We have the strength of over 50,000 students and employees. Students who bring hope for the future. Employees who every day contribute to Linköping University tackling the challenges of our time. Our values are built on credibility, trust, and security. By being brave, thinking freely, and creating something new, we build together, through big and small actions, a better future. Welcome to apply for a job with us!
Your tasks
The project's contribution will lie at the intersection of random matrix theory and statistical inference theory, with applications across multiple scientific fields. Special emphasis will be placed on practical problems in economics and finance, such as the construction of optimal portfolios in high dimensions.
Given the widespread use of generalized inverses of sample matrices in practical applications, particularly when the dimension of the data-generating process exceeds the number of observations, the project aims to develop the distributional properties of generalized inverses of the high-dimensional sample covariance matrix. The project will improve estimators of high-dimensional quantities through the development of new linear and nonlinear shrinkage methods.
In particular, new estimators for optimal portfolio weights will be derived, which is expected to lead to considerably more stable and less risky trading strategies.
As a PhD candidate, you will pursue your doctoral education and research projects in which you participate. Your work may also include teaching or participation in other departmental duties, up to 20 percent of full-time.
Your qualifications
You have a master's, magister's, or engineering degree with a focus on industrial economics, financial mathematics, technical mathematics, or equivalent that may be relevant for the position. Alternatively, you have acquired substantially equivalent knowledge in another way. Your degree must be completed no later than the date the employment decision is made, which means you can apply for the position while completing your studies.
You have good collaborative skills and find it easy to create contacts and maintain good relationships in professional contexts. Good English skills are a requirement for the position, and good Swedish skills are meritorious.
Your workplace
Read more about your workplace here: https://liu.se/organisation/liu/iei/pek
About the employment
Upon taking up the position, you will be admitted to doctoral studies. Read more about each faculty's doctoral program https://liu.se/forskning/forskarutbildning
Employment as a PhD candidate until the licentiate degree is time-limited to normally two years full-time. Extension of employment is made based on the extent of teaching and departmental duties. In exceptional cases, further extension may occur. You will be employed initially for one year, and thereafter the employment will be renewed for a maximum of two years at a time, based on the achieved study plan.
A security check may be conducted before an employment decision is made.
Salary and benefits
PhD candidate salaries are regulated according to a locally agreed salary scale. Read more about benefits for employees https://liu.se/jobba-pa-liu/formaner.
Trade union contact persons
For information about trade union contact persons, see https://liu.se/jobba-pa-liu/hjalp-for-sokande.
Application
You apply for this position by clicking the "Apply" button below. Your application must be received by Linköping University no later than August 15, 2026. Applications received after the deadline will not be considered.
We welcome applicants with different backgrounds, experiences, and perspectives; it enriches and develops our operations. For us, it is self-evident to uphold the equal value, rights, and opportunities of all. Read about our work at https://liu.se/artikel/lika-villkor/.
Welcome with your application!
Linköping University has procurement agreements and requests that we not receive direct contact from staffing and recruitment companies or sellers of job advertisements.We have the strength of over 50,000 students and employees. Students who bring hope for the future. Employees who every day contribute to Linköping University tackling the challenges of our time. Our values are built on credibility, trust, and security. By being brave, thinking freely, and creating something new, we build together, through big and small actions, a better future. Welcome to apply for a job with us!
Your tasks
The project's contribution will lie at the intersection of random matrix theory and statistical inference theory, with applications across multiple scientific fields.…