PhD studentship in the Financial Mathematics and Computational Research Cluster (FMC2)

The Financial Mathematics Computation Cluster (FMC2) has an opening for a PhD researcher for a programme of research in Asset and Risk Management. The cluster is a collaboration between Industry, University College Dublin (UCD), Dublin City University (DCU) and National University of Ireland - Maynooth (NUIM).  

This studentship is based at University College Dublin, Ireland.

Supervisor(s)
Work packages 7-9 (based in UCD)
PI: Professor John Cotter, john.cotter@ucd.ie
http://www.smurfitschool.ie/academicsampresearch/ouracademics/bankingfinance/professorjohncotter/home/

Brief Project description
This studentship is relevant for well-qualified students with postgraduate or undergraduate degrees in finance, economics, statistics, mathematics and related disciplines. The precise background required varies by work package.

Research will cover topics in:

Asset Pricing and Risk        Risk Management of Real EstatePension Risk     

For further information visit:     
http://www.fmc-cluster.org/index.php?option=com_content&view=article&id=57&Itemid=83      

Background
The Financial Mathematics Computation Cluster (FMC2) is a collaboration between Industry, UCD, DCU and NUIM.

FMC2 brings together complementary expertise in financial mathematics, financial economics and computer science to create a multi-disciplinary research programme in asset and risk management, areas of critical importance to the future development of the international financial services sector in Ireland.

Launched in 2009, FMC2 is part of the Science Foundation Ireland Strategic Research Cluster (SRC) programme.

SFI Strategic Research Clusters (SRCs) help link create partnerships across academia and industry to address crucial research questions, to foster the development of new and existing Irish-based companies, and to grow partnerships with industry that could make an important contribution to Ireland and its economy.

Terms and conditions
This PhD studentship offers an attractive package including a fixed annual stipend of €18,000, a contribution to fees and support for research activities.

Further info/apply
Expressions of interest should include:

1. a statement of research interests
2. a detailed CV
3. transcripts of degrees
4. the names and email contacts of two academic referees

Expressions of interest should be sent via email to Irene.ward@ucd.ie.

Further information on the cluster and research topics can be found at
http://www.fmc-cluster.org/

All formal applications will be processed via the relevant university's normal PhD application processes.

Closing date for application: 20 May 2011

Start date: September 2011