Scholarship Database

Postdoctoral position in mathematics: Liquidity risk – High Frequency Data and Algorithmic trading at Uppsala University, Sweden 2012

Study Subject(s):Mathematics
Course Level ostdoctoral
Scholarship Provider: Uppsala University
Scholarship can be taken at: Sweden

Eligibility:
To qualify you should have a PhD degree in mathematics, mathematical statistics, computer science, or equivalent, not older than three years. To be eligible for a position as postdoctoral researcher the applicant’s Ph.D. degree must have been obtained no more than three years prior to the application date; however, for example periods of sick leave or parental leave are deducted from the three-year period.

Scholarship Open for International Students: No

Scholarship Description: The research group in analysis and applied mathematics welcomes a postdoctoral fellow to pursue research within a project focused on liquidity risk. The research will contain theoretical as well as numerical components. Liquidity risk arises, in particular, in situations when a party which is interested in trading an asset or a portfolio of assets is unable to perform such a transaction because no other market participant wants to trade that asset. In particular, liquidity risk is financial risk due to uncertain liquidity. Currently there exist essentially no public comprehensive models, of a more generic and universal character, for liquidity risk. The aim of the project is to develop such models on the level of financial instruments, portfolios and on the level of the financial system. On the level of financial instruments the project is focused on the asset modeling based on high-frequency and the impact on algorithmic trading. The position is for two years and is financed by a grant from Riksbankens Jubilemsfond. The work consists of 100 percent of research.

How to Apply: Email

Scholarship Application Deadline: 12 December, 2011

Further Scholarship Information and Application