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PhD Research Fellow in Stochastics, Differential Equations, and Risk

Deadline: 28.02.2023

Universitetet i Oslo

The University of Oslo is Norway’s oldest and highest rated institution of research and education with 28 000 students and 7000 employees. Its broad range of academic disciplines and internationally esteemed research communities make UiO an important contributor to society.


The Department of Mathematics is part of the Faculty of Mathematics and Natural Sciences at the University of Oslo. The Department is engaged in teaching and research covering a wide spectrum of subjects within mathematics, mechanics and statistics. The research is on theory, methods and applications. The areas represented include: fluid mechanics, biomechanics, statistics and data science, computational mathematics, combinatorics, partial differential equations, stochastics and risk, algebra, geometry, topology, operator algebras, complex analysis and logic.

We have almost 50 persons in permanent academic positions and a large number of post docs and Ph.D. students. We also have an administrative and technical staff. The department represents a leading research environment in mathematical areas in Norway, and has a highly international profile.

Job description

Position as PhD Research Fellow in Stochastics, Differential Equations, and Risk available at the Department of Mathematics, University of Oslo.

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

Starting date no later than October 1, 2023.

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.

The PhD position is framed in the research groups in Risk and Stochastics, Partial Differential Equations and Computational Mathematics.

The research carried out is strongly interdisciplinary and wide in methods. The PhD candidate, depending on the background and disposition, will be joining one of the groups in their research activity as described here:

The position is mostly intended within the areas of stochastic analysis, stochastic calculus, stochastic control, optimal stopping, stochastic partial differential equations. These areas will be prioritized. The focus is on the development of original mathematical methods aimed at the modelling 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, 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 background at Master level in one or more of the following areas: stochastic analysis, (stochastic partial) differential equations, numerical analysis, probability, and mathematical statistics.

Candidates without a Master’s degree have until 30 June, 2023 to complete the final exam.

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

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:

We offer

  • Salary NOK 501 200 – 544 400 per annum depending on qualifications and seniority as PhD Research Fellow (position code 1017)
  • Attractive welfare benefits and a generous pension agreement
  • Vibrant international academic environment
  • Career development programmes
  • Oslo’s family-friendly surroundings with their rich opportunities for culture and outdoor activities

How to apply

The application must include

  • Cover letter - statement of motivation and research interests
  • CV (summarizing education, positions and academic work - scientific publications)
  • Copies of the original Bachelor and Master’s degree diploma, transcripts of records
  • Documentation of English proficiency
  • 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 may also include:

  • 1-3 letters of recommendation. These can be also sent directly to the contact persons (see below).

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.

Interviews with the best qualified candidates will be arranged.

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 appointment may be shortened/given a more limited scope within the framework of the applicable guidelines on account of any previous employment in academic positions.

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

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.

Contact information

For further information please contact:

  • Professor Giulia Di Nunno, e-mail: giulian@math.uio.no, phone: +47 22 85 58 54, mobile: +47 938 47 589
  • Professor Nils Henrik Risebro, email: nilshr@math.uio.no, phone: +47 22 85 60 27, mobile: +47 924 37 734

For questions regarding the recruitment system, please contact HR Adviser Ole Rustad, e-mail: ole.rustad@mn.uio.no

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