Research Assist­ant in Math­em­at­ics
Technical University Berlin Insti­tute of Math­em­at­ics
Germany

Tech­ni­sche Uni­ver­sität Ber­lin - Fac­ulty II - Insti­tute of Math­em­at­ics

Research Assist­ant - 0.75 work­ing time - salary grade E13 TV-L Ber­liner Hoch­schu­len

under the reserve that funds are gran­ted

With fund­ing from the Ger­man-Israeli-Found­a­tion (GIF), we endeavor to improve our under­stand­ing of the role of inform­a­tion flows in stochastic con­trol prob­lems. Recent pro­gress in the ana­lysis of prob­lems involving jump pro­cesses has revealed novel mod­el­ling pos­sib­il­it­ies. On the one hand this requires the fur­ther devel­op­ment of tools from dynamic pro­gram­ming the­ory, and on the other hand affords the oppor­tun­ity to study new applic­a­tions, for instance in the micro­struc­ture mod­el­ling of fin­an­cial mar­kets. The pro­ject will be worked on in close col­lab­or­a­tion with the group of Prof. Yan Dol­in­sky at the Hebrew Uni­versity, Jer­u­s­alem.

Work­ing field:

Devel­op­ment of the­ory and applic­a­tions in stochastic optimal con­trol prob­lems in mod­els with dis­con­tinu­ous inform­a­tion flow. Sci­entific cooper­a­tion and exchange with our part­ner group in Israel, in par­tic­u­lar vis­its to the Hebrew Uni­versity in Jer­u­s­alem. Form­a­tion of our research pro­gram and of joint research activ­it­ies.

Require­ments:

  • suc­cess­fully com­pleted uni­versity degree (Mas­ter, Dip­lom or equi­val­ent) in Math­em­at­ics or closely related dis­cip­lines
  • strong know­ledge of stochastic ana­lysis and stochastic optimal con­trol
  • good com­mand of Eng­lish or Ger­man, together with good aca­demic writ­ing and present­a­tion skills required; the will­ing­ness to learn either Eng­lish or Ger­man is expec­ted
  • eager­ness to engage in exchange with Jer­u­s­alem part­ners
More inform­a­tion can be obtained from Prof. Dr. Bank (bank@math.tu-berlin.de, Inter­net: https://www.math.tu-berlin.de/~bank).

How to ap­ply:

Please send your applic­a­tion with the ref­er­ence num­ber II-437/20 and the usual doc­u­ments (in par­tic­u­lar short motiv­a­tion let­ter, com­plete and up-to-date cur­riculum vitae, Bach­elor's and Mas­ter's tran­scripts, cer­ti­fic­ates (with grades), Mas­ter’s and Bach­elor’s thesis (if avail­able)) prefer­ably in Eng­lish as a single elec­tronic doc­u­ment (pdf file) to Prof. Dr. Bank (bank@math.tu-berlin.de). Please add two ref­er­ence let­ters.

By sub­mit­ting your applic­a­tion via email you con­sent to hav­ing your data elec­tron­ic­ally pro­cessed and saved. Please note that we do not provide a guar­anty for the pro­tec­tion of your per­sonal data when sub­mit­ted as unpro­tec­ted file. Please find our data pro­tec­tion notice acc. DSGVO (Gen­eral Data Pro­tec­tion Reg­u­la­tion) at the TU staff depart­ment homepage: https://www.abt2-t.tu-berlin.de/menue/themen_a_z/datenschutzerklaerung/ or quick access 214041.

To ensure equal oppor­tun­it­ies between women and men, applic­a­tions by women with the required qual­i­fic­a­tions are expli­citly desired. Qual­i­fied indi­vidu­als with dis­ab­il­it­ies will be favored. The TU Ber­lin val­ues the diversity of its mem­bers and is com­mit­ted to the goals of equal oppor­tun­it­ies.

Tech­nis­che Uni­versität Ber­lin - Der Präsid­ent - Fak­ultät II, Insti­tut für Math­em­atik, Prof. Dr. Peter Bank, Sekr. MA 7-1, Straße des 17. Juni 136, 10623 Ber­lin
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Facts

ID: 82013

Num. of em­ploy­ees:
ca. 8300
Site:
  • Charlottenburg, Berlin (Berlin, Germany)
Type:
  • gradu­ate pos­i­tion
  • research assist­ant
Cat­egory (TU Ber­lin):
  • Research assist­ant without teach­ing oblig­a­tion
Dur­a­tion:
until 30/09//23
Part-/Full-time:
0.75 working time
Start­ing date (earli­est):
01/10/20
Remu­n­er­a­tion:
Salary grade E13
Scope:
  • mathem­at­ics
Field of stud­ies:
  • mathem­at­ics
Level of edu­c­a­tion:
Master, Diplom or equivalent
Lan­guage skills:
  • German (good knowledge of language)
  • English (good knowledge of language)

Make an Ap­plic­a­tion

Clos­ing date:
30/08/20
Re­ference num­ber:
II-437/20
Con­tact per­son:
Prof. Dr. Peter Bank
By mail:
Technische Universität Berlin
- Der Präsident -
Fakultät II, Institut für Mathematik, Prof. Dr. Peter Bank, Sekr. MA 7-1, Straße des 17. Juni 136, 10623 Berlin
By e-mail:
bank@math.tu-berlin.de
Applic­a­tion papers:
short motivation letter, complete and up-to-date curriculum vitae, Bachelor's and Master's transcripts, certificates (with grades), Master’s and Bachelor’s thesis (if available)


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