The research area is mathematical and statistical methods for risk management. Potential topics may include risk measures, regulatory capital, risk aggregation, risk sharing, model uncertainty, backtesting, dependence modeling, systemic risk, and market equilibria. Research experience and interest in machine learning, game theory and optimization are appreciated.

The postdoctoral fellow typically teaches one course in Actuarial Science or Statistics per academic year. The appointment is initially one-year and renewable for another year based on performance. The starting date of the positions is flexible, and applications will be reviewed on a rolling basis.

Applicants are expected to hold a Ph.D. degree in Actuarial Science, Quantitative Finance, Statistics, Mathematical Economics or a related area.

Applicants are asked to submit (a) a vitae and (b) a short research statement describing current and past research (two page maximum). The applicant should request (c) at least three letters of recommendation, uploaded by their authors at mathjobs.org.