PhD Research Fellow in Stochastic Analysis and Applications

Job description

Position as PhD Research Fellow in Stochastic Analysis and Applications is available at Department of Mathematics, within the section of Risk and Stochastics. 

The fellowship period is 3 years. A fourth year may be considered with a workload of 25 % that may consist of teaching, supervision duties, and/or research assistance. This is dependent upon the qualification of the applicant and the current needs of the department.

Starting date no later than October 1, 2025.

No one can be appointed for more than one PhD Research Fellowship period at the University of Oslo. 

The PhD position is framed in the research group in Risk and Stochastics. The research carried out in this group is strongly interdisciplinary and wide in methods. The PhD candidate will be joining the group in its activity as described here.

The position is mostly intended within the areas of stochastic analysis and forward and backward stochastic differential equations, stochastic partial differential equations, stochastic filtering, stochastics for data analysis. These areas will be prioritized. The focus is on the development of original mathematical methods aimed at the modelling and analysis of complicated phenomena arising in applications both from natural and social sciences. This includes research within risk and control problems from engineering as well as from finance, energy finance, sustainable economics and insurance. To study such models, techniques from both deterministic and stochastic analysis as well as numerical analysis will be developed and used. 

The PhD fellow will work in a well-established and internationally oriented research group with high ambitions in research excellency. The group runs several research projects and is part of international research networks. This makes the environment vibrant and active. It is expected that the PhD fellow will take an active part both in research and in the section’s activities.

Qualification requirements

The Faculty of Mathematics and Natural Sciences has a strategic ambition to be among Europe’s leading communities for research, education and innovation. Candidates for these fellowships will be selected in accordance with this, and expected to be in the upper segment of their class with respect to academic credentials.

• Master’s degree or equivalent in Mathematics
• Foreign completed degree (M.Sc.-level) corresponding to a minimum of four years in the Norwegian educational system
• A documented strong background at Master level in one or more of the following areas: stochastic analysis, stochastic (partial) differential equations, numerical methods in stochastics, probability and mathematical statistics

Candidates without a master’s degree have until 30 June 2025 to complete the final exam.

Desired qualifications:

• Knowledge of computational methods and programming skills (e.g., R, Python)

Personal skills:

• The candidate is expected to take part in the activities of the Section of Risk and Stochastics. Interest in taking part in the various aspects of the academic life of the section is expected and a collaborative, pro-active attitude appreciated

Grade requirements:

• the average grade point for courses included in the Bachelor’s degree must be C or better in the Norwegian educational system
• the average grade point for courses included in the Master’s degree must be B or better in the Norwegian educational system
• the Master’s thesis must have the grade B or better in the Norwegian educational system

Language requirements:

• Fluent oral and written communication skills in English

English requirements for applicants from outside of EU/EEA/EFTA countries and exemptions from the requirements

The purpose of the fellowship is research training leading to the successful completion of a PhD degree. For more information see here.

We offer

• Exciting and meaningful tasks in an organization with an important societal mission, contributing to knowledge development, education, and enlightenment that promote sustainable, fair, and knowledge-based societal development.
• Committed colleagues in a vibrant international academic environment.
• Good welfare schemes.
• Opportunity of up to 1.5 hours a week of exercise during working hours.
• Oslo’s family-friendly surroundings with their rich opportunities for culture and outdoor activities.
• A workplace with good development and career opportunities. 
• Career development programmes.
• Membership in the Statens Pensjonskasse, which is one of Norway's best pension schemes with beneficial mortgages and good insurance schemes.
• Salary in position as Doctoral Research Fellow, position code 1017 in salary range NOK 536 200 – 575 400, depending on competence and experience. From the salary, 2 percent is deducted in statutory contributions to the State Pension Fund.

Inclusive worklife and diversity at UiO

Inclusion and diversity are a strength. The University of Oslo has a personnel policy objective of achieving a balanced gender composition. Furthermore, we want employees with diverse professional expertise, life experience and perspectives.

If there are qualified applicants with disabilities, employment gaps or immigrant background, we will invite at least one applicant from each of these categories to an interview.

We hope that you will apply for the position. 

More information about gender equality initiatives at UiO can be found here.

How to apply

The application must include:

• Cover letter - statement of motivation and research interests
• CV (summarizing education, positions and academic work - scientific publications)
• Transcripts of records, copies of the original Bachelor and Master’s degree diploma (see below)
• Documentation of English proficiency if applicable
• List of publications and academic work that the applicant wishes to be considered by the evaluation committee (e.g., scientific reports, Bachelor thesis, Master thesis, or draft of it if not completed by time of application)
• Names and contact details of 2-3 references (name, relation to candidate, e-mail and telephone number)

When applying for the position, we ask you to retrieve your education results from Vitnemålsportalen.no. If your education results are not available through Vitnemålsportalen, we ask you to upload copies of your original transcripts or grades. Please note that all documentation must be in English or a Scandinavian language. Foreign applicants should attach an official explanation of their University's grading system.

The application with attachments must be delivered in our electronic recruiting system (please follow the link “Apply for this job”). 

General information

The best qualified candidates will invited for interviews. 

Applicant lists can be published in accordance with Norwegian Freedom of Information Act § 25. When you apply for a position with us, your name will appear on the public applicant list. It is possible to request to be excluded from this list. You must justify why you want an exemption from publication and we will then decide whether we can grant your request. If we can't, you will hear from us.

Please refer to Regulations for the Act on universities and colleges chapter 3 (Norwegian), Guidelines concerning appointment to post doctoral and research posts at UiO (Norwegian) and Regulations for the degree of Philosophiae Doctor (PhD) at the University of Oslo.

The University of Oslo has a transfer agreement with all employees that is intended to secure the rights to all research results etc.

Contact persons

For further information please contact:

•  Professor Giulia di Nunno, email: giulian@math.uio.no; phone: +47 22 85 58 54 

For questions regarding Jobbnorge, please contact HR Adviser Ole Rustad, email: ole.rustad@mn.uio.no 

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