Deadline: July 4th, 2011.
Position start: September 1, 2011, or later.
HIPERFIT gathers researchers from mathematical finance (MF), domain-specific languages (DSL), functional programming (FP) and high-performance systems (HPS) and experts from financial sector institutions to solve the simultaneous challenges of high transparency, high computational performance and high productivity in finance by mapping high-level models and languages directly onto the evolving crop of inexpensive highly parallel computer architectures such as GPGPUs.
Candidates are expected to have a solid academic background within one or more of the 4 research areas (MF, DSL, FP, HPS) as demonstrated by documented knowledge related to:
Multidimensional diffusion stock market models (MF)
Bond market theory and credit risk theory (MF)
Jump-diffusion models and stochastic volatility models (MF)
Functional programming, other declarative programming paradigms (FP, DSLs and HPS)
Formal semantics, type theory and type systems, program logics and verification (FP, DSLs and HPS)
Program analysis and transformation, programming language implementation (FP, DSLs and HPS)
Theory and practice of parallel and/or concurrent programming (FP, DSLs and HPS)
Computer architecture (HPS).
They are also expected to take an active interest in cooperating with researchers in the other areas. (Putting it informally: You are demonstrably at home in one of the areas -- one is enough, more are welcome -- and you are excited, rather than put off, worried or indifferent, about learning about and engaging yourself with specialists from the other areas.)
HIPERFIT deliberately pursues high-risk research with a potentially disruptive strategic impact on high-performance computing practice, viewing the dramatic changes in commodity computing platforms from being sequential to massively parallel as an opportunity for ``naturally'' parallel high-level programming languages to effectively bridge problem/solution specifications on the one side and evolving parallel computer architectures on the other. In this fashion HIPERFIT complements the prevalent retrofitting and adaptation of existing code bases and low-level coding for specific parallel machine architectures. Applicants with a background in functional programming and declarative domain-specific languages are thus particularly encouraged to apply.
For more information on HIPERFIT, see http://www.hiperfit.dk.
For detailed information on the position announcements, including application details and contact information, see http://www.offentlige-stillinger.dk/sites/cfml/kbhuni/kbhuniVis.cfm?plugin=1&englishJobs=NO&nJobNo=196679&nLangNo=1.
Please follow the application instructions carefully and do not send nonspecific email inquiries (e.g. "Dear Professor: I want to be a Ph.D. student. Here is my CV. What should I write a Ph.D. about?"), as they risk not receiving any response. We are happy to field inquiries, which are clearly informed by and specific to the position announcements, the information on hiperfit.dk and information obtained from HIPERFIT investigators' home pages.