PhD Position in Stochastic Algorithms and Nonparametric Statistics

vor 4 Wochen


Berlin, Berlin, Deutschland Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Vollzeit

Position Overview:
We are seeking a dedicated PhD candidate to join our esteemed research group focused on Stochastic Algorithms and Nonparametric Statistics. This role is integral to our ongoing research initiatives that explore the intricate relationship between rough analysis and stochastic dynamics.

Research Focus:
The research will delve into the complexities of rough volatility models, a significant area within mathematical finance. These models present unique challenges due to their deviation from Markov and semi-martingale properties, necessitating innovative approaches in both analysis and numerical methods.

Key Responsibilities:
The successful candidate will engage in a variety of tasks, including but not limited to:

  • Analyzing the expected signatures of Hawkes processes and other jump processes.
  • Deriving rough volatility models as scaling limits of jump processes.
  • Extending methodologies to encompass regularity structures.

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

What We Offer:
Our institute prides itself on providing a supportive environment for research and professional growth. The selected candidate will benefit from:

  • Close Mentorship: Personalized guidance from experienced researchers to foster a productive mentor-mentee relationship.
  • Collaborative Environment: Opportunities to interact with leading experts and fellow researchers in the field.
  • Family-Friendly Workplace: A certified environment that supports work-life balance.

Location Benefits:
Our institute is situated in a vibrant city known for its rich cultural landscape and diverse community, offering numerous opportunities for personal and professional enrichment.

Application Process:
Interested candidates are encouraged to submit their comprehensive application materials, including a motivation letter, detailed CV, academic certificates, and reference letters, through our designated application portal.



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