Postdoc: Longevity Risk Pricing & Hedging

Vereniging voor Statistiek en Operations Research; Leersum; On-site; EUR 36,000 - 48,000; Full time

Job summary

The University of Amsterdam invites applications for a postdoc position at the Research Centre for Longevity Risk. We seek researchers with a strong interest in pricing and reinsurance of longevity risk.

The successful candidate will join a team of researchers in a centre jointly run by the Amsterdam School of Economics and Nationale-Nederlanden, based at the Faculty of Economics and Business. Experience in actuarial science, econometrics, statistics or applied mathematics is encouraged.

Qualifications

• Strong background in actuarial science, econometrics, statistics or applied mathematics.
• PhD or equivalent research experience in a relevant field is preferred.

Responsibilities

• Develop pricing and hedging methods for longevity risk.
• Collaborate with economists and statisticians on project deliverables.

Skills

Actuarial Science

Econometrics

Statistics

Applied Mathematics

Job description

The University of Amsterdam invites applications for a postdoc position at the Research Centre for Longevity Risk. We seek researchers with a strong interest in pricing and reinsurance of longevity risk.

The successful candidate will join a team of researchers in a centre jointly run by the Amsterdam School of Economics and Nationale-Nederlanden, based at the Faculty of Economics and Business. Experience in actuarial science, econometrics, statistics or applied mathematics is encouraged.