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:

·      Bayesian tree models, machine learning, modelling and prediction of extremes, risk management

·      Monte Carlo methods in computational finance, rare event simulations, stochastic control and machine learning

·      High-dimensional statistics, regression methods for portfolio allocation

·      Risk theory, Bayesian tree models, applications of statistical learning in actuarial sciences

Please visit our website find out more about these research areas and eligible academic supervisors including how to contact them directly.