PhD Position in Financial and Insurance Mathematics

The doctoral thesis will focus on questions related to nonlinear pricing and model risk in finance and insurance. Possible research directions include the mathematical analysis of pricing and risk measurement under uncertainty, robust and nonlinear valuation methods, contagion models, and the use of machine learning techniques in financial and actuarial modeling.

The University of Zurich, Switzerland's largest university, offers a range of attractive positions in various subject areas and professional fields. With around 10,000 employees and currently 12 professional apprenticeship streams the University offers an inspiring working environment on cutting-edge research and top-class education. The candidate will join the Chair of Quantitative Risk Analysis and become part of a stimulating research environment within DM3L and the Zurich Graduate School of Mathematics. The position offers the opportunity to work on mathematically rigorous and practically relevant problems in financial and insurance mathematics.

• A Master's degree, or equivalent qualification, in stochastic analysis, mathematical finance, or a closely related field.

• A solid background in probability theory, stochastic processes, stochastic analysis, or financial mathematics.

• An interest in financial and insurance applications.

• Openness to working at the interface of mathematics, finance, insurance, and machine learning.

• Strong analytical skills and motivation for independent research.