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Tuesday, October 16, 2007

Ph.D. Student or Postdoc in Financial Risk Modelling

Financial and Actuarial Mathematics
Institute for Mathematical Methods in Economics
Vienna University of Technology

We are looking for a Ph.D. student or a postdoc for the broad areas of credit risk models, credit derivatives or general dependence modelling in risk management. The position is in the Christian Doppler Laboratory on Portfolio Risk Management (PRisMa Lab). The laboratory is located within the research group for financial and actuarial mathematics at the Vienna University of Technology, it is headed by Prof. Uwe Schmock. The laboratory is funded by the Christian Doppler
Research Association, which is a non-profit association aiming to promote high-quality research, development and knowledge transfer in Austria. The research is carried out jointly with the Bank Austria Creditanstalt and the Austrian Federal Financing Agency (ÖBFA). Your main area of activity will be high-quality research in one of the areas credit risk models, credit derivatives, dependence modelling in risk management or possibly counterparty risk for exotic swaps, always with a view towards practical applicability.

We offer you to work on the forefront of current mathematical research, within a highly active and distinguished research group (Prof. Walter Schachermayer, Prof. Uwe Schmock, Prof. Peter Grandits, Prof. Josef Teichmann, Dr. Friedrich Hubalek, Dr. Reinhold Kainhofer, Dr. Johannes Leitner) and in close cooperation with the specialists of our financial industry partners. We expect you to have a strong background in financial modelling and the theory of stochastic
processes. Nevertheless, a high motivation and a strong desire to learn and adapt new material can fill almost any gap you might have in the requirements.

There are no teaching duties associated with these positions. The start date is flexible and can be anytime in the first months of 2008, however, we plan to start soon. The salaries for the position are based on the FWF guidelines. We strongly encourage applications of female candidates.

Your application has to be in English or German and should arrive by November, 12th, 2007.
Ideally it should be in electronic format (PDF) and include:

* Application letter, indicating your preferred start date,
* Complete curriculum vitae,
* List of publications and preprints (if any), links to online
versions if available,
* Copies of academic transcripts and certificates (please include a translation if these are not in English, German or French),
* Letters of reference or contact details of academics who can provide a letter of reference upon request.

Send your application to the office address secr@fam.tuwien.ac.at. Please join all your attached documents into a single file if possible.

Contact details:
Prof. Dr. Uwe Schmock
Financial and Actuarial Mathematics
Vienna University of Technology
Wiedner Hauptstraße 8-10/105-1
A-1040 Vienna
Austria
eMail: schmock@fam.tuwien.ac.at
URL: http://www.fam.tuwien.ac.at/ (research group) and
http://www.prismalab.at/ (PRisMa La

website link:
http://www.fam.tuwien.ac.at/jobs/20071012.php

The way to AMINEF in Gedung Balai Pustaka

American Indonesian Exchange Foundation
Balai Pustaka Building, 6th. Floor
Jl. Gunung Sahari Raya No. 4
Jakarta 10720, Indonesia

1. The buses which goes to Senen Bus Station all of them pass through Gedung Balai Pustaka. Especially which route is through Pasar Baru .

2. Bus Transjakarta, from Blok M you have to change the bus 2-3 times.
Way 1 : from Blok M change the bus in Dukuh Atas bus stop to the bus towards Pulogadung, then take a bus in Pramuka bus stop towards Ancol, this bus pass through Gedung Balai Pustaka. The closest bus stop (Budi Utomo) is about 800 meters from Gedung Balai .
Way 2 : From Blok M take the bus in the Harmoni Bus Stop, the bus towards Pulogadung, get down in Senen Bus Stop and walk about 800 meters, or from this bus stop take the bus towards Ancol and get down as mentioned in way 1. About the distance, this two bus stops is about the same. (It is better if you take ojek or bajaj from this bus stop to Gedung Balai Pustaka)

3. If you take taxi with old tariff (TL=Tarif Lama) from blok M with no traffic jam is about Rp. 30.000,00.

4. From Blok M use bus Patas AC 76. Gedung Balai Pustaka is in the right side, after you pass through Depag, and say to conductor "Balai Pustaka"

5. Use a busway from Blok M towards Kota, get down in Sawah Besar bus stop. From here take a Mikrolet M12 towards Senen. After cross road Wahidin and before senen get down and cross the street.

Living Cost in Germany

Living Cost in Germany is vary from city to city, but this is th case if you stay in Aachen, Germany
Student accommodation or private sharing : 180 - 230 euros per month
Food : 10 - 12 euros per day (if eating outside)
Transport for students : free within Aachen and until Koln and Dusseldorf in regional trains)

Living Cost In Austria

Living Cost in Austria is depending on the city, for example the Capital of Austria, Vienna:
- Dormitory is about 250-400 euro per month.
- Living Cost 200-400 euro per month.
- Transportation 128 euro per 4 months (student and age < 26), or 49 euro per month (ordinary)

For visa, it has to be a letter from the University/Scholl in Austria. It takes about 2-3 months.

Where to do GMAT Test

GMAT Tests are held in Jakarta, Indonesia :
1. EEC Slipi +62-21 5320044 or +62-215323176
2. Kaplan GMAT Preparation +62-81388908450, +62-21 5211588, +62-215211701 (Information abaout this test can be asked in that number)
3. Or this number +62-213159225

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