Research Associate in Applied Probability

Job summary

The position is funded by Professor Philip Ernst’s Royal Society Wolfson Fellowship “New frontiers in statistical inference for stochastic processes”. It will involve statistical inference for stochastic processes using Wiener chaos theory.

Job listing information

  • Reference NAT01452
  • Date posted 15 September 2023
  • Closing date 15 October 2023

Job description

Job summary

The position is funded by Professor Philip Ernst’s Royal Society Wolfson Fellowship “New frontiers in statistical inference for stochastic processes”. It will involve statistical inference for stochastic processes using Wiener chaos theory.

Duties and responsibilities

You will work closely with Prof Ernst on topics related stochastic analysis and statistical inference for stochastic processes, with a particular emphasis on Wiener chaos analysis and Malliavin calculus.

The proposed research aims at the development of new mathematical tools in statistical inference for stochastic processes. The research centre’s on developing statistical tests of independence for pairs of paths of Gaussian processes. We will concentrate on the archetypical examples of both stationary and highly non-stationary processes: the Ornstein-Uhlenbeck (OU) process, the Wiener and fractional Brownian motion processes, and their discretely observed versions and analogues.

You will be active member of the stochastic analysis seminar, will participate in informal seminars on research-level topics, and will be an enthusiastic and committed full time postdoctoral researcher in the team.

Essential requirements

The essential requirements for this post are as follows:

  • A PhD (or equivalent) in Mathematics, Applied Mathematics, Statistics, or a field related to the Programme.
  • A strong research background in probability theory, applied probability, and related areas
  • Clear evidence of outstanding promise and originality in research, with a good publication record, commensurate with career stage
  • Excellent written communication skills and the ability to write clearly and succinctly for publication
  • Ability to identify, develop and apply concepts, techniques and methods in new contexts
  • Ability to keep accurate records of research results and activity, help with reporting
  • Ability to exercise initiative and judgement in carrying out research tasks
  • Ability to conduct a detailed review of recent literature
  • Creative and open approach to problem-solving
  • Ability to organise own work independently
  • Ability to prioritise own work in response to deadlines
  • Ability to work effectively with a team of researchers and across disciplines
  • High level analytical capability
  • Ability to assess resource requirements and deploy them effectively
  • Willingness and ability to report and present work to a wider community

Further information

This is a full time, fixed term position for 12 months.

The expected start date is 01 January 2024 and the latest start date that can be considered is 01 September 2024.

*Candidates who have not yet been officially awarded their PhD will be appointed as Research Assistant.

In addition to completing the online application, candidates should attach:

  • A full CV
  • A 1-page research statement describing why the candidate’s expertise is relevant to this position and future research plans; and
  • The details of three referees.

For any specific queries regarding the post please contact Professor Philip Ernst, (

Hybrid working may be considered for this role and the role holder may be expected to work 60% or more of their time onsite, with 40% the minimum time spent onsite. The opportunity for hybrid working will be discussed at interview.

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About Imperial College London

Imperial College London is the UK’s only university focussed entirely on science, engineering, medicine and business and we are consistently rated in the top 10 universities in the world.

You will find our main London campus in South Kensington, with our hospital campuses located nearby in West and North London. We also have Silwood Park in Berkshire and state-of-the-art facilities in development at our major new campus in White City.

We work in a multidisciplinary and diverse community for education, research, translation and commercialisation, harnessing science and innovation to tackle the big global challenges our complex world faces.

It’s our mission to achieve enduring excellence in all that we do for the benefit of society – and we are looking for the most talented people to help us get there.

Additional information

Please note that job descriptions cannot be exhaustive, and the post-holder may be required to undertake other duties, which are broadly in line with the above key responsibilities.

Imperial College is committed to equality of opportunity and to eliminating discrimination. All employees are expected to follow the Imperial Values & Behaviours framework. Our values are: 

  • Respect              
  • Collaboration
  • Excellence          
  • Integrity
  • Innovation

In addition to the above, employees are required to observe and comply with all College policies and regulations.

We are committed to equality of opportunity, to eliminating discrimination and to creating an inclusive working environment for all. We therefore encourage candidates to apply irrespective of age, disability, marriage or civil partnership status, pregnancy or maternity, race, religion and belief, gender reassignment, sex, or sexual orientation. We are an Athena SWAN Silver Award winner, a Disability Confident Leader and a Stonewall Diversity Champion.

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