. Bayesian statistics and kernel methods. Further, a working knowledge of economic concepts and financial markets is required. Experience in complex systems/networks, pricing of financial derivative or risk management will be considered a plus.
To apply, please send (1) a cover letter, (2) a recent CV, (3) a (short) list of selected publications and (4) contact information for two references to application@fias.uni-frankfurt.de. The review of applications will begin immediately until the position is filled or closed. FIAS is an equal opportunity employer and encourages applications from women.