Research Associate

vor 2 Wochen

Dresden, Deutschland Leibniz-Institut für Polymerforschung Dresden e. V. Vollzeit

TUD Dresden University of Technology, as a University of Excellence, is one of the leading and most
dynamic research institutions in the country. Founded in 1828, today it is a globally oriented,
regionally anchored top university as it focuses on the grand challenges of the 21st century. It
develops innovative solutions for the world's most pressing issues. In research and academic
programs, the university unites the natural and engineering sciences with the humanities, social
sciences and medicine. This wide range of disciplines is a special feature, facilitating interdisciplinarity
and transfer of science to society. As a modern employer, it offers attractive working conditions to all
employees in teaching, research, technology and administration. The goal is to promote and develop
their individual abilities while empowering everyone to reach their full potential. TUD embodies a
university culture that is characterized by cosmopolitanism, mutual appreciation, thriving innovation
and active participation. For TUD diversity is an essential feature and a quality criterion of an excellent
university. Accordingly, we welcome all applicants who would like to commit themselves, their
achievements and productivity to the success of the whole institution.

At the **Faculty of Mathematics**, the **Institute of Mathematical Stochastics **offers within the
framework of the **DFG Research Project** “Shapes of the Term Structure of Interest Rates_”_ a position
as

**Research Associate / PhD Student **(M/F/x)***

starting_ _**as soon as possible**_._ The position comprises 75% of the fulltime weekly hours and is limited
to 3 years. The period of employment is governed by the Fixed Term Research Contracts Act
(Wissenschaftszeitvertragsgesetz - WissZeitVG). The position aims at obtaining further academic
qualification (usually PhD)._ _

The topic of the research project is the systematic analysis of all attainable shapes of term structure
curves (forward
- or yield-curves) in several stochastic interest rate modes. A combination of
stochastic, analytic and geometric methods will be applied in order to attain the project’s goal.

stochastic interest rate models. You will present your results at research seminars and conferences
and participate in the preparation of scientific publications.

**Requirements**: university degree in mathematics; a sound knowledge of at least two of the following
areas: financial mathematics, stochastic modelling, analytic geometry; experience in programming
and language skills in English are desirable. Interest in interaction with other researchers and in the
pursuit of own ideas is highly welcome.

TUD strives to employ more women in academia and research. We therefore expressly encourage
women to apply. The University is a certified family-friendly university and offers a Dual Career
equally qualified, those with disabilities or with equivalent status pursuant to the German Social Code
IX (SGB IX) will receive priority for employment.

**für Mathematische Stochastik,** **Herrn** **Prof. Dr. Martin Keller-Ressel, Helmholtzstr. 10, 01069**
Expenses incurred in attending interviews cannot be reimbursed.

**Reference to data protection**: Your data protection rights, the purpose for which your data will be processed,
- dresden.de/karriere/datenschutzhinweis.

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