PhD student in financial mathematics or financial statistics

Om tjänsten

We have the power of over 50,000 students and co-workers. Students who provide hope for the future. Co-workers who contribute to Linköping University meeting challenges of today. Our fundamental values rest on credibility, trust and security. By having the courage to think freely and innovate, our actions together, large and small, contribute to a better world. We look forward to receiving your application!

Your work assignments

The project's contribution will lie at the intersection of random matrix theory and statistical inference theory, with applications in several fields of science. Special emphasis will be devoted to practical problems in economics and finance, like the construction of high-dimensional optimal portfolios.

Motivated by the widespread application of sample generalized inverses in practice when the dimension of the data-generating process exceeds the sample size, this project will contribute by developing the distributional properties of generalized inverses of the high-dimensional sample covariance matrix. The project's findings will yield improved estimators of high-dimensional quantities by developing new linear and nonlinear shrinkage approaches. In particular, new estimators of optimal portfolio weights will be derived, leading to considerably more stable and less risky trading strategies.

As a PhD student, you devote most of your time to doctoral studies and the research projects of which you are part. Your work may also include teaching or other departmental duties, up to a maximum of 20 per cent of full-time.

Your qualifications

We are seeking a candidate who holds a master's degree in a quantitative discipline such as mathematics, statistics, or a related field, with applications in finance or economics.

Excellent communicative skills are required, including fluency in oral and written English.

In order to succeed as doctoral studies, the candidate must be goal oriented and persevering in his or her work. During the selection process, candidates will be assessed upon their ability to independently pursue his or her work, collaborate with others, have a professional approach and analyse complex matters.

Your workplace

You can read about the workplace here: Production Economics (PEK) - Linköping University

The employment

When taking up the post, you will be admitted to the program for doctoral studies. More information about the doctoral studies at each faculty is available at Doctoral studies at Linköping University

The employment has a duration of two years' full-time equivalent. You will initially be employed for a period of one year. The employment will subsequently be renewed depending on your progress through the study plan. The employment may be extended up to a maximum of 2,5 years, based on the amount of teaching and departmental duties you have carried out. Further extensions can be granted in special circumstances.

Starting date by agreement.

Background screening may come to be carried out before any decision on employment is made.

Salary and employment benefits

The salary of PhD students is determined according to a locally negotiated salary progression.

More information about employment benefits at Linköping University is available here.

Union representatives

Information about union representatives, see Help for applicants.

Application procedure

Apply for the position by clicking the "Apply" button below. Your application must reach Linköping University no later than August 15, 2026.

Applications and documents received after the date above will not be considered.

We welcome applicants with different backgrounds, experiences and perspectives - diversity enriches our work and helps us grow. Preserving everybody's equal value, rights and opportunities is a natural part of who we are. Read more about our work with: Equal opportunities.

We look forward to receiving your application!

Linköping university has framework agreements and wishes to decline direct contacts from staffing- and recruitment companies as well as vendors of job advertisements.

Contact persons

Helene Lidestam

Professor, Head of Division

+46 13 282433

helene.lidestam@liu.se

Taras Bodnar

Professor

+46 13281909

taras.bodnar@liu.se

Malin Thunström

HR-partner

+46 13 282583

malin.thunstrom@liu.se

URL to this page
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Extra information

Status

Öppen

Önskad utbildningsnivå

Annan

Ort

Linköping

Typ av kontrakt

Heltidsjobb (förstajobb)

Körkort önskas

Nej

Tillgång till bil önskas

Nej

Personligt brev krävs

Nej