Funded PhD Studentship in Financial and Actuarial Mathematics

Summary

Research covers key areas of probability and statistics with applications to finance and insurance. This reaches from the study of stochastic differential equations, stochastic control, Monte Carlo methods, rare event simulations, extreme value theory, time series, regression, Bayesian tree and statistical learning to risk theory, financial derivatives pricing, insurance ratemaking, risk management and portfolio optimization.

This is a strong and active area of research. There are many collaborations and interactions between researchers across these areas, both at Leeds and externally, and there is a thriving community of PhD students, as well as regular seminars and reading groups in Probability, Statistics and Financial Mathematics.

We are delighted to offer a fully funded PhD studentship and applications are invited from strongly motivated and academically excellent candidates for PhD study in our Statistics department, within these strategic priority Research areas:

Georgios Aivaliotis: Bayesian tree models, machine learning, modelling and prediction of extremes, risk management

Nadhir Ben Rached: Monte Carlo methods in computational finance, rare event simulations, stochastic control and machine learning

Arief Gusnanto: High-dimensional statistics, regression methods for portfolio allocation

Lanpeng Ji: Risk theory, Bayesian tree models, applications of statistical learning in actuarial sciences

Applicants to research degree programmes should normally have at least a first class or an upper second class British Bachelors Honours degree (or equivalent) in an appropriate discipline. The criteria for entry for some research degrees may be higher, for example, several faculties, also require a Masters degree. Applicants are advised to check with the relevant School prior to making an application. Applicants who are uncertain about the requirements for a particular research degree are advised to contact the School or Graduate School prior to making an application.

The minimum English language entry requirement for research postgraduate research study is an IELTS of 6.0 overall with at least 5.5 in each component (reading, writing, listening and speaking) or equivalent. The test must be dated within two years of the start date of the course in order to be valid. Some schools and faculties have a higher requirement.