The Korteweg-de Vries Institute for Mathematics (KdVI) of the University of Amsterdam (UvA) invites you to apply for a PhD position in stochastic analysis. You will work on the project entitled “positivity of stochastic differential equations”. We are looking for an enthusiastic and motivated applicant with a good background in probability theory and analysis. In particular, some knowledge of stochastic differential equations, partial differential equations, functional analysis, and/or numerical analysis are appreciated.
Our aim is to understand under what conditions solutions to stochastic partial differential equations (SPDEs) remain positive, and to develop and analyse positivity preserving numerical schemes for such SPDEs. Positivity of solutions is relevant for the theoretical analysis of non-linear SPDEs, however, our main motivation is that positivity of the solution is a natural and desirable property in various models in science and financial mathematics. As a motivating example we consider infinite-dimensional volatility models.
What are you going to do?
You will:
- perform research on the project `positivity of stochastic differential equations;
- be part of the applied probability group with its senior and junior members;
- contribute to educational programmes at the UvA;
- complete and defend a PhD thesis within the official contract duration of four years.
What do we require?
- a Master’s degree in mathematics (to be completed before the start of the project);
- a strong interest in probability theory and analysis;
- excellent writing and communication skills in English;
- experience in teaching is a plus.
Our offer
A temporary contract for 38 hours per week for the duration of 4 years (the initial contract will be for a period of 18 months and after satisfactory evaluation it will be extended for a total duration of 4 years). This should lead to a dissertation (PhD thesis). We will draft an educational plan that includes attendance of courses and (international) meetings. The starting date is flexible, but preferably 1 September 2021.
The starting salary will be in accordance with university regulations for academic personnel, and depending on experience and qualifications. It will range from a minimum Select scale gross per month (salary scale) based on full-time employment.
The salary will be €2,395 to €3,061 (scale P) gross per month, based on a fulltime contract (38 hours a week). This is exclusive 8% holiday allowance and 8.3% end-of-year bonus. A favourable tax agreement, the ‘30% ruling’, may apply to non-Dutch applicants. The Collective Labour Agreement of Dutch Universities is applicable.
Are you curious about our extensive package of secondary employment benefits like our excellent opportunities for study and development? Take a look here.
About us
The Faculty of Science has a student body of around 7,000, as well as 1,600 members of staff working in education, research or support services. Researchers and students at the Faculty of Science are fascinated by every aspect of how the world works, be it elementary particles, the birth of the universe or the functioning of the brain.
The KdVI is the mathematics research institute at the UvA. We conduct world-class research in the fields of Algebra, Geometry and Mathematical Physics; Pure, Applied and Numerical Analysis; Discrete Mathematics and Quantum Information; and Stochastics. A smaller portion of our research is directed at teaching (focus area blended learning) or history of mathematics. We are involved with various national and international research collaborations. In addition, we also provide the lecturers and instructors for the mathematics teaching within the Science faculty and within the national programme Mastermath. The institute has about 30 faculty members and 40 postdocs and PhD students.
Questions?
Do you have questions about this vacancy? Or do you want to know more about our organisation? Please contact:
Job application
The UvA is an equal-opportunity employer. We prioritize diversity and are committed to creating an inclusive environment for everyone. We value a spirit of enquiry and perseverance, provide the space to keep asking questions, and promote a culture of curiosity and creativity. The Korteweg-de Vries Institute strives for a better gender balance in its staff. We therefore strongly encourage women to apply for this position.
Do you recognize yourself in the job profile? Then we look forward to receiving your application by 15 June 2021. You can apply online by using the link below.
Applications in .pdf should include:
- curriculum vitae;
- a motivation letter that explains why you have chosen to apply for this specific position;
- a copy of your Master’s thesis or, if not completed, a copy of your Bachelor’s thesis (please include it even if it is not written in English);
- a complete record of Bachelor and Master courses (including grades);
- names and contact information of two academic references (please do not include any recommendation letters). Please inform your references that we may contact them.
All these should be grouped in a single PDF attachment.
Please mention the months (not just years) in your CV when referring to your education and work experience.
The interviews will take place online on 29 and 30 June 2021.
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