Mathematical Models for Geopolitical and Cyber Risks

Is the Job related to staff position within a Research Infrastructure? No

Offer Description

The project defines a unified quantitative framework for the stochastic modeling, financial valuation, and mitigation of emerging risks (geopolitical and cyber). International crisis impacts are formalized using econometric indices (text-mining and new robust indicators) and jump processes, distinguishing between geopolitical threats and events. This framework integrates cyber risk via stochastic processes capturing potential interdependence and cross-contagion between physical and digital domains, aiming at the fair pricing of parametric hedges in incomplete markets and dynamic mitigation via stochastic control. The research activity is structured into two macro-phases: 1) literature review and mathematical modeling for geopolitical and cyber risks; 2) valuation of parametric contracts and application of optimal stochastic control (also under partial information).

Where to apply

Website: https://trasparenza.uniroma1.it/page/5/details/37185/bando-incarico-di-ricerca-012026-dipto-memotef-ssd-stat-04a-mathematical-models-for-geopolitical-and-cyber-risks.html

Additional Information

Eligibility criteria

Eligible destination country/ies for fellows:

• Italy

Eligibility of fellows: country/ies of residence:

• EUROPE

Eligibility of fellows: nationality/ies:

• EUROPE

Website for additional job details: https://trasparenza.uniroma1.it/page/5/details/37185/bando-incarico-di-ricerca-012026-dipto-memotef-ssd-stat-04a-mathematical-models-for-geopolitical-and-cyber-risks.html

Work Location(s)

Number of offers available: 1

Company/Institute: Sapienza Università di Roma - Dipartimento Memotef

Country: Italy

Contact

City: Roma

Website: https://trasparenza.uniroma1.it/page/5/details/37185/bando-incarico-di-ricerca-012026-dipto-memotef-ssd-stat-04a-mathematical-models-for-geopolitical-and-cyber-risks.html