Experienced Researcher - 8 for the project Non-Gaussian self-similar processes : Enhancing mathematical tools and financial models for capturing complex market dynamics

Bucharest Universty of Economic Studies, Romania

Updated: about 2 months ago
Job Type: PartTime
Deadline: 12 Dec 2025

4 Dec 2025
Job Information
Organisation/Company

Bucharest Universty of Economic Studies
Research Field

Economics
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

5
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.

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

Skills/Qualifications

1.     Technical skills: §  Proficient in advanced econometric modeling tools and software such as E-Views, Stata, SPSS, and Mathematica. §  Capable of developing and implementing complex econometric models.2. Analytical skills: 

  • Skilled in analyzing and interpreting complex data, identifying trends, and making recommendations based on insights

3. Communication skills: §  Exceptional written and verbal communication skills, enabling clear and concise presentation of research findings4. Teamwork: 

  • Able to work effectively in interdisciplinary teams, collaborating with fellow researchers to achieve project goals.

Specific Requirements

1. Foreign Languages: 

  • Advanced proficiency in English (both written and spoken) to access and disseminate knowledge from international specialized literature
  • Scientific Publications and Contributions
    • Candidates should demonstrate their contributions and publications in the fields of statistics and stochastic modeling related to finance, risk management, and sustainability. These should showcase their expertise and ability to conduct independent research. It is considered an advantage if candidates have published work on non-Gaussian stochastic modeling in mathematical finance in relevant scientific journals

    2.     Innovation Capacity:§  An innovative attitude and creative thinking to develop new methods and tools. 3.     Research Ethics: §  Deep understanding of ethical principles in research and commitment to academic   integrity. 4.     Readiness for Professional Development:

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

    5.     Flexibility and Adaptability:§  Ability to adapt to project direction changes and to respond to unexpected challenges.

    Candidates are expected to present a portfolio of previous projects and relevant scientific publications to assess the quality and relevance of their experience in line with the requested skills and requirements.


    Languages
    ENGLISH
    Level
    Excellent

    Research Field
    Economics

    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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