DPhil in Mathematics (Mathematical Finance) Studentship

Closing Date: 

Friday, July 26, 2019 - 12:00

Applications from graduates with interests in Mathematical Finance and Data Sciences are invited for a 4 year D.Phil. Project funded by the HPCC Systems, to work in the field of Machine Learning and High Performance Computing with its applications in financial data. The supervisors are Dr Hanqing Jin and Dr Ning Wang. Candidates should have a degree in computer science, engineering, mathematics or a related discipline. Candidates are expected to have solid mathematical background, strong programming skills and a desire to solve real-world problems.

 

The start date for the D.Phil. studentship is  01 October 2019. The student will be based at Mathematical Institute, Oxford University. The studentship is open to international, EU and UK students. It is fully funded, and include a standard stipend of approximately £15,000/year, and University fees, as applicable. The studentship is attached to St Cross College.

The proposed project seeks to analyse financial data at scale in order to improve time to results and decisions with the HPCC Systems. The student is expected to have general knowledge in machine learning and parallel computing with applications in financial data analysis. The student is also expected to develop algorithms, techniques and systems for the HPCC Systems. It will involve developing algorithmic and theoretical tools,  implementing and improving open source platforms. The project is open to customisation based on particular interests of the student. The student will be strongly encouraged and supported to publish in academic journals and reports.

APPLICATIONS SHOULD BE MADE ONLINE TO THE MATHEMATICAL INSTITUTE at

https://evision.ox.ac.uk/urd/sits.urd/run/siw_ipp_lgn.login?process=siw_...

and should include a CV, covering letter, Two references, and a transcript of previous degrees.  In the section of the application form “Departmental Studentship Applications” applicants will be asked whether they are applying for an advertised studentship. In this section please state “Yes” followed by “HPCC”. 

Applications must arrive by noon on 26st  July  2019. Please quote the project title  “HPCC” in your covering letter.

 

For further details of the application process, please contact graduate.studies@maths.ox.ac.uk at the Mathematical Institute.