Fellowship Description

Applications are invited for a Postdoctoral Fellowship in Financial Mathematics. This fellowship provides opportunities to engage in research in close collaboration with PhiMAC, the Financial Mathematics Laboratory at McMaster (more information available at https://math.mcmaster.ca/research/actuarial-and-financial-mathematics.html) with a limited amount of teaching. Particular areas of interest for this position are in developing the foundations of machine learning in finance and using those tools to derive new solutions to previously intractable problems in quantitative finance and economics.

Specifically, the ideal candidate will have interest both in one of the following areas of machine learning adjacent areas: geometric machine learning, foundations of machine learning in mathematical finance or in information geometry, the candidate should also have interest one of the following areas of mathematical finance: efficient pricing and calibration schemes, agent-based modelling, systemic risk, and climate finance.  The ideal candidate would have background in analysis or differential geometry and familiarity with mathematical finance and economics.

The fellowship is open to candidates of any nationality and selection will be based primarily on the candidate's research potential. The successful candidate will work under the supervision of Dr. Matheus Grasselli and Dr. Anastasis Kratsios. The projected starting date of the fellowship is September 1, 2022, It provides a minimum annual stipend salary of $50,000, plus a $2,000 grant for research expenses, with some flexibility to adjust to experience and career stage of candidates.

Candidates are required to apply for this fellowship by using the MathJobs website by May 15, 2022. See our advertisement at www.mathjobs.org. Applicants should provide a letter of application, curriculum vitae, research statement, and at least three letters of recommendation, of which at least one should report on the candidate's teaching abilities. These letters must be submitted electronically through the MathJobs website (see above). For further information about this fellowship, please contact both Dr. Matheus Grasselli (grasselli@math.mcmaster.ca) and Dr. Anastasis Kratsios (anastasis.kratsios@unibas.ch).

We appreciate all replies to this advertisement, but only applicants under consideration will be contacted.  

McMaster University is located on the traditional territories of the Haudenosaunee and Mississauga Nations and within the lands protected by the "Dish With One Spoon" wampum agreement. In keeping with its Statement on Building an Inclusive Community with a Shared Purpose, McMaster University strives to embody the values of respect, collaboration and diversity and has a strong commitment to employment equity. The diversity of our workforce is at the core of our innovation and creativity and strengthens our research and teaching excellence. The University seeks qualified candidates who share our commitment to equity, diversity and inclusion. While all qualified candidates are invited to apply, we particularly welcome applications from women, persons with disabilities, First Nations, Métis and Inuit peoples, members of visible minorities, and LGBTQ+ persons.