Open Early Stage Researcher/PhD 06

Research Assist­ant - salary grade E13 TV-L Ber­liner Hoch­schu­len
part-time employ­ment may be pos­sible

ROM­SOC (Reduced Order Mod­el­ling, Sim­u­la­tion and Optim­iz­a­tion of Coupled Sys­tems) is a European Indus­trial Doc­tor­ate (EID) pro­ject in the pro­gramme Innov­at­ive Train­ing Net­works (ITN) and part of Marie Sklodowska Curie actions within the Hori­zon 2020 pro­gramme. The ROM­SOC EID Net­work brings together 15 inter­na­tional aca­demic insti­tu­tions and 11 industry part­ners and sup­ports the recruit­ment of eleven early stage research­ers (ESRs). Each ESR will be work­ing on an indi­vidual research pro­ject in the host insti­tu­tion with second­ments related to their research in other aca­demic and indus­trial part­ners of the net­work. The research is focused on three major top­ics: coup­ling meth­ods, model reduc­tion meth­ods, and optim­iz­a­tion meth­ods, for indus­trial applic­a­tions in well selec­ted areas, such as optical and elec­tronic sys­tems, eco­nomic pro­cesses, and mater­i­als. The ROM­SOC EID Net­work offers a unique research envir­on­ment, where lead­ing aca­dem­ics and innov­at­ive indus­tries will integ­rate ESRs into their research teams for the train­ing period, provid­ing an excel­lent struc­tured train­ing pro­gramme in mod­el­ling, sim­u­la­tion and optim­iz­a­tion of whole products and pro­cesses.
We seek excel­lent open-minded and team-spir­ited PhD can­did­ates who will get unique inter­na­tional, inter­dis­cip­lin­ary and inter-sec­toral train­ing in sci­entific and trans­fer­able skills by dis­tin­guished lead­ers from aca­demia and industry.
Within the ROM­SOC net­work we offer the fol­low­ing PhD pos­i­tion at Tech­nis­che Uni­versität Ber­lin and Math­Con­sult GmbH: Model order reduc­tion for para­met­ric high dimen­sional mod­els in the ana­lysis of fin­an­cial risk. Ref­er­ence num­ber: ROM­SOC-ESR06
In Com­pu­ta­tional Fin­ance poten­tial devel­op­ments of assets and/or liab­il­it­ies are usu­ally
modeled via Monte Carlo sim­u­la­tion of the under­ly­ing risk factors. For the valu­ation of fin­an­cial
instru­ments, however, tech­niques based on dis­cret­ized con­vec­tion-dif­fu­sion-reac­tion PDEs are often super­ior. The solu­tion of these high-dimen­sional prob­lems requires sparse rep­res­ent­a­tions in tensor formats and an adapt­a­tion of the iter­at­ive solv­ers to this format.
Work­ing field:

The PhD can­did­ate shall develop hier­arch­ical tensor rep­res­ent­a­tions MC and PDE meth­ods arising in the valu­ation of fin­an­cial risk. The work com­prises devel­op­ment of model order reduc­tion meth­ods for high-dimen­sional sys­tems in tensor format, the devel­op­ment of error estim­ates in model hier­archy and the imple­ment­a­tion of effi­cient algorithms. The PhD can­did­ate will spend second­ments for tech­nical and sci­entific train­ing at Math­Con­sults (Aus­tria). PhD thesis pre­par­a­tion is pos­sible.

Suc­cess­fully com­pleted uni­versity degree (Mas­ter, Dip­lom or equi­val­ent) in Math­em­at­ics, Math­em­at­ical Engin­eer­ing, Math­em­at­ical Eco­nom­ics, Sci­entific Com­put­ing or other related dis­cip­lines
Exper­i­ence in numer­ical solu­tion of dif­fer­en­tial equa­tions, tensor ana­lysis, and model order reduc­tion
Pro­gram­ming skills in object ori­ented lan­guages as well as Python/Mat­lab
Strong interest in inter­dis­cip­lin­ary sci­entific work
Abil­ity to work inde­pend­ently and as part of a team
Strong motiv­a­tion to pur­sue a PhD degree
Pre­ferred qual­i­fic­a­tions include excel­lent grades, research tal­ent (as proven by the mas­ter thesis), affin­ity with math­em­at­ical mod­el­ing and sim­u­la­tion in engin­eer­ing applic­a­tions, and per­sonal ambi­tion
Excel­lent com­mand of Eng­lish, together with good aca­demic writ­ing and present­a­tion skills

The can­did­ate recruited in the ROM­SOC pro­ject must be in the first four years from the date when the can­did­ate obtained the degree entitling him or her to embark on a doc­tor­ate (e.g.
Mas­ter degree). No doc­toral degree has been awar­ded dur­ing these four years. The can­did­ate must not have resided or car­ried out her/his main activ­ity (work, stud­ies, etc.) in the host coun­try for more than 12 months in the 3 years imme­di­ately prior to the recruit­ment date. Com­puls­ory national ser­vice, short stays such as hol­i­days, and time spent as part of a pro­ced­ure for obtain­ing refugee status under the Geneva Con­ven­tion are not taken into account.
The can­did­ate must work exclus­ively for the pro­ject dur­ing the employ­ment con­tract. The can­did­ate must ful­fill the con­di­tions to be admit­ted in the PhD pro­gramme indic­ated in the job vacancy. Tuition fees will be covered by the fel­low­ship. These con­di­tions must be ful­filled at the start­ing date of the con­tract. The start­ing date for each pos­i­tion is tent­at­ive.
How to ap­ply:

Please send your writ­ten applic­a­tion with the ref­er­ence num­ber and the usual doc­u­ments (in par­tic­u­lar motivation letter, detailed CV, certificates, list of MSc courses and grades, copy of the master thesis, reference letter) to Tech­nis­che Uni­versität Ber­lin - Der Präsid­ent - Fakultät II, Institut für Mathematik, AG Modellierung, Numerik, Differentialgleichungen, Prof. Dr. Volker Mehrmann, Sekr. MA 4-5, Straße des 17. Juni 136, 10623 Berlin or by e-mail to

To ensure equal oppor­tu­nit­ies bet­ween women and men, app­li­ca­ti­ons by women with the requi­red qua­li­fi­ca­ti­ons are expli­citly desi­red.
Qua­li­fied indi­vi­du­als with disa­bi­li­ties will be favo­red.

Please send cop­ies only. Ori­gi­nal docu­ments will not be retur­ned.

Contact Email: 
Expiration Date: 
Friday, December 15, 2017