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#PhD #postdoc #mathematicalfinance #pricing #xvanalysis #hedging #probability #computerscience #neuronalnetwork

Hiring: Talented PhD in Mathematical Finance - 2-Year Postdoc Position - Paris

The Quantitative Finance Group of Université Paris Cité is looking for talented PhDs with expertise in Mathematical Finance, for a 2-year postdoctoral research position starting ASAP.
✔️ Location : LPSM, Sophie Germain building of Université Paris Cité, 8 Place Aurelie Nemours, 75013 Paris
✔️ Gross monthly salary: 3.500€ without teaching OR 3.700€ with up to 50 hours/year teaching
Application Deadline: 31 december 2022

Research Fields

✔️ Financial pricing and hedging theory; risk measures, counterparty credit risk, XVA analysis; machine learning techniques, uncertainty quantification, model risk; and related mathematical topics in the fields of BSDEs/PDEs and numerical probabilities.

The project research of candidates will be discussed depending on their background and motivations

► One possible topic (indicative: the project research of candidates will be discussed in an interview depending on their background and motivations): Markovian ABSDEs.

✔️ [...] Anticipated BSDEs (ABSDEs) were introduced in (Peng et al. 2009) as BSDEs where the coefficient entails a
dependence with respect to the solution in the future. This was done in an abstract semimartingale setup. The
study of these equations in Markovian framework, however, remains an open problem. [...]

Conditions to apply

✔️ PhD (or defense by spring) in in probability, statistics and computer science, with publication in the top academic journals.

► Prerequisites

✔️ Theoretical background: Probability and, if possible, Statistics
✔️ Domain knowledge: Mathematical Finance and if Possible, Machine Learning
✔️ Languages: Fluent English (spoken and written). French welcome but not mandatory.
More on the research topics/References

Funded by: the Chair Capital Markets Tomorrow: Modeling and Computational Issues, Statistical learning methods on simulated data in finance. Collaborative research with younger (PhD) students is encouraged. No mandatory teaching but teaching opportunities at all (including master) level.

►Scientific environment: The Emile Borel heritage Laboratoire de Probabilités, Statistique et Modélisation, i.e. +200 researchers, faculty members and PhD/postdoctoral students in the heart of Paris, covering together the whole spectrum of modern probabilities and statistics in six teams, all at the highest international level. The postdoc can develop multiple collaborations with confirmed and young researchers at LPSM team “Financial and Actuarial Mathematics, Numerical Probability”.

►Reminder - Applications Deadline 31 december 2022 Apply Now!

Please send CV and cover letter to Stéphane Crépey (

More information on this Post Doc Mathematical Finance Position



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