University of Calgary, Mathematics & Statistics

1188 18372Position ID: 1188-PMF2021 [#18372]
Position Title: Postdoctoral in Mathematical Finance
Position Type: Postdoctoral
Position Location: Calgary, Alberta T2N 1N4, Canada [map]
Subject Area: Mathematical Finance
Application Deadline: 2022/01/31 11:59PMhelp popup (posted 2021/09/28, listed until 2022/03/28)
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 2022.

The successful candidate will be working with Dr. Alexandru Badescu and Dr. Robert