Research Position in Mathematical
Finance/Financial Economics
Applications are invited for a research position in
Mathematical Finance/Financial Economics at the Economics Department of
the University of Manchester. The
appointment will be made
to Post-Doctoral Fellow or Research Fellow, according to the experience and
relevant qualifications of the successful candidate. The position is established
under the support of Samuel Gratrix Fund to pursue research in Mathematical
Finance or Financial Economics. The research will be focused on the following areas:
(a) random dynamical
systems and models of financial markets (evolutionary finance, growth theory);
(b)
interactions-based models in economics and finance;
(c) new approaches to
asset pricing in markets with frictions.
An ideal candidate for the position is a mathematician
having research experience and publications in Mathematical Finance or Financial
Economics, with a preferred background in one of the following fields:
(1)
probability and dynamical systems;
(2) probability and control (stochastic control
and optimization, stochastic games);
(3) probability and
functional analysis.
The period
of employment is for two years, with the possibility of extension for a third
year. The annual salary will be in the range of GBP 20 000 to GBP 30 000,
depending on the experience and qualifications of the candidate. The starting
date is 1 March 2006 or as soon as possible thereafter. The closing date for
applications is 6 January
2006.
There are no teaching duties associated with this
position.
For a formal position announcement and job specification,
please see
http://www.socialsciences.man.ac.uk/economics/about/vacancies.htm
(Reference:
HUM/278b/05)
Informal inquiries can be addressed to Professor Igor
Evstigneev
E-mail: igor.evstigneev@manchester.ac.uk
WWW:
http://les1.man.ac.uk/ses/staff/evstigneev/
