This position offers the opportunity to work on cutting-edge problems at the intersection of probability theory, stochastic analysis, and optimization, with applications in mathematical finance.

Project Description

The doctoral research will focus on:

• Developing and applying probability theory and stochastic analysis to solve optimization problems in financial contexts.
• Addressing issues such as optimal transport problems with stochastic constraints and stochastic control in measure spaces.
• Exploring solutions to pricing, hedging, and optimal investment problems under market constraints and incomplete information.

The scope of the project will be tailored to the interests and skills of the successful candidate in collaboration with the supervisor, Dr. Sigrid Källblad.

What We Offer

• A vibrant and international research environment with opportunities to collaborate globally.
• Monthly salary according to KTH’s Doctoral Student Salary Agreement.
• Comprehensive support for working conditions, gender equality, diversity, and a stimulating study environment.
• Opportunities to live and work in Stockholm, a city renowned for its innovation and natural beauty.
• Relocation assistance to settle in Sweden and at KTH.

Eligibility Requirements

Applicants must meet the following requirements:

1. Basic eligibility as per the Swedish Higher Education Ordinance:
   • A second-cycle degree (e.g., Master’s)
   • Completed coursework of at least 240 higher education credits (60 at the second-cycle level)
   • Or equivalent knowledge acquired in Sweden or abroad
2. Proficiency in English (equivalent to English B/6).

Selection Criteria

Candidates will be assessed based on their:

• Strong background in mathematics, particularly in probability theory, stochastic analysis, and mathematical finance.
• Ability to pursue independent research and work collaboratively in a team.
• Motivation, perseverance, and analytical skills to tackle complex mathematical problems.
• Communication skills, both written and verbal.

Preferred Qualifications:

• Degree in mathematics, applied mathematics, or related fields.
• Demonstrated understanding of financial applications and relevant mathematical tools.

Application Process

To apply, submit your application via KTH’s recruitment system by midnight CET on January 16, 2025. Include the following:

1. Curriculum Vitae (CV): Outline your professional experience and academic background.
2. Application Letter: Describe your research interests, motivation for pursuing doctoral studies, and their relevance to your academic background and goals (max. 2 pages).
3. Academic Transcripts and Diplomas: Include copies of degrees and grades, with certified translations if necessary.
4. Publications or Technical Reports: Provide abstracts or summaries of any longer works.