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PhD Position Numerical Analysis, University of Antwerp, Belgium

The University of Antwerp is a knowledge centre with 3.400 co-workers that performs ground-breaking and innovative research of international standing. The university takes special care to ensure optimum support and supervision of students, and pays constant attention to educational innovation. The university is an autonomous pluralistic institution that is committed to the enhancement of an open, democratic and multicultural society, and it pursues an equal opportunities policy.

The Applied Mathematics group at the Department of Mathematics and Computer Science, University of Antwerp is seeking a PhD student in Numerical Analysis.

The group has recently been established by prof. Karel in 't Hout and prof. Wim Vanroose and deals with the numerical solution of large-scale problems in financial mathematics, physics, chemistry and engineering.

Job description:

The current opening lies within the project
Design of new models and techniques for high performance financial applications

The aim of this project is to analyze and develop efficient and robust numerical schemes for time-dependent partial differential equations modeling the prices of contemporary financial products such as exotic options.

Profile:
Candidates with a strong numerical analysis background and a clear interest in financial mathematics are encouraged to apply.

We offer:
The position starts on January 1, 2008 and is initially for two years, with the possibility of an extension for another two years.

To apply:
Please send your CV and a cover letter electronically before October 15, 2007 to prof. Karel in 't Hout (Karel.Inthout@ua.ac.be).
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