The School of Mathematical Sciences of Queen Mary University of London invite applications for a PhD project commencing in September 2020 for selffunded students.
This project will be supervised by Dr. Kathrin Glau.
- The research focuses on:
- Development of new computational methods for finance:
- Fourier pricing;
- Monte Carlo simulation;
- Model order reduction techniques;
- Applications to
- Model calibration;
- Risk management;
- Modelling financial asset evolution;
- The analysis of the reliability and efficiency of the new methods.
This project can be undertaken as a self-funded project. Self-funded applications are accepted year-round for a January, April or September start.
- Strong background in mathematics, particularly in numerical mathematics;
- Very good programming skills (Matlab/Python/C++) desired;
- Prior knowledge of the field of computational finance is useful, but not required.
If you are interested in the position, please contact Dr Glau via email ([email protected]). The following documents are helpful:
- CV (including a list of publications/preprints if already available);
- Master thesis or current draft of the master thesis;
- Up-to-date academic transcript;
- 2 letters of recommendation (sent directly by the author of the letter).
The official application is done via the following link: Apply Now.
The School of Mathematical Sciences is committed to the equality of opportunities and to advancing women’s careers. As holders of a Bronze Athena SWAN award we offer family friendly benefits and support part-time study.