Although the exact research topic is defined through discussion between student and supervisor(s), it is likely to be in one of the following broad areas:
The Oxford-Man Institute (OMI) of Quantitative Finance is an interdisciplinary research centre in quantitative finance. It is part of the Department of Engineering Science (Information Engineering) and has a focus on alternative investments and data-driven science, especially machine learning. OMI members carry out academically outstanding research that addresses the key problems facing the financial industry. Researchers create new tools and methods that can give deeper insight into financial markets – how they behave, how they become stable or unstable, how to extract value from data at scales beyond human and how they could be made to work better. This is achieved through a unique combination of academic innovation and external engagement. The OMI has its own building in the heart of Oxford, which houses its faculty, postdoctoral researchers and students, as well as support staff. It provides excellent research facilities including outstanding computing and data resources and a well-supported seminar and conference program. The University of Oxford and Man Group have worked in partnership since 2007 when Man Group provided the cornerstone funding for the OMI, co-located with the firm's own commercial research laboratory and research staff, establishing the OMI as a world-leading interdisciplinary academic institute for research into quantitative finance. This focus will create a hub for machine learning and data analysis at Eagle House, the current home of the OMI and Man AHL’s Oxford research lab. Our aim is to foster a stimulating environment composed of researchers focused on machine learning techniques, whereby machine learning and data analytics expertise can be shared and leveraged. For more information see www.oxford-man.ox.ac.uk and www.robots.ox.ac.uk/~parg.
These studentships are funded through the Oxford-Man Institute of Quantitative Finance and are open to both UK & EU students (full award – fees plus stipend) and international students (partial award – fees at UK/EU rate plus stipend).
University tuition fees are covered at the level set for UK/EU students, as are Oxford Course Fees (c. £7,730 in total p.a.). The stipend (tax-free maintenance grant) is c. £15,000 p.a. for the first year, and at least this amount for a further two and a half years.
Prospective candidates will be judged according to how well they meet the following criteria:
The Following skills are desirable but not essential:
Candidates must submit a graduate application form and are expected to meet the graduate admissions criteria. Details are available on the course page of the University website.
Please quote 19ENGIN_SROMI in all correspondence and in your graduate application. Informal enquiries should be addressed to Prof. Steve Roberts: firstname.lastname@example.org.
12 noon UK time on Friday 25th January 2019
Typically October 2019