Job description

A position as PhD Research Fellow in Stochastic and Risk Analysis with Applications is available at the Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Oslo.

The PhD fellow will work on mathematical problems and their applications in seismology and geoscience. In particular, the research work will focus on stochastic model development and analysis of seismic and atmospheric infrasound data. Classical approaches from stochastic analysis will be compared and combined with machine learning methods in order to learn from the data sets. The results can be used to automate classification of seismic events and to improve long term weather forecasting. The mathematical structures of interest include stochastic differential equations with jumps, self-exciting processes, stochastic space-time models, convolutional neural networks and reinforcement learning. Applications include stochastic control and optimisation, for instance profit maximisation under risk constraints.

The PhD fellow will work in an internationally oriented research group with high ambitions in research excellency. It is expected that the PhD fellow will take active part in the group’s research and research related activities. The project is in close collaboration with NORSAR, and it is expected that the candidate spends a significant part of time working closely with NORSAR researchers.

More about the position

The fellowship will be for a period of 3 years, with no compulsory work.

The purpose of the fellowship is research training leading to the successful completion of a PhD degree.

The fellowship requires admission to the PhD programme at the Faculty of Mathematics and Natural Sciences. The application to the PhD programme must be submitted to the department no later than two months after taking up the position.

For more information see: http://www.uio.no/english/research/phd/ and http://www.mn.uio.no/english/research/phd/

Qualification requirements

The Faculty of Mathematics and Natural Sciences has a strategic ambition of being a leading research faculty. Candidates for these fellowships will be selected in accordance with this and they are expected to be in the upper segment of their class with respect to academic credentials.

Applicants are required to:

• Hold a Master’s degree in Mathematics or equivalent.
• Hold a foreign completed degree (M.Sc.-level) corresponding to a minimum of four years in the Norwegian educational system.
• Documented strong background in stochastic analysis and probability at Master’s level.
• Experience with digital signal processing, seismology or acoustics will count as an advantage.
• Candidates without a Master’s degree must have completed this degree before starting the fellowship.

It is desirable that the Master’s thesis shows knowledge of stochastic calculus and/or stochastic processes. Furthermore, a profound interest in combining mathematical tools interdisciplinary and with applications is expected. We expect the candidate to have excellent writing and presentation skills.

Grade requirements:

The norm is as follows:

• 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.
• Fluent oral and written communication skills in English have to be documented: http://www.mn.uio.no/english/research/phd/application/application.html

We offer

• salary NOK 479 600 - 523 200 per annum depending on qualifications in a position as PhD Research fellow, (position code 1017)
• attractive welfare benefits and a generous pension agreement, in addition to Oslo’s family-friendly environment with its rich opportunities for culture and outdoor activities

How to apply

The application must include

• Cover letter - statement of motivation and research interests
• CV (summarising education, positions and academic work - scientific publications)
• Copies of the original Master’s degree diploma, transcripts of records and letters of recommendation
• Documentation of English proficiency (http://www.mn.uio.no/english/research/phd/application/application.html)
• List of publications and academic work that the applicant wishes to be considered by the evaluation committee
• Names and contact details of 2-3 references (name, relation to candidate, e-mail and telephone number)

The application with attachments must be delivered in our electronic recruiting system, please follow the link “Apply for this job”. Foreign applicants are advised to attach an explanation of their University's grading system. Please note that all documents should be in English (or a Scandinavian language).

Applicants may be called in for an interview.

Formal regulations

Please see the guidelines and regulations for appointments to Research Fellowships at the University of Oslo.

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

According to the Norwegian Freedom of Information Act (Offentleglova) information about the applicant may be included in the public applicant list, also in cases where the applicant has requested non-disclosure.

The University of Oslo has an agreement for all employees, aiming to secure rights to research results etc.

The University of Oslo aims to achieve a balanced gender composition in the workforce and to recruit people with ethnic minority backgrounds. For this, applications from all interested individuals regardless of gender or ethnicity are welcome.

Contact information

For further information please contact:

• Associate Professor Tenure Track Kristina Rognlien Dahl, phone: +47 228 54 183, e-mail: kristrd@math.uio.no
• Senior Research Geophysicist Peter Näsholm, phone: +47 938 34 349, e-mail: peter.naesholm@norsar.no
• Researcher Steffen Mæland, phone: +47 473 01 923, e-mail: steffen.maeland@norsar.no

For questions regarding the recruitment system please contact: HR officer Nina Holtan, phone +47 228 54 424, e-mail: nina.holtan@mn.uio.no

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