Job Information
Organisation/Company: Sapienza Università di Roma - Dipartimento Memotef
Research Field:
- Economics » Financial science
- Mathematics » Applied mathematics
- Mathematics » Probability theory
Researcher Profile:
- Recognised Researcher (R2)
- Leading Researcher (R4)
- First Stage Researcher (R1)
- Established Researcher (R3)
Application Deadline: 18 Nov 2026 - 23:59 (UTC)
Country: Italy
Type of Contract: To be defined
Job Status: Not Applicable
Is the job funded through the EU Research Framework Programme? Not funded by a EU programme
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
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
