The PhD projects will lie within the broad theme of Model Uncertainty in Finance, Actuarial Science, and Economics.
Qualifications:
Applicants are expected to hold a Master’s degree (or equivalent) in Mathematics, Mathematical Economics, Mathematical Finance, or a related field.
In addition, candidates should have excellent knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, (stochastic) optimal control.
Starting date:January 1, 2026 or later (flexible upon agreement).
Application:
Interested candidates are asked to submit their application documents (CV, degrees, transcript of records, name and email address of an academic reference) together with a one-page cover letter as a single pdf file to mnendel@uwaterloo.ca no later than October 5, 2025.