The “ERA Chair in Mathematical Statistics and Data Science – SanDAL” is a prestigious grant awarded to the University of Luxembourg by the Era Chairs under the EU’s Horizon 2020 framework programme. With a budget of 2.5 million euros for the period 2019-2024, the university will create a high-level research group in mathematical statistics and data science. The project will boost research and training in mathematical statistics and data science. The ERA Chair research activities will focus on two areas: “High-Dimensional Data Analysis” to have a deeper understanding of emerging computational tools and “New Mathematical Tools for Contemporary Statistics” to develop new and more sophisticated statistical methods. In addition, new teaching programmes at Master and PhD levels will be elaborated to provide future students with the necessary skills in mathematical statistics and data science to understand, develop and apply new tools in various fields.