The Fraunhofer Institute for Industrial Mathematics ITWM in
Kaiserslauern, Germany, is looking for a researcher in its
department for Financial Mathematics, starting as soon as
possible.
We are a team working in the following domains of research
and industrial projects: Development of models and algorithms
for pricing of financial derivatives; evaluation, optimization
and risk assessment of portfolios; statistical analysis of
operational risks as well as detection of peculiarities in
large data sets.
In particular, we search for colleagues graduated in a mathematical
degree programme (master or diploma), with profound knowledge in
statistics, experience in exploratory data analysis, and programming
skills---preferably in R, but otherwise also in Matlab or C#---and
with proficiency in English and German of the following form:
Understanding Speaking Writing
Listening Reading Spoken Spoken
interaction production
English: C1-C2 C1-C2 C1 C1 C1
German: B2-C1 B2 B1 B2 B2
according to the Common European Framework of Reference for Languages
http://www.coe.int/t/dg4/linguistic/cadre_en.asp
For details see our opening at:
https://jobs.fraunhofer.de/Vacancies/78607/Description
or directly contact
Dr. Peter Ruckdeschel, peter.ruckdeschel at itwm.fraunhofer.de or
Dr. J?rg Wenzel, joerg.wenzel at itwm.fraunhofer.de
Best regards,
Peter Ruckdeschel
