Postdoctoral Research Fellow in Stochastic Analysis and Computational Methods

Twoja Norwegia; Oslo; Hybrid; NOK 595,000 - 690,000; Full time

Benefits offered by this job

Exercise during work hours

Postdoctoral development programmes

Pension scheme

Job summary

The University of Oslo invites applications for a Postdoctoral Research Fellow in Stochastic Analysis and Computational Methods at the Department of Mathematics, Risk and Stochastics, Blindern campus in Oslo. The appointment is full-time for three years, with 10% of time devoted to teaching activities.

The position is tied to the SURE-AI consortium, aiming to advance AI with rigorous stochastic methods. Applicants should have a strong background in stochastic analysis, Malliavin calculus,

Qualifications

• Required: PhD in stochastic analysis, probability or mathematical statistics with dissertation submitted by closing date.
• Fluent oral and written English required.

Responsibilities

• Develop original mathematical methods for AI and its applications in economics, energy finance and insurance.
• Focus on stochastic analysis and computational methods for machine learning.
• Contribute to risk-sensitive decision making and ethical alignment in AI research.

Skills

Stochastic analysis

Malliavin calculus

Forward SDEs

Backward SDEs

Signature methods

Filtering

Machine learning

Computational stochastics

Education

Doctoral degree in stochastic analysis or related field

Job description

About the position

A position as Postdoctoral Research Fellow in Stochastic Analysis and Computational Methods is available at Department of Mathematics, within the section of Risk and Stochastics.

Starting date no later than January 31st, 2027.

The appointment is a full-time position and is for a period of three years (10% of which is devoted to other career-promoting work, usually in the form of teaching activities).

Depending upon the qualification of the applicant and the current needs of the department, a fourth year may be considered. In this case, a workload of 25% is devoted to career promoting work, usually in the form of teaching and/or supervision duties. In this case, Postdoctoral fellows who are appointed for a period of four years are expected to acquire basic pedagogical competency in the course of their fellowship period within the duty component of 25%.

No one can be appointed for more than one Postdoctoral Research Fellowship at the University of Oslo.

The position is bounded to the SURE-AI consortium agreement and its research scopes. The Centre for Sustainable, Risk-Averse, and Ethical AI or SURE-AI is a Norwegian AI centre funded by the Research Council of Norway (2025-2030). The primary objective is to create a new generation of algorithms for inference and decision‑making by pushing the boundaries of the underlying computational techniques. SURE-AI researchers will drive a transformative leap in AI through a groundbreaking Centre initiative dedicated to making Artificial Intelligence more efficient, transparent and safe, addressing the critical challenges of resource consumption, behaviour unpredictability and ethical alignment with human and societal values. The centre involves senior researchers from well‑renowned national and international research institutions, in close collaboration with industry and public sector. Overall, SURE-AI includes 19 national Norwegian partners, as well as researchers from 15 international institutions.

Six national research centres for Artificial Intelligence (AI) were launched in the Fall of 2025. These centres will foster interdisciplinary collaboration among researchers to address both scientific and societal challenges, develop new technologies, understand the impact of AI, and drive innovation across both the business and public sectors. This initiative is established and financed through the government’s significant investment in artificial intelligence over the next five years

The present postdoctoral position is hosted at the Department of Mathematics, at Blindern campus in Oslo, which is the place of work.

Project description

The position is framed in the strongly interdisciplinary research group of Risk and Stochastics and the Community of SURE-AI. The focus is on the development of original mathematical methods for AI and its applications aimed at the modelling and analysis of complex phenomena particularly within economics and finance, energy finance, sustainable and ethical economics and insurance.

We are interested in research projects that are deeply grounded in stochastic analysis and show also development of computational methods towards machine learning. The projects will focus on applications to risk‑sensitive decision making and control, with the potential to address ethical and human alignment in machine learning research.

For this, candidates with a strong background in the areas of stochastic analysis, Malliavin calculus, forward and backward stochastic differential equations, signature methods, filtering, machine learning and computational stochastics are particularly welcome and are prioritized. Clear interest in computational methods towards applications is appreciated.

We are interested in candidates that can merge into an internationally oriented group with high ambitions in research excellency. It is expected that the fellow takes active part in both the research development and the group’s activities.

The main purpose of a postdoctoral fellowship is to provide the candidates with enhanced skills to pursue a scientific top position within or beyond academia. To promote a strategic career path, all postdoctoral research fellows are required to submit a professional development plan no later than one month after commencement of the postdoctoral period.

