6 PhD positions are open in the framework of the European Industrial Doctorate (EID) ABC-EU-XVA project.
The ABC-EU-XVA project is a European Industrial Doctorate (EID), funded within the Horizon 2020 framework.
The project aims to address significant challenges arising from the mathematical modelling of valuation adjustments (XVA),
within quantitative risk management.
1 PhD position at ULB (3 years).
on the subject of "Modelling Incremental CVA and collateralised VA (CollVA)"
Application Deadline : January 15th, 2019
Starting Date: April 2019