The School of Mathematical Sciences of Queen Mary University of London invite applications for a PhD project commencing in September 2021.
This project will be supervised by Dr. Kathrin Glau
The research focuses on:
• Development of new computational methods for finance:
- -Function approximation;
- -Dimensionality Reduction;
- -Complexity Reduction;
• Creation of synthetic data sets;
• Applications to pricing and risk management;
• The analysis of the reliability and efficiency of the new methods.
• 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.
The application procedure is described on the School website. For further inquiries please contact Dr Kathrin Glau at [Email Address Removed]. This project is eligible for full funding, including support for 3.5 years’ study, additional funds for conference and research visits and funding
for relevant IT needs. Applicants interested in the full funding will have to participate in a highly competitive selection process.