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PhD Researcher in Stochastic Analysis

vor 3 Monaten


Berlin, Berlin, Deutschland Weierstraß-Institut für Angewandte Analysis und Stochastik Vollzeit
PhD Researcher Position (f/m/d)

Reference Number: 24/12

Weierstraß Institute for Applied Analysis and Stochastics (WIAS) is seeking a dedicated PhD researcher to join our esteemed research group focusing on Stochastic Algorithms and Nonparametric Statistics.

Position Overview:

The selected candidate will engage in advanced research associated with the SFB/Transregio 388 project, which delves into the intricate relationship between rough analysis and stochastic dynamics. Key areas of investigation include rough paths and their implications for nonlinear stochastic partial differential equations.

Research Responsibilities:

  • Conducting in-depth analysis of the signatures of Hawkes processes and other jump processes, along with their expected values.
  • Deriving rough volatility models as scaling limits of jump processes utilizing signature methodologies.
  • Expanding these analytical techniques to encompass regularity structures.

Candidate Profile:

We are looking for individuals with a Master’s degree in Mathematics or a closely related discipline, possessing a robust foundation in stochastic analysis. Familiarity with rough path analysis and financial mathematics will be considered advantageous.

What We Offer:

  • Comprehensive mentorship ensuring a supportive research environment.
  • Affiliation with a leading research institution recognized for its contributions to stochastic analysis and numerical methods.
  • Access to a collaborative research community, fostering interactions with renowned experts and motivated peers.
  • A family-friendly work environment certified by the Audit berufundfamilie.
  • Opportunities for professional development in a vibrant international city known for its cultural richness.

Application Process:

Interested candidates are encouraged to submit their complete application documents, including a motivation letter, detailed CV, academic certificates, and reference letters, through our online application portal.

We look forward to receiving your application and exploring the potential for collaboration in groundbreaking research.