PhD position structural causal modelling in extreme value statistics

PhD position on flexible structural causal modelling in extreme value statistics

We develop a new mathematical framework to efficiently model multivariate systems during extreme events such as floods, heatwaves, or financial crashes. This PhD position requires strong knowledge of probability theory and mathematical statistics, and combines theoretical research with implementation of novel statistical methodology.

Structural causal models provide a flexible framework for prediction, model selection, and management in systems with cause‑effect relations. Current approaches for extremes are limited to scenarios where all variables are simultaneously large. Our project proposes a generalized framework for extremal structural causal models on arbitrary directed acyclic graphs, enabling modeling of settings where only parts of a system are extreme. Special attention is given to parametric families like the Hüsler–Reiss distribution, yielding an extremal analogue of Gaussian structural causal models.

We will develop scalable structure‑learning methods, including latent‑variable identification, and demonstrate their effectiveness on real data.

• Perform daily PhD‑level research.
• Publish results in journals and conference proceedings, and present them at (inter) national workshops and conferences.
• Contribute to teaching activities related to your work (at most 10% of your time).
• Actively participate in seminars, scientific discussions, and contribute to a positive group culture.
• Be part of an excellent young research group.

• Master’s degree in (applied) mathematics, statistics, or a related field with a strong theoretical mathematical component (probability theory and mathematical statistics). Enthusiasm for the project is more important than the specific specialization.
• Enjoy scientific discussions and wish to develop an academic profile in mathematical statistics.
• Proficient in English.
• Good scientific programming skills (e.g., R, Python, C++, Julia).

• Full‑time PhD position for four years, with a qualifier in the first year.
• Dynamically stimulating research environment and enthusiastic colleagues.
• Salary and conditions in accordance with the Dutch collective labour agreement (CAO‑NU).
• Gross monthly salary ranging from €3 059 (first year) to €3 881 (fourth year).
• Excellent benefits: 8% holiday allowance, 8.3% end‑of‑year bonus, pension scheme.
• Flexibility to work up to two days per week from home.
• 232 leave hours for full‑time employment based on a 38‑hour workweek, plus 96 additional annual leave hours.
• Free access to campus sports facilities.
• Family‑friendly institution offering paid and unpaid parental leave.
• Training programme as part of the Twente Graduate School with tailored educational and supervision plans.
• High degree of responsibility and independence in close collaboration with colleagues, researchers, and staff.

We are an inclusive group and diversity is at the heart of our research principles. Please note that we particularly encourage women to apply.

Applications are reviewed continuously, and interviews will be scheduled for suitable candidates. The starting date will be agreed upon after the interview, preferentially between October 2026 and early Spring 2027.

Screening is part of the selection process.