University of Calgary, Mathematics & Statistics

1188 20400Position ID: 1188-PDF [#20400]
Position Title: Postdoctoral Fellow in Mathematical Finance
Position Type: Postdoctoral
Position Location: Calgary, Alberta T2N 1N4, Canada [map] sort by distance
Subject Area: Mathematical Finance and Energy Finance
Application Deadline: 2023/01/31 11:59PMhelp popup (posted 2022/08/15, listed until 2023/01/31)
Position Description:    

We invite applications for a full-time postdoctoral fellow position in Mathematical Finance within the Department of Mathematics and Statistics at the University of Calgary starting in 2023. The successful candidate will be working with Dr. Tony Ware and Dr. Anatoliy Swishchuk on topics related to Mathematical Finance and Energy Finance which could include applications of polynomial and Hawkes processes in energy markets, stochastic modelling of high frequency trading data and energy market data, including renewable energy. Subject to budgetary restrictions and satisfactory performance, these positions are renewable for a second year. This position is supported by the supervisors’ research grants and departmental teaching supplements. Postdoctoral fellows in the Department of Mathematics and Statistics are expected to teach up to two courses per academic year. The successful candidate should have a PhD in Mathematics/Statistics/Economics or related discipline. A strong background in Probability, Statistics and Stochastic Processes is preferred, as well as experience with coding in one or more of the following programming languages such as Matlab, R, Julia, C++ and Python. Applications should be submitted to and received ideally before January 31, 2023. Review of applications will begin immediately and continue until the position is filled. The start date is negotiable, but preferably at some point between 1 July 2023 and 1 September 2023. A complete application should include: • Cover letter • Curriculum Vitae • Research Statement • Publication list • Three (3) letters of reference, at least one addressing teaching. Calgary, Canada's fastest growing major city, offers a vibrant, multicultural and family oriented environment with a population of more than one million. Situated near the Rocky Mountains, Banff National Park and Lake Louise, Calgary has great quality of life and outstanding recreational activities.

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Further Info:
MS 476, 2500 University Dr. NW
Calgary, AB
T2N 1N4