PhD in the Mathematics and Economics of 21st-Century Risks
As part of a Netherlands Organisation for Scientific Research VICI grant (Modeling and Measuring 21st-Century Risks), the Quantitative Economics Section at …
- Roetersstraat, Amsterdam, Noord-Holland
- Vast contract
- Uren per week:
- 38 - 38 uur
- € 2395 - € 3061 per maand
As part of a Netherlands Organisation for Scientific Research VICI grant (Modeling and Measuring 21st-Century Risks), the Quantitative Economics Section at the Amsterdam School of Economics (UvA) has a vacancy for a fully-funded PhD student in the Mathematics and Economics of 21st-Century Risks. We seek outstanding motivated applicants with a strong interest in quantitative risk measurement for a project on developing new concepts, methods and techniques to quantify the uncertainty surrounding 21st-century risks, and implementing them in financial-economic, environmental, and technological contexts.
All candidates with a strong research background in mathematics or quantitative economics with an emphasis on probability theory, mathematical statistics, optimization, or quantitative risk measurement are encouraged to apply. The ideal candidate will have experience with writing mathematical proofs and have strong programming, econometric, and writing skills. The PhD candidate will be part of an excellent research team studying the modelling and measurement of 21st-century risks. PhD students often spend a half-year visit at another internationally renowned school. Some tailormade coursework may be required to be completed as part of the PhD position.
The starting date of the position: January 2021 (flexible).
What are you going to do?
- Develop new concepts, methods and techniques;
- establish and prove corresponding new theorems;
- program the new methods and techniques using e.g., R, to be published open source;
- generate, collect and analyze data;
- write the results up for publication in peer-reviewed top academic journals;
- disseminate the results online;
- present the work at academic conferences.
- BSc and MSc tutorials;
- supervision of BSc and MSc thesis projects.
- MSc (ideally Research Master) in Mathematics, Probability Theory & Mathematical Statistics, Stochastics, Actuarial Science & Financial Mathematics, Econometrics, or Operations Research;
- excellent grades;
- experience with writing mathematical proofs;
- advanced statistical/econometric and computational skills (e.g., R, Matlab, Python);
- explicit interest and motivation to conduct scientific research and to pursue an academic career.
You will be appointed for an initial period of one year with a possibility to extend it for an additional two or three years, pending positive evaluation. As part of your contract, you will spend 20% of your time on teaching. You will be classified as PhD candidate (promovendus) in the Dutch University job-ranking system (UFO), providing a gross monthly starting salary of €2,395 in the first year (which increases to €3,061 in the final year) with an additional end-of-year bonus (8,3%) and holiday allowance (8%). The Collective Labour Agreement of Dutch Universities is applicable.
What else do we offer you?
Our highly interconnected and increasingly complex world, with technological advancements at unprecedented levels, brings new and potentially disrupting risks to our global society. These 21st-century risks are associated with financial-economic instability, environmental changes, and technological breakdowns. The common characteristic features of these 21st-century risks are their contagious amplification over time and space, i.e., across markets, regions, and networks; and their vast levels of uncertainty, being more pervasive than ever.
Jointly with your research team you will be developing fundamentally new approaches to conduct modern risk evaluation, that respond to the vast uncertainty of 21st-century risks.
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