Technische Universität Berlin - Faculty II - Institute of Mathematics
Research Assistant - 0.75 working time - salary grade E13 TV-L Berliner Hochschulen
under the reserve that funds are granted
With funding from the German-Israeli-Foundation (GIF), we endeavor to improve our understanding of the role of information flows in stochastic control problems. Recent progress in the analysis of problems involving jump processes has revealed novel modelling possibilities. On the one hand this requires the further development of tools from dynamic programming theory, and on the other hand affords the opportunity to study new applications, for instance in the microstructure modelling of financial markets. The project will be worked on in close collaboration with the group of Prof. Yan Dolinsky at the Hebrew University, Jerusalem.
Development of theory and applications in stochastic optimal control problems in models with discontinuous information flow. Scientific cooperation and exchange with our partner group in Israel, in particular visits to the Hebrew University in Jerusalem. Formation of our research program and of joint research activities.
successfully completed university degree (Master, Diplom or equivalent) in Mathematics or closely related disciplines
strong knowledge of stochastic analysis and stochastic optimal control
good command of English or German, together with good academic writing and presentation skills required; the willingness to learn either English or German is expected
eagerness to engage in exchange with Jerusalem partners
Please send your application with the reference number II-437/20 and the usual documents (in particular short motivation letter, complete and up-to-date curriculum vitae, Bachelor's and Master's transcripts, certificates (with grades), Master’s and Bachelor’s thesis (if available)) preferably in English as a single electronic document (pdf file) to Prof. Dr. Bank (firstname.lastname@example.org). Please add two reference letters.
By submitting your application via email you consent to having your data electronically processed and saved. Please note that we do not provide a guaranty for the protection of your personal data when submitted as unprotected file. Please find our data protection notice acc. DSGVO (General Data Protection Regulation) at the TU staff department homepage: https://www.abt2-t.tu-berlin.de/menue/themen_a_z/datenschutzerklaerung/ or quick access 214041.
To ensure equal opportunities between women and men, applications by women with the required qualifications are explicitly desired. Qualified individuals with disabilities will be favored. The TU Berlin values the diversity of its members and is committed to the goals of equal opportunities.
Technische Universität Berlin - Der Präsident - Fakultät II, Institut für Mathematik, Prof. Dr. Peter Bank, Sekr. MA 7-1, Straße des 17. Juni 136, 10623 Berlin