Postdoc in Stochastics

A postdoctoral position in Stochastics at the T.N. Thiele Centre for Applied Mathematics in Natural Science, Aarhus University is now open from 1. July 2012. The initial period of the position is for one year but with the possibility of a one year prolongation. In particular, for candidates who will combine their research on Ambit processes with applications to finance, an initial 2-year postdoc position can be offered co-funded by CREATES.

Applicants should have a strong background in theoretical stochastics and a manifest interest in applications of stochastics. The first year of the postdoc period should be devoted to a study of basic aspects of Ambit Stochastics.

Ambit Stochastics is a new field of mathematical stochastics that has its origin in the study of turbulence but is in fact of broad applicability in science, technology and finance, in relation to modelling of spatio-temporal dynamic processes. Moreover, the particular character of ambit processes has raised a plethora of new, purely mathematical research questions whose solution is essential for the building of a full-fledged stochastic analysis for such processes.

To further the development of Ambit Stochastics and its applications a research network with acronym AHOI has recently been created. AHOI (Aarhus, Heidelberg, Oslo, Imperial) is a collaborative network between researchers in Stochastics at the Thiele Centre, Department of Mathematics, Aarhus University; Center for Research in Econometric Analysis of Time Series (CREATES), Department of Economics and Business, Aarhus University; Institute of Applied Mathematics. Heidelberg University; Centre of Mathematics for Applications (CMA), Department of Mathematics, Oslo University; and Department of Mathematics, Imperial College, London. The AHOI network, established in 2011, expects to be able over the next coming years to announce a number of postdoc positions internationally.

For a first impression of the research field of ambit stochastics:

The successful candidate will have Aarhus University as the main base, but will also spend a considerable part of the postdoc period at one or more of the other three AHOI nodes.

Documents required for the online application is a CV, a list of publications and a research statement. References can be sent by referees directly to human resource officer Vibeke Hedemann Schmidt, Please state the name of the applicant and the position applied for in the subject field of the email. For further information please contact Professor Ole E. Barndorff-Nielsen, Department of Mathematics, Phone: +45 871 55794, email:

Formalities and salary range

Further information on qualification requirements and job content may be found in the Memorandum on Job Structure for Academic Staff at Danish Universities.

The application must be in English and include a curriculum vitae, degree certificate, a complete list of publications, a statement of future research plans and information about research activities, teaching portfolio and verified information on previous teaching experience (if any). The recommended level of detail.

Salary depends on seniority as agreed between the Danish Ministry of Finance and the Confederation of Professional Unions.


All applications must be made online and received by:


Please apply online following this link:

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