Vacant job

Örebro University and the School of Science and Technology are looking for a doctoral student for the doctoral programme in mathematics, concluding with a doctoral degree.

Start date: Autumn semester 2026.

Project description

Investing in stocks or other fluctuating commodities usually requires a mathematical model of risk, return (profit), or utility (a balance between risk and return). A classical model dates back to 1952 and Markowitz. Later, more advanced models came to be known as Modern Portfolio Theory. These models can be ill-posed, meaning that changes in data may result in significantly different investment strategies. One such example of ill-posedness occurs when certain commodities are highly correlated. This project involves analyzing such ill-posed portfolio optimization problems and developing stable and efficient algorithms to solve them.

Supervision: The doctoral student will be supervised by Professor Mårten Gulliksson (principal supervisor), Docent Magnus Ögren, and Docent Stepan Mazur (assistant supervisors).

The programme and the doctoral studentship

The doctoral programme consists of courses and an independent research project, which you will present in a doctoral thesis. The programme concludes with a doctoral degree and comprises 240 credits, corresponding to four years of full-time study.

The plan is for the doctoral student to have teaching duties corresponding to approximately 20% of the time, resulting in a total duration of five years.

Our ambition is for your doctoral studies to be stimulating and purposeful throughout the programme until you obtain your doctoral degree. A thorough introduction will therefore get you off to a good start and provide a solid foundation on which to build your studies. As a doctoral student at Örebro University, you will be offered a specially tailored seminar series covering topics ranging from doctoral programme regulations and career development to support during the study period and networking.

The place in the programme is linked to a full-time doctoral studentship for the duration of the study programme, which corresponds to four years of full-time study. More information on doctoral studentships, part-time studies, and part-time doctoral studentships can be found in the Regulations Handbook (https://www.oru.se/globalassets/oru-en/education/research-education/regelhandbok-for-utbildning-pa-forskarniva_en.pdf). The initial salary for a doctoral studentship is SEK 32,300 per month.

Entry requirements and selection

To be admitted to doctoral studies, applicants must meet both the general entry requirements (https://www.oru.se/english/study/doctoral-education/how-to-become-a-doctoral-student/) and the specific entry requirements. Additionally, applicants must be considered to have the ability required to benefit from the programme. For a full account of the entry requirements, refer to the admissions regulations (https://www.oru.se/globalassets/oru-en/education/research-education/application-and-admission/antagningsordning-for-utbildning-pa-forskarniva-vid-orebro-universitet_en.pdf) as well as Annex 2 to the general syllabus for mathematics (https://www.oru.se/globalassets/oru-en/education/research-education/general-syllabi/allman-studieplan-matematik_beslut_2024-06-13_en.pdf).

To view the full job advertisement and requirements, visit: https://www.oru.se/english/career/available-positions/job/?jid=20260176

Information

For more information about the programme and the doctoral studentship, contact Professor Mårten Gulliksson, email: mailto:[email protected].

At Örebro University, we expect each member of staff to be open to development and change, take responsibility for their work and performance, demonstrate a keen interest in collaboration and contribute to development, as well as to show respect for others by adopting a constructive and professional approach.

Örebro University actively pursues equal opportunities and gender equality, as well as a work environment characterised by openness, trust, and respect. We value the qualities that diversity adds to our operations.

Application to the programme and for the doctoral studentship

The application is made online. Click the "Apply" button to begin the application procedure.

For the application to be complete, the following electronic documents must be included:

• CV
• Copies of the original certificate and official transcript for Bachelor's degree
• Copies of the original certificate and official transcript for Master's degree
• Independent project (degree project)
• Other relevant documents, course and degree certificates verifying eligibility

As a general rule, application documents and attachments should be written in Swedish, Danish, Norwegian, or English. Certificates and documents in other languages verifying your qualifications and experience must be translated by an authorised translator into Swedish or English. A list of authorised translators can be obtained from Kammarkollegiet (the Legal, Financial and Administrative Services Agency), http://www.kammarkollegiet.se/engelska/start.

When you apply for admission, you automatically also apply for a doctoral studentship.

More information for applicants can be found on our career site: https://www.oru.se/english/career/available-positions/applicants-and-external-experts/

The application deadline is 2026-08-17. We look forward to receiving your application!

As we have already made our choices regarding external collaboration partners and marketing efforts for this recruitment process, we decline any contact with recruitment agencies and advertisers.

In accordance with the directives of the National Archives of Sweden (Riksarkivet), we are required to deposit one file copy of the application documents, excluding publications, for a period of two years after the appointment decision has gained legal force.