PhD position on flexible structural causal modelling in extreme value statistics University of Twente in Netherlands

University of Twente is offering a fully funded PhD position in the Statistics group on flexible structural causal modelling in extreme value statistics. The project develops a new mathematical framework for modelling multivariate systems during extreme events such as floods, heatwaves, and financial crashes. It sits at the intersection of extreme value statistics, structural causal models, probability theory, and mathematical statistics, with an emphasis on both theoretical development and implementation of new statistical methodology.

The research aims to generalize extremal structural causal models to arbitrary directed acyclic graphs and to move beyond existing assumptions that all variables become simultaneously large. The project will investigate non-standard extreme directions, with special attention to parametric families such as the Hüsler–Reiss distribution, and will develop scalable structure learning methods, including latent variable identification. A key goal is to demonstrate the effectiveness of these new methods on real data and to fill an important gap in methodology for high-dimensional directed systems under extreme conditions.

The successful candidate will join the Statistics Research Group at the University of Twente, within the Department of Applied Mathematics and the broader EEMCS faculty. The appointment is full-time for four years, with a qualifier in the first year, and includes a training programme via the Twente Graduate School. The project is funded by an M1 Open Competition grant from the Dutch research council (NWO). Funding includes a gross monthly salary of €3,059 in year 1 to €3,881 in year 4, as well as holiday allowance, an end-of-year bonus, pension scheme, and support for workshop and conference participation plus research stays with international collaborators.

Applicants should hold, or soon obtain, a master’s degree in applied mathematics, statistics, or a related subject with a strong theoretical mathematical component. Strong knowledge of probability theory and mathematical statistics is required, along with good English proficiency and scientific programming skills in languages such as R, Python, C++, or Julia. The position also involves up to 10% teaching-related activities and active participation in seminars and group activities. The team highlights an inclusive and collaborative research culture and especially encourages applications from under-represented groups, including women.

The application deadline is 6 September 2026. Applications are reviewed continuously, so early submission is encouraged. Interested candidates should apply through the online application system and include a CV with courses and grades, a cover letter of up to two pages, and contact details of two referees. For questions about the position, contact Dr. Frank Röttger at [email protected].