Experienced Researcher - 7 for the project Non-Gaussian self-similar processes : Enhancing mathematical tools and financial models for capturing complex market dynamics

4 Dec 2025
Job Information

Organisation/Company

Bucharest Universty of Economic Studies

Research Field

Economics
Computer science

Researcher Profile

Established Researcher (R3)

Positions

Postdoc Positions

Country

Romania

Application Deadline

12 Dec 2025 - 16:00 (Europe/Bucharest)

Type of Contract

Temporary

Job Status

Part-time

Hours Per Week

21

Offer Starting Date

4 Jan 2026

Is the job funded through the EU Research Framework Programme?

Not funded by a EU programme

Is the Job related to staff position within a Research Infrastructure?

No

Offer Description

At the Bucharest University of Economic Studies, the position of an Experienced Researcher with 12,50% of the regular working time is to be filled as soon as possible, for the project Non-Gaussian self-similar processes : Enhancing mathematical tools and financial models for capturing complex market dynamics .

Assets, principal investigator Prof. Dr. Ciprian Andrei Tudor. The position is limited until 30/06/2026.

Applicants with a solid practical experience in statistics and stochastic modeling with applicability in microeconomics, macroeconomie and sustainability are particularly welcome, Experience in previous similar projects will be considered a major advantage.

You should have a university degree at PhD level in the field of economic sciences, finance / accounting / management field , or systems engineering, computers and information technology, systems engineering field.

Our team offers flexible working hours and intensive cooperation in a committed team.

The application deadline is December 12, 2024. If you have any questions, please contact Maria Cristina Pădure (cristina.padure@ase.ro ).  

You can find more details below, as well a short presentation of the project.

Non-Gaussian self-similar processes : Enhancing mathematical tools and financial models for capturing complex market dynamics  - presentation

The proposal concerns a particular class of self-similar stochastic processes, the so-called Hermite processes. Self-similar processes are stochastic processes that are invariant in distribution under a suitable time scaling. The purpose is to offer a deeper analysis of this class of stochastic processes concerning their stochastic and statistical analysis and to propose some non-Gaussian stochastic models, based on (generalized) Hermite processes in mathematical finance. Traditional financial models often rely on the simplifying assumption of Gaussian (normal) distributions, despite the fact that financial data frequently exhibits complexities that cannot be fully captured by such assumptions. We believe that the Hermite processes and some related self-similar stochastic processes can offer a viable alternative for modelling purposes. We actually intend to develop a strong theoretical component based on the systemic study of stochastic models with Hermite random perturbation and also with a significant practical part, related to the effective computation of the data and numerical simulation.

Where to apply

Website

https://resurseumane.ase.ro/non-gaussian-self-similar-processes-enhancing-mathe…

Requirements

Research Field

Economics

Education Level

PhD or equivalent

Research Field

Computer science

Education Level

PhD or equivalent

Skills/Qualifications

1.     Technical skills: 

• Proficient in using E-views and Stata for econometric modeling.
• Advanced expertise in business intelligence, data analysis, data science, and machine learning tools.
• Capable of developing and implementing complex business intelligence and econometric models.

2. Analytical skills: 

• Skilled in analyzing and interpreting complex data, identifying trends, and providing recommendations based on the analysis

3. Communication skills: 

• Excellent written and verbal communication skills, allowing for clear and concise presentation of research findings

4. Teamwork: 

• Effective collaborator in interdisciplinary teams, working alongside other researchers to achieve project goals

Specific Requirements

1.  Foreign Languages: 

• Advanced proficiency in English (both written and spoken) is required to access and disseminate knowledge from international specialized literature

2.     Scientific Publications and Contributions: 

• Candidates must demonstrate their contributions and publications in the fields of statistics, data analysis, machine learning, business intelligence, stochastic modeling in finance and risk management, as well as sustainability. Evidence of expertise and independent research capabilities is essential. Publications in non-Gaussian stochastic modeling in mathematical finance within reputable journals will be considered an advantage.

3.     Innovation Capacity:§  Candidates should possess an innovative mindset and creative thinking skills to develop new methods and tools4.     Research Ethics: §  Deep understanding of ethical principles in research and commitment to academicintegrity. 5.     Readiness for Professional Development:

• Willingness to participate in conferences, workshops, and other forms of continued professional development.

6.     Flexibility and Adaptability:§  The ability to adapt to changes in project direction and effectively respond to unexpected challenges.   Candidates should provide a portfolio of previous projects and relevant scientific publications to demonstrate the quality and relevance of their experience, in light of the required skills and competencies.

Languages

ENGLISH

Level

Excellent

Research Field

Economics

Years of Research Experience

4 - 10

Research Field

Computer science

Years of Research Experience

4 - 10

Additional Information
Benefits

Work in a dynamic group. 

Eligibility criteria

Good command of English. Knowledge in project field.

Selection process

Please see https://resurseumane.ase.ro/non-gaussian-self-similar-processes-enhanci…

Website for additional job details

https://resurseumane.ase.ro/non-gaussian-self-similar-processes-enhancing-mathe…

Work Location(s)

Number of offers available

1

Company/Institute

Bucharest University of Economic Studies

Country

Romania

State/Province

Bucharest

City

Bucharest

Street

Piata Romana no 6

Geofield

Contact

City

Bucharest

Website

https://resurseumane.ase.ro/non-gaussian-self-similar-processes-enhancing-mathematical-tools-and-financial-models-for-capturing-complex-market-dynamics-760243-28-12-2023-cerere-de-finantare-194-31-07-2023/

Street

Piata Romana nr.6 sect.1

E-Mail

cristina.padure@ase.ro

Mobile Phone

+40728100210

STATUS: EXPIRED

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