Position as PhD Research fellow (Stipendiat SKO 1017) available at the Department of Mathematics, University of Oslo
The Department of Mathematics is part of the Faculty of Mathematics and Natural Sciences. The department has three sections: Mathematics, Mechanics, and Statistics and Insurance Mathematics. The position is affiliated with the research group in Stochastic Analysis, finance, insurance and risk. This research group has members both from the section of Mathematics and the section of Statistics and Insurance Mathematics (http://www.math.uio.no/).
The fellowship is for a period of up to 4 years, with 25 % teaching duties. Starting date no later than 01.10.2011.
Project description:
In recent years insurance companies in a series of European countries have been comitted to implement several new initiatives of supervision and politics in their insurance business. These guidelines are known under the notion of Solvency II. The main objective of the new framework is to ensure the ability of the insurer to meet all its liabilities. The Solvency II regime encompasses guidelines that are required to be risk-adjusted and based on market-consistent valuation of the balance sheet of an insurance company. Other important aspects of this regulatory framework pertains to asset and liability management (ALM) in insurance companies, that is the financial risk management of insurance companies.
The PHD project will be a part of the project "Quantitative Risk Analysis and Risk Management in Insurance", and it will refer to the development and implementation of stochastic models for quantitative risk management and risk analysis under the Solvency II regime (in particular in Norway).
Requirements:
Applicants must hold a Master’s degree in insurance mathematics, finance, or statistics (or have equivalent qualifications), or document that they will complete their Master's degree in the spring semester 2011.
The purpose of the fellowship is research training leading to the successful completion of a PhD degree.
The fellowship requires admission to the research training programme at the Faculty of Mathematics and Natural Sciences. An approved plan for the research training, including a project outline, must be submitted no later than two months after taking up the position, and the admission must be approved within three months. For more information see:
A good command of English is required.
The doctoral fellow will have 25 % teaching duties. This will involve exercise classes for bachelor courses in statistics, probability, and insurance mathematics, marking of compulsory assignments, and the like. Teaching at the bachelor level is carried out in Norwegian. It is therefore a requirement that the applicant has full command of Norwegian or another Scandinavian language (Danish or Swedish).
Salary:
Pay grade: 48 - 56 (NOK 383 700 – 440 500 per year)
The application must include:
- Application letter
- CV (summarizing education, positions and academic work - scientific publications)
- Copies of educational certificates, transcript of records and letters of recommendation
- List of publications and academic work that the applicant wishes to be considered by the evaluation committee
- Names and contact details of 2-3 referees (name, relation to candidate, e-mail and telephone number)
Interviews may be used as part of the appointment process.
Foreign applicants are advised to attach an explanation of their University’s grading system. Please remember that all documents should be in English or a Scandinavian language.
In accordance with the University of Oslo’s equal opportunities policy, we invite applications from all interested individuals regardless of gender or ethnicity.
UiO has an agreement for all employees, aiming to secure rights to research results a.o.
- Job type:
- Contract
- Working hours:
- Full-time
- Working days:
- Day
- Application deadline:
- April 15, 2011
- Location:
- Oslo, Blindern
- Reference number:
- 2011/3814
- Home page:
- http://www.math.uio.no
- Contacts:
- Professor Frank Proske
Telephone: +47 22855867
Mobile: +47 99433448
Application Deadline : 15 April 2011
Tidak ada komentar:
Posting Komentar