PhD Position in Financial and Insurance Mathematics @Zurich
The Chair of Quantitative Risk Analysis at the Department of
Mathematical Modeling and Machine Learning is inviting applications for
a PhD position in Financial and Insurance Mathematics.
The successful candidate will be associated with the Zurich Graduate
School of Mathematics and will work on research topics at the
intersection of stochastics, financial and insurance applications, and
machine learning.
The doctoral thesis will focus on questions related to nonlinear pricing
and model risk in finance and insurance. Possible research directions
include the mathematical analysis of pricing and risk measurement under
uncertainty, robust and nonlinear valuation methods, contagion models,
and the use of machine learning techniques in financial and actuarial
modeling.
We are looking for a highly motivated and talented candidate with a
strong background mathematics, in particular probability theory and
stochastic analysis, and mathematical finance. The candidate should be
interested in developing rigorous mathematical methods while remaining
open to applications in finance, insurance, and data-driven modeling.
The position is funded for 4 years, starting from September 2026.
Candidate profile Applicants should have:
* A Master’s degree, or equivalent qualification, in stochastic
analysis, mathematical finance, or a closely related field.
* A solid background in probability theory, stochastic processes,
stochastic analysis, or financial mathematics.
* An interest in financial and insurance applications.
* Openness to working at the interface of mathematics, finance,
insurance, and machine learning.
* Strong analytical skills and motivation for independent research.
Research environment
The candidate will join the Chair of Quantitative Risk Analysis and
become part of a stimulating research environment within DM3L and the
Zurich Graduate School of Mathematics. The position offers the
opportunity to work on mathematically rigorous and practically relevant
problems in financial and insurance mathematics.
Applications should include a CV, academic transcripts, a brief
statement of research interests, and the names of 2 potential
references.
For further information or sending an application, please contact:
Prof. Delia Coculescu
Chair of Quantitative Risk Analysis
Department of Mathematical Modeling and Machine Learning
Mathematical Modeling and Machine Learning is inviting applications for
a PhD position in Financial and Insurance Mathematics.
The successful candidate will be associated with the Zurich Graduate
School of Mathematics and will work on research topics at the
intersection of stochastics, financial and insurance applications, and
machine learning.
The doctoral thesis will focus on questions related to nonlinear pricing
and model risk in finance and insurance. Possible research directions
include the mathematical analysis of pricing and risk measurement under
uncertainty, robust and nonlinear valuation methods, contagion models,
and the use of machine learning techniques in financial and actuarial
modeling.
We are looking for a highly motivated and talented candidate with a
strong background mathematics, in particular probability theory and
stochastic analysis, and mathematical finance. The candidate should be
interested in developing rigorous mathematical methods while remaining
open to applications in finance, insurance, and data-driven modeling.
The position is funded for 4 years, starting from September 2026.
Candidate profile Applicants should have:
* A Master’s degree, or equivalent qualification, in stochastic
analysis, mathematical finance, or a closely related field.
* A solid background in probability theory, stochastic processes,
stochastic analysis, or financial mathematics.
* An interest in financial and insurance applications.
* Openness to working at the interface of mathematics, finance,
insurance, and machine learning.
* Strong analytical skills and motivation for independent research.
Research environment
The candidate will join the Chair of Quantitative Risk Analysis and
become part of a stimulating research environment within DM3L and the
Zurich Graduate School of Mathematics. The position offers the
opportunity to work on mathematically rigorous and practically relevant
problems in financial and insurance mathematics.
Applications should include a CV, academic transcripts, a brief
statement of research interests, and the names of 2 potential
references.
For further information or sending an application, please contact:
Prof. Delia Coculescu
Chair of Quantitative Risk Analysis
Department of Mathematical Modeling and Machine Learning
#phd