Mathematical Models for Geopolitical and Cyber Risks

Italian Ministry of Education, University and Research; Italia; On-site; EUR 28,000 - 36,000; Full time

Job summary

Sapienza Università di Roma invites applications for a research fellowship in the Department Memotef. The project defines a unified framework for the stochastic modeling, financial valuation, and mitigation of emerging geopolitical and cyber risks, with emphasis on interdependence between physical and digital domains.

The research activity is structured into two macro-phases: (1) literature review and mathematical modeling for geopolitical and cyber risks; (2) valuation of parametric contracts

Job description

Organisation/Company Sapienza Università di Roma - Dipartimento Memotef Research Field Economics Financial science Mathematics Applied mathematics Mathematics Probability theory Researcher Profile Recognised Researcher (R2) Leading Researcher (R4) First Stage Researcher (R1) Established Researcher (R3) Application Deadline 18 Nov 2026 - 23:59 (UTC) Country Italy Type of Contract To be defined Job Status Not Applicable 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

The project defines a unified quantitative framework for the stochastic modeling, financial valuation, and mitigation of emerging risks (geopolitical and cyber). International crisis impacts are formalized using econometric indices (text-mining and new robust indicators) and jump processes, distinguishing between geopolitical threats and events. This framework integrates cyber risk via stochastic processes capturing potential interdependence and cross-contagion between physical and digital domains, aiming at the fair pricing of parametric hedges in incomplete markets and dynamic mitigation via stochastic control. The research activity is structured into two macro-phases: 1) literature review and mathematical modeling for geopolitical and cyber risks; 2) valuation of parametric contracts and application of optimal stochastic control (also under partial information).

• Italy

Eligibility of fellows: country/ies of residence:

• EUROPE