What skills are important in this role?

The Faculty of Mathematics and Natural Sciences has a strategic ambition to be among Europe’s leading communities for research, education and innovation. Candidates for these fellowships will be selected in accordance with this, and expected to be in the upper segment of their class with respect to academic credentials.

Required qualifications:

• Applicants must hold a degree equivalent to a Norwegian doctoral degree in stochastic analysis, probability or mathematical statistics, numerical methods for stochastics, forward and/or backward stochastic differential equations, stochastic control, stochastic filtering. Doctoral dissertation must be submitted for evaluation by the closing date. Only applicants with an approved doctoral thesis and public defence are eligible for appointment.
• Fluent oral and written communication skills in English.

Desired qualifications:

• Interdisciplinary research experience and/or attitude in the relevant areas is an advantage.
• Knowledge of computational methods for stochastics and programming skills.
• Knowledge in one or more of the following areas: Malliavin calculus, stochastic filtering, risk measures, signature methods.
• Knowledge of a Scandinavian language may be an advantage for teaching and supervision (if applicable)

UiO is subject to the Security Act, which governs the organisation's protection of security‑sensitive objects and knowledge, in addition to other relevant legislation concerning access to and handling of sensitive information. Based on this, it is a requirement that successful applicants are security‑eligible. We may use background checks as part of our recruitment process.

What are we looking for in you?

Personal skills:

The fellow is expected to take part in the activities of the Section of Risk and Stochastics. We are expecting a person able to work in structured manner both independently and as part of a team, swiftly adapting to new tasks. In general, a positive attitude and the ability to handle hectic periods is an advantage. A genuine interest in taking part in the various aspects of the academic life with collaborative and pro-active attitude is highly appreciated.
Good communication skills are important.

Employment in the position is based on a comprehensive assessment of all qualification requirements applicable to the position, including personal skills.

We can offer you

• Exciting and meaningful tasks in an organization with an important societal mission, contributing to knowledge development, education, and enlightenment that promote sustainable, fair, and knowledge‑based societal development
• Committed colleagues in a good working environment
• Good welfare schemes
• Opportunity of up to 1.5 hours a week of exercise during working hours.
• A workplace with good development and career opportunities
• Postdoctoral development programmes.
• Membership in the Statens Pensjonskasse, which is one of Norway's best pension schemes with beneficial mortgages and good insurance schemes
• Salary in position as Postdoctoral Fellow, position code 1352 in salary range NOK595 000 - 690 000, depending on competence and experience. From the salary, 2 percent is deducted in statutory contributions to the State Pension Fund

We need different perspectives in our work

UiO is an open and internationally oriented comprehensive university that strives to be an inclusive and diverse workplace and academic environment. You can read more about UiO’s work on equality, inclusion, and diversity at uio.no.

We fulfill our mission most effectively when we draw upon our variety of experiences, backgrounds, and perspectives. We are looking for great colleagues, could you be the next one?

We will do our best to accommodate your needs. Relevant adjustments may include modifications to working hours, task adaptations, digital, technical, or physical adjustments, or other practical measures.

If you have an immigrant background, a disability, or CV gaps (Norwegian), we encourage you to indicate this in the job application portal. We always invite at least one qualified candidate from each group for an interview. In this context, disability is defined as an applicant who identifies as having a disability that requires workplace or employment‑related accommodations. For more details about the requirements, please refer to the Employer portal (Norwegian).

The selections made in the job application portal are used for anonymized statistics that all state employers include in their annual reports. More information about gender equality initiatives at UiO can be found here.
We hope you will apply for the position with us.

General information

The best qualified candidates will be invited for interviews.

Please see the guidelines and regulations for appointments to Postdoctoral fellowships at the University of Oslo.

If an applicant has applied for and been granted funding for a fulltime research stay abroad while being employed as a Postdoctoral Research Fellow, the employment will be prolonged with the equivalent time as the research stay, but for no longer than of twelve months ( thus extending the employment to a maximum of four years)

No one can be appointed twice as a Postdoctoral fellow financed with funds from The Research Council of Norway (NFR).

Applicant lists can be published in accordance with Norwegian Freedom of Information Act § 25. When you apply for a position with us, your name will appear on the public applicant list. It is possible to request to be excluded from this list. You must justify why you want an exemption from publication and we will then decide whether we can grant your request. If we can't, you will hear from us.

The University of Oslo has an agreement for all employees, aiming to secure rights to research results a.o.