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Position: PhD Student
Institution: Paul Scherrer Institut
Location: Villigen, Aargau, Switzerland
Duties: Achievement of a PhD degree at ETH Zurich on cutting-edge mathematical analysis of energy markets where risk-averse market players use storage technologies and financial hedging instruments; Development of the methodological basis and model-based application related to electricity markets with an increasingly higher level of storage possibilities; Assessment of optimal financial hedging mechanisms for different types of risk-averse players on energy markets, including barriers for their adoption and optimal usage; Estimate players'benefits, social costs and market price impacts under different assumptions on risk measurement and perception, and different degrees of market completeness; Analysis using financial hedging/replication theory, adopted to energy markets, under different assumptions of financial risk measurement; corresponding numerical analysis with a market equilibrium model; Dissemination and publication of research in academic journals and at conferences. Support teaching activities and specific other scientific tasks of the group
Requirements: Very good mathematical skills; You have (or are about to get) a master degree in operations research, mathematics/finance (especailly financial risk management and hedging/option theory) or economics/energy-economics (with master courses taken in operations research, math or finance); Mathematical optimization software skills are beneficial (i.e. GAMS); You have good written and verbal communication skills, and enjoy working in an international team. Good English language skills are essential; You can provide in your submission a recommendation from a person in the field of either operations research, mathematics, finance or quantitative economics
   
Text: Skip to main content DE EN FR MENU Search Search Search Hauptnavigation Labs & User Services Open mainmenu item Overview Research at PSI Research Divisions and Labs Facilities and Instruments Research Initiatives PSI User Labs Scientific Highlights Scientific Events Scientific Career Useroffice Visitors Open mainmenu item Overview Contact How to find us Public Events Visitor Centre psi forum SchĂ¼lerlabor iLab Center for Proton Therapy Industry Open mainmenu item Overview Technology Transfer Spin-off Companies PARK innovAARE Our Research Open mainmenu item Current topics from our research Matter and Material Human Health Energy and Environment Large Research Facilities General Brochures Films Media Corner Career & Further Education Open mainmenu item Job Opportunities Personnel Policy Working at PSI Equal Opportunities, Diversity & Inclusion Training and Further Education Vocational Training PSI Education Centre Support Program "PSI Career Return Program" PSI-FELLOW/COFUND About PSI Open mainmenu item PSI in brief Strategy Guiding principles Facts and figures Organisational structure Suppliers and customers Customers E-Billing IT and Computing Safety at PSI (in German) Search Search You are here: PSI Home Education and Jobs Job Opportunities PhD Student Secondary navigation Education and Jobs Job Opportunities Expanded submenu item Our application process at a glance Jobmail Spontaneous application Further Positions in the ETH Domain Personnel Policy Open submenu item Principles Collaboration and leadership Human Resources Development HRS4R Working at PSI Open submenu item Employment Conditions Social Benefits Further positive points Corporate Social Responsibility Training and Further Education Open submenu item Higher Education Vocational Training School Lab High-school matricu­lation projects PSI Education Centre Support Program "PSI Career Return Program" Open submenu item Eligibility Criteria Members of the evaluation committee PSI-FELLOW/COFUND - International Fellowship Programme for Postdocs Useful links Equal Opportunities, Diversity & Inclusion Homepage PSI Education Centre Homepage Vocational Training Homepage Career Center The Paul Scherrer Institute PSI is the largest research institute for natural and engineering sciences within Switzerland. We perform cutting-edge research in the fields of matter and materials, energy and environment and human health. By performing fundamental and applied research, we work on sustainable solutions for major challenges facing society, science and economy. PSI is committed to the training of future generations. Therefore, about one quarter of our staff are post-docs, post-graduates or apprentices. Altogether, PSI employs 2100 people. For our fundamental research in energy economics, we are looking for a PhD Student On risk-averse energy markets with flexibility of storage Your tasks Achievement of a PhD degree at ETH Zurich on cutting-edge mathematical analysis of energy markets where risk-averse market players use storage technologies and financial hedging instruments Development of the methodological basis and model-based application related to electricity markets with an increasingly higher level of storage possibilities Assessment of optimal financial hedging mechanisms for different types of risk-averse players on energy markets, including barriers for their adoption and optimal usage Estimate players' benefits, social costs and market price impacts under different assumptions on risk measurement and perception, and different degrees of market completeness Analysis using financial hedging/replication theory, adopted to energy markets, under different assumptions of financial risk measurement; corresponding numerical analysis with a market equilibrium model Dissemination and publication of research in academic journals and at conferences. Support teaching activities and specific other scientific tasks of the group Your profile Very good mathematical skills You have (or are about to get) a master degree in operations research, mathematics/finance (especailly financial risk management and hedging/option theory) or economics/energy-economics (with master courses taken in operations research, math or finance) Mathematical optimization software skills are beneficial (i.e. GAMS) You have good written and verbal communication skills, and enjoy working in an international team. Good English language skills are essential You can provide in your submission a recommendation from a person in the field of either operations research, mathematics, finance or quantitative economics. We offer Our institution is based on an interdisciplinary, innovative and dynamic collaboration. You will profit from a systematic training on the job, in addition to personal development possibilities and our pronounced vocational training culture. If you wish to optimally combine work and family life or other personal interests, we are able to support you with our modern employment conditions and the on-site infrastructure. For further information, please contact Dr Tom Kober, tom.kober@psi.ch or for project related questions Dr Martin Densing martin.densing@psi.ch. Please submit your application online by 26 April 2020 (including addresses of referees) for the position as a PhD Student (index no. 4502-01). 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