Location: The School of Mathematics and Applied Statistics, University of Wollongong
Employment Type: 2 x PhD scholarship (3 years)
Duration: 3-year appointment
Closing Date: 10 July 2023
Two PhD scholarships are available for applicants to work on the ARC Discovery Project “Weather, climate & geological risks: derivative pricing & risk management”. This project aims to create new mathematical models and approaches for the fair valuation and hedging of financial derivatives, tackling funding for climate change adaptation and catastrophic disaster risk management. Businesses use derivatives to strategically mitigate financial losses from adverse climate conditions and geological hazards. Expected outcomes are improved models for weather variables and hazard risk assessment; richer methodology from the fusion of mathematical techniques, data analysis and earth sciences perspectives; and quantitative solutions to pressing societal concerns.
Prospective applicants will have a solid undergraduate degree in applied mathematics or mathematical finance, with an honours or master’s degree in related areas.
For further information about this position, please contact Dr M Rodrigo at rodrigom@uow.edu.au.
The University of Wollongong is committed to equality, diversity and inclusion. As an equal opportunity employer, we celebrate diversity and inclusion, and believe gender equality is fundamental to achieving our goal of being in the top 1%. The University seeks to increase the representation of women in the disciplines of science, technology, engineering, mathematics and medicine (STEMM) to address gender imbalance. As a recognised leader in gender equality, we offer professional development programs and promote a healthy work life balance.
