Mathematics & Statistics, University of Calgary

Position ID: 1188-PTCSPOSTDOC [#11244]
Position Title: Postdoctoral Position in Stochastic Modelling of Energy Markets
Position Type: Postdoctoral
Position Location: Calgary, Alberta T2N 1N4, Canada [map]
Subject Area: Mathematics and Statistics
Application Deadline: 2017/12/11* finished (posted 2017/11/02, finished 2018/02/12, listed until 2017/12/11)
Position Description:    

*** this position has been closed, and no new applications will be accepted. ***

We invite applications for a two-year postdoctoral position in stochastic modelling of energy markets, to be held in the Department of Mathematics and Statistics at the University of Calgary. We seek applicants with strong backgrounds in stochastic processes, computational finance and energy markets. Potential areas of research include the application of polynomial processes to energy markets, the impact of renewable generation on electricity markets, valuation and hedging of structured contracts in energy market settings.

The position will be supported by Professor Antony Ware, and by the Pacific Institute for the Mathematical Sciences (PIMS) Postdoctoral Training Centre in Stochastics. The successful candidate will be able to benefit from the activities of the centre, including interaction with many other PDFs and faculty across western Canada and Washington State. There will be opportunities to teach in the Department of Mathematics and Statistics, and to engage in industrial collaboration within Calgary’s rapidly developing quantitative energy risk management community.

Applications are to be submitted electronically through and include - a curriculum vitae - three recommendation letters (at least one of which should address teaching) - a research statement - samples of research output.

Please contact for more information.

Application Materials Required:
Submit the following items online at this website to complete your application:
Further Info:
MS 476, 2500 University Dr. NW
Calgary, AB
T2N 1N4

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