I. Position Summary
The Department of Mathematical Sciences at the United Arab Emirates University (UAEU) is seeking applications for a postdoctoral research position in the field of “Stochastic Calculus Applied to Finance”.
This position is supported by the “University Program for Advanced Research” (UPAR), and is suitable for an early career researcher committed to outstanding work in the fields of stochastic volatility models and related financial derivatives.
The successful candidate will work with Dr. Youssef El-Khatib (UAEU) and Prof. Nicolas Privault (NTU Singapore). This appointment is made from 6 to 12 months.
II. Principal Duties and Responsibilities
• Conducting research in the following areas:
o Stochastic volatility models
o Valuation of related financial derivatives.
• Writing research reports on the obtained results.
• Contributing to publications in peer-reviewed journals, and giving conference presentations.
2. Experience with stochastic volatility modeling.
3. Experience with coding and simulation.
4. Good communication skills in English (oral and writing).