Doctoral Student in Mathematics – Portfolio Optimization and Algorithmic Analysis
Örebro University invites applications for a doctoral student position in Mathematics, with a research focus on portfolio optimization and algorithmic analysis. The project investigates mathematical models of risk, return, and utility in investment contexts, building on classical and modern portfolio theory. A key challenge addressed is the ill-posedness of portfolio optimization problems, particularly when commodities are highly correlated, and the development of stable and efficient algorithms to solve these issues.
The doctoral programme comprises both coursework and an independent research project, culminating in a doctoral thesis and degree. The programme is structured for four years of full-time study (240 credits), with an additional year allocated for teaching duties (approximately 20% of the time). Doctoral students benefit from a tailored seminar series covering programme rules, career development, study support, and networking opportunities.
Supervision is provided by Professor Mårten Gulliksson (principal supervisor), Docent Magnus Ögren, and Docent Stepan Mazur (assistant supervisors). The research environment at Örebro University is characterized by openness, trust, and respect, with a strong commitment to equal opportunities and diversity.
The studentship is fully funded, with an initial salary of SEK 32,300 per month. Applicants must meet both general and specific entry requirements: a second-cycle qualification or equivalent, and substantial coursework in mathematics (at least 120 credits, including an independent project, with 30 credits at the second cycle). Equivalent qualifications from Sweden or abroad are accepted. Teaching in Swedish is advantageous but not mandatory, and candidates with a strong background in economics are encouraged to apply.
Application is online and requires submission of a CV, certificates and transcripts for Bachelor's and Master's degrees, independent project, and other documents verifying eligibility. Documents must be in Swedish, Danish, Norwegian, or English, or translated by an authorized translator. The application deadline is 17 August 2026.
For further information, contact Professor Mårten Gulliksson at [email protected]. More details for applicants are available on the university's career site. The university values diversity and expects staff to demonstrate openness, responsibility, collaboration, and professionalism.
Apply now to join a vibrant research community and contribute to advancing mathematical approaches in portfolio optimization.