PhD in dependence modeling and copulas

Department(s)

Mathematics and Computer Science

Graduate Program(s)

Industrial and Applied Mathematics

Reference number

V32.5619

We are pleased to announce that the Department of Mathematics and Computer Science of the Eindhoven University of Technology is opening a PhD position in Statistics. We are looking for a motivated and enthusiastic candidate to join the Statistics Group and conduct research in the area of dependence modeling and copulas.

Dependence modeling is crucial in many applied fields where practitioners are interested in (1) detecting complex dependences in the data and (2) representing them in the modeling and estimation process through suitable statistical models.

Copulas serve as powerful mathematical tools to construct flexible statistical models to represent complex dependence traits, such as tail dependence, non-exchangeability, positive/negative dependence properties.

This project is expected to lead to novel theoretical results in the field of copula-based modeling. In addition, applications to real-world problems are also possible. The selected candidate will therefore have the opportunity to work with real-data and apply their findings to applied domains, such as climatology and weather forecasting.

• A Master’s degree in Mathematics (with specialization in Statistics/Probability) or in Statistics;
• A strong curiosity and interest in statistical theory and methods;
• Experience with statistical programming languages and tools (such as R, Python);
• Excellent writing and communication skills in English;
• Ability to work in a dynamic, interdisciplinary context.

• A meaningful job in a dynamic and ambitious university with the possibility to present your work at international conferences.
• A full-time employment for four years, with an intermediate evaluation (go/no-go) after nine months.
• To develop your teaching skills, you will spend 10% of your employment on teaching tasks.
• To support you during your PhD and to prepare you for the rest of your career, you will make a Training and Supervision plan and you will have free access to a personal development program for PhD students (PROOF program ).
• A gross monthly salary and benefits (such as a pension scheme, pregnancy and maternity leave, partially paid parental leave) in accordance with the Collective Labor Agreement for Dutch Universities.
• Additionally, an annual holiday allowance of 8% of the yearly salary, plus a year-end allowance of 8.3% of the annual salary.
• Should you come from abroad and comply with certain conditions, you can make use of the so-called ‘30% facility’, which permits you not to pay tax on 30% of your salary.
• A broad package of fringe benefits, including an excellent technical infrastructure, moving expenses, and savings schemes.
• Family-friendly initiatives are in place, such as an international spouse program, and excellent on-campus children day care and sports facilities.

More information

Do you recognize yourself in this profile and would you like to know more? Please contact
dr. Elisa Perrone, e.perrone[at]tue.nl.

For information about terms of employment, click here or contact HRServices.MCS[at]tue.nl

Please visit www.tue.nl/jobs to find out more about working at TU/e!

Application

We invite you to submit a complete application by using the 'apply now'-button on this page.
The application should include a:

• Cover letter in which you describe your motivation and qualifications for the position.
• Curriculum vitae, including a list of your publications and the contact information of
  three references.
• Brief description of your MSc thesis.

We look forward to your application and will screen your application as soon as possible.
The vacancy will remain open until the position is filled.

We do not respond to applications that are sent to us in a different way.

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