PhD Researcher in Stochastic Analysis
vor 4 Wochen
Weierstraß-Institut für Angewandte Analysis und Stochastik
We are seeking a motivated PhD researcher to join our team in the Research Group focusing on Stochastic Algorithms and Nonparametric Statistics. This position is part of a collaborative project investigating the interplay between rough analysis and stochastic dynamics.
Key Responsibilities:
- Conduct in-depth analysis of the signatures of Hawkes processes and other jump processes.
- Develop rough volatility models derived from scaling limits of jump processes.
- Extend existing methodologies to incorporate regularity structures.
Candidate Profile:
We are looking for candidates with a Master’s degree in Mathematics or a closely related field, possessing a robust background in stochastic analysis. Familiarity with rough paths and financial mathematics will be advantageous.
What We Offer:
- Comprehensive mentorship to ensure professional growth and development.
- Access to a premier research environment recognized for its expertise in stochastic analysis and applied mathematics.
- Opportunities for collaboration with leading experts and fellow researchers in the field.
- A supportive work environment that promotes work-life balance.
- Engagement in a vibrant research community with numerous opportunities for academic and professional advancement.
We encourage applications from diverse backgrounds and are committed to fostering an inclusive environment. Candidates with disabilities will be given preference when qualifications are equal.
For more information about the application process, please refer to our official channels.
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