OPENINGS:
The Center for Mathematical Sciences of the Munich University of Technology
invites applications for
2 contract limited research positions
starting January 1, 2001 or later within the SFB 386 "Statistical Analysis
of Discrete Structures" financed by the German Research Council DFG for up
to 3
years. Salary is at the BAT IIa level. We are looking for participation in
the
project "Statistical Methods for Risk Management" with areas of
concentration
"Modelling of Macro Structures (Prof. C. Klueppelberg)"
or
"Modelling of Micro Structures (Prof. C. Czado)".
The aim of the concentration area "Modelling of Macro Structures" is to
develop appropriate models for realistic risk management. Risk measures
such as
Value-at-Risk, expected shortfall and other downside risk measures are to be
modelled and estimated using extreme value theory for multivariate
stochastic
processes.
The aim of the concentration area "Modelling of Micro Structures" is an
effective dynamic modelling of discrete high frequency structures as they
occur
for example in tick-by-tick financial data. Computer intensive methods such
as Markov Chain Monte Carlo methods are to developed and implemented for the
estimation in discrete state space and stochastic volatility models.
We are looking for applicants with interests in stochastic modeling and
statistical analysis. Applicants are expected to have completed a M. Sc. in
mathematics or statistics. In addition, we expect computing experience with
statistical software (SAS and/or Splus) and programming languages (C++
and/or
Matlab). Applicants with German language skills are given preference.
We offer the possibility of completing a doctoral or post doctoral
(Habilitation) degree.
Munich University of Technology is an equal opportunity employer and
particularly encourages applications of women.
Please, send applications including CV and list of publications to
Prof. Dr. Claudia Klueppelberg
Lehrstuhl fuer Mathematische Statistik
Zentrum Mathematik
Technische Universitaet Muenchen
phone: 089/289 28211 email: [log in to unmask]
or
Prof. Dr. Claudia Czado
Lehrstuhl fuer Mathematische Statistik
Zentrum Mathematik
Technische Universitaet Muenchen
phone: 089/289 28678 email: [log in to unmask]
General information can be found at
http://www-m4.mathematik.tu-muenchen.de/m4/index.en.html
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