Postdoctoral Researcher – 8_9 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: 4 days ago
Job Type: PartTime
Deadline: 10 Mar 2026

2 Mar 2026
Job Information
Organisation/Company

Bucharest Universty of Economic Studies
Research Field

Economics » International economics
Researcher Profile

Recognised Researcher (R2)
Positions

Postdoc Positions
Application Deadline

10 Mar 2026 - 16:00 (Europe/Bucharest)
Country

Romania
Type of Contract

Temporary
Job Status

Part-time
Hours Per Week

10
Offer Starting Date

1 Apr 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 Postdoctoral Researcher with 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 for a fixed term until June 30, 2026.

Candidates must demonstrate that they have contributions and publications in the field of statistics and stochastic modeling in finance, risk management, sustainability, demonstrating expertise and independent research capacity. 

You should have a university degree at PhD level in the field of finance or similar with above-average success. 

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

The application deadline is Mars 10, 2026. 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

Skills:

1.     Technical skills: • Advanced use of Python modelling tools and software. 

• The ability to develop and implement complex financial models. 

• Solid understanding of financial theories and financial instruments.2. Analytical skills: ·   Ability to analyze and interpret complex data, identify trends and formulate recommendations based on analysis. 3. Communication skills: ·   Excellent written and verbal communication skills, to present research results clearly and concisely. 4. Teamwork: ·    The ability to work effectively in an interdisciplinary team, collaborating with other researchers to the objectives of the project.

 

Certifications/Qualifications/Specializationsi

  • Chartered Financial Analyst (CFA) level 3
  • Relevant authorizations to the capital market (Financial Supervisory Authority)
  • Ph.D. degree - finance

    • Specific Requirements

    1.  Foreign Languages: • Advanced knowledge of English (written as well as spoken) to be able to access and disseminate knowledge from international literature. 2. Scientific publications and contributions: • Candidates must demonstrate that they have contributions and publications in the field of statistics and stochastic modeling in finance, risk management, sustainability, demonstrating expertise and independent research capacity. It is considered an advantage if candidates demonstrate that they have publications in non-Gaussian stochastic modeling in mathematical finance, in journals relevant to the scientific community, 3. Innovation Capacity: • An innovative attitude and creative thinking to develop new methods and tools. 4. Research Ethics: • Deep understanding of ethical principles in research and commitment to academic integrity. 5. Readiness for Professional Development: • Readiness to participate in conferences, workshops and other forms of continuous professional development.6. Flexibility and Adaptability: • Ability to adapt to project direction changes and to respond to unexpected challenges.Candidates will present a portfolio of previous projects and relevant scientific publications to assess the quality and relevance of their experience, taking into account the required skills and requirements


    Languages
    ENGLISH
    Level
    Excellent

    Research Field
    Economics
    Years of Research Experience
    1 - 4

    Additional Information
    Benefits

    Work in a dynamic group. 


    Eligibility criteria

    Good command of English. Knowledge in project field, Phd  in Finance


    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
    2
    Company/Institute
    Bucharest University of Economic Studies
    Country
    Romania
    State/Province
    Bucharest
    City
    Bucharest
    Postal Code
    010374
    Street
    Piata Romana nr.6 sect.1
    Geofield


    Contact
    State/Province

    Bucharest
    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
    Postal Code

    010374
    E-Mail

    cristina.padure@ase.ro
    Mobile Phone

    +40728100210

    STATUS: EXPIRED

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