Post Doctoral Fellow Khalifa University Abu Dhabi

KU is seeking a highly motivated Post Doctoral Fellow to work on optimal stopping problems arising in mathematical finance. The examples of such problems include real options problems (e.g., option to switch to idle state, option to wait to invest in risky projects, options to select the best of several technologies); optimal capital structure problems (i.e., optimal default problem for equity holders, valuation of equity and debt contracts, maximization of total firm value); valuation of recently proposed mortgage contracts taking into the account prepayment and default options. The candidate will develop and implement efficient numerical schemes to tackle these problems. These schemes will be based on the combination of the following methods: Monte Carlo simulations, free boundary and fixed boundary PDEs, integral equations, neural networks. The candidate will also work on theoretical analysis of the problems.

Responsibilities of Post Doctoral Fellow

• Adhere to the University’s information security and confidentiality policies and procedures, and report breaches or other security risks accordingly.
• Perform any other tasks assigned by the Line Manager.

Job Requirements of Post Doctoral Fellow

•  PhD from a reputable university in Mathematics or related discipline.
• Experience writing scientific or review papers.
• At least 1 year of relevant experience as a Post doctoral researcher in academia or in industry.
• High impact first author publications in top 10% journals in the relevant field.

Skills & Knowledge Desired

•  A willingness to contribute to a collaborative and supportive team culture.
• Excellent English language communication skills (verbal and written).
• Ability to work both independently and as part of a team.
• The proven ability to work on multiple tasks with competing demands and deadlines.
• Ability to train and mentor students and support fellow researchers.
• Highly developed reasoning and problem solving skills.
• Strong background in Mathematics, stochastic processes, machine learning and numerical methods.

Post Doctoral Fellow Khalifa University UAE

Lecturer Khalifa University Abu Dhabi

Open Rank Faculty Khalifa University

Tagged as: Post Doctoral Fellow