Institution: Imperial College London, UK
Starting date: any time
Duration: up to two years
Required: PhD in stochastic analysis, Numerical analysis or Mathematical Finance
Details: no teaching nor administrative duties. The positions are funded through the EPSRC grant EP/T032146/1 Rough Volatility: A Trojan horse into modern Financial computing.

Contact: Antoine Jacquier (a.jacquier@imperial.ac.uk)