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Laboratory for Stochastic Analysis and its Applications (LSA)


The Higher School of Economics Laboratory for Stochastic Analysis and its Applications (LSA) in Moscow Russia invites applications for postdoctoral research positions in the field of probability theory and mathematical statistics.

 

The job involves:

  • working under the direct supervision of members of the laboratory:  Prof. S. Molchanov, Prof. V. Konakov, Prof. A. Veretennikov, Prof. S. Menozzi, Prof. D. Belomestny 
  • participants are encouraged to pursue their own research in parallel with working on LSA  research projects in three broad areas:
a.  Statistical inference in semi-/nonparametric models, in particular for stochastic volatility models.
b.  Discretization of stochastic differential equations
c.  Degenerate diffusions and Aronson type estimates two-sided bounds for transition densities 
  • writing research papers for international peer-reviewed journals in co-authorship with the members of the Lab
  • participation in organization of the events and other contribution to the Lab’s development
  • public presentations of candidate’s own research to the researchers in the field and the broader academic community
  • some teaching is encouraged, though not required.

 

The Lab offers access to its databases and analytical software.


Requirements:

  • a PhD from an international research university in such fields as: probability theory and mathematical statistics.
  • a strong background in mathematics, especially in probability theory and mathematical statistics
  • ability to work in a team,
  • fluent English
  • relevant experience is an asset although not required

 

General conditions for Post-Doctoral Research positions can be found here. Appointments will be normally made for one year.

 

A CV, research statement and two letters of recommendation should be submitted directly via online application form by March 15, 2017. Please note that direct applications to the hiring laboratory may not be reviewed.

 

About HSE
HSE is a young, dynamic, fast-growing Russian research university providing unique research opportunities. For more information about HSE, please visit our web pages: Higher School of EconomicsLaboratory for Stochastic Analysis and its Applications (LSA) or contact Valentin Konakov directly.

Apply now


 

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