Under the framework of the 5-year research project “Stochastic Modelling of Dependence: Systems under Stress”, sponsored by the Académie Louvain, the Université catholique de Louvain opens up to four PhD positions in statistics, econometrics or actuarial sciences. The overall goal of the research project is to construct new ways of measuring and modelling risks in systems with intricate dependence structures, moving towards model assumptions that better reflect real life complexity. Particular attention is to be paid to the behaviour of such systems in periods of distress, that is, upon the arrival of shocks, after structural breaks, or when comovements between risk factors are higher than usual.
-You have completed (or you are near completion) of a five-year Master in Statistics, Actuarial Sciences, Econometrics or related fields (e.g. applied mathematics, probability, physics, engineering, …) with honours -Strong interest in quantitative and mathematical modelling -Decent knowledge of written and spoken English. Knowledge of French is not required -Final-year master undergraduate students are especially encouraged to apply.