Research Scientist Position in Rough Volatility Modeling

vor 2 Stunden


Berlin, Berlin, Deutschland Weierstraß-Institut für Angewandte Analysis und Stochastik Vollzeit

The Weierstrass Institute for Applied Analysis and Stochastics is a leading research institution known for its strength in rough volatility, stochastic numerics, and applied mathematics.

We are seeking a highly skilled Research Scientist to join our team in the Research Group "Stochastic algorithms and nonparametric statistics". The successful candidate will be working on microstructural foundations of rough volatility models using techniques from stochastic analysis, rough paths, and regularity structures.

Key Responsibilities:

  • Analyze the signature of Hawkes processes and other pure jump processes and their cumulants


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