Ledig stilling på Universitetet i Oslo

Blindern og Urbygningen (Foto: Wikimedia og Colourbox)
Blindern og Urbygningen (Foto: Wikimedia og Colourbox)

Postdoctoral Research Fellow in Stochastic Analysis, Risk and Machine Learning

Deadline: 29.02.2020

Job description

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.

Department of Mathematics is part of the Faculty of Mathematics and Natural Sciences. The Department is engaged in research covering a wide spectrum of subjects within mathematics, mechanics and statistics.

Flere stillinger fra Universitetet i Oslo

Position as Postdoctoral Research Fellow available at the Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Oslo..

The appointment is a fulltime position and is made for a period of up to three years (10% of which is devoted to required duties, usually in the form of teaching activities).

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

Starting date no later than 01.10.2020.

More about the position

The position is a part of the SCROLLER (A Stochastic ContROL approach to machine Learning with applications to Environmental Risk models) project. The project is funded by the Norwegian Research Council via a Young Research Talent grant. The project consists of a postdoc, a PhD as well as the project manager. All participants of the SCROLLER project will work in close collaboration, as well as independently.

The postdoctoral research fellow will work on stochastic optimal control, machine learning and risk management. In particular, the research work will focus on using the theoretical foundations of stochastic optimal control to gain a better understanding of machine learning methods. Reinforcement learning and Gaussian processes are of particular interest. Classical approaches from stochastic analysis will be compared and combined with machine learning methods and applied to solve risk management problems. The mathematical structures of interest include stochastic differential equations with jumps, backward stochastic differential equations, reinforcement learning, neural networks and convex risk measures. Applications include optimization and risk management problems, in particular environmental risk management.

To communicate the research, the successful candidate is expected to attend international conferences and go on research visits. Furthermore, the postdoc will contribute to the SCROLLER webpage with popular scientific presentations of the research work.

The main purpose of a postdoctoral fellowship is to provide the candidates with enhanced skills to pursue a scientific top position within or beyond academia. To promote a strategic career path, all postdoctoral research fellows are required to submit a professional development plan no later than one month after commencement of the postdoctoral period.

Qualification requirements

The Faculty of Mathematics and Natural Sciences has a strategic ambition is 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.

  • Applicants must hold a degree equivalent to a Norwegian doctoral degree in mathematics with a focus on stochastics and/or mathematical risk analysis. Doctoral dissertation must be submitted for evaluation by the closing date. Only applicants with an approved doctoral thesis and public defence are eligible for appointment.
  • Experience with machine learning will count as an advantage.
  • Fluent oral and written communication skills in English.

It is desirable that the candidate’s PhD 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.

We offer

  • Salary NOK 523 200 – 605 500 per annum depending on qualifications in position as Postdoctoral Research Fellowship (position code 1352)
  • Attractive welfare benefits and a generous pension agreement
  • Professionally stimulating working environment
  • Vibrant international academic environment
  • Postdoctoral 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, summarizing scientific work and research interest)
  • CV (summarizing education, positions, pedagogical experience, administrative experience and other qualifying activity)
  • Copies of educational certificates, academic transcript of records and letters of recommendation
  • A complete list of publications and up to 5 academic works 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).

In assessing the applications, special emphasis will be placed on the documented, academic qualifications, the project description (whenever this is required in the call for applicants), and the quality of the project as well as the candidates motivation and personal suitability. Interviews with the best qualified candidates will be arranged.

It is expected that the successful candidate will be able to complete the project in the course of the period of employment.

Formal regulations

Please see the guidelines and regulations for appointments to Postdoctoral fellowships at the University of Oslo.

No one can be appointed for more than one Postdoctoral Fellow 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.

Contact information

For question regarding our application system, please contact HR Adviser Ørjan Pretorius, [email protected]

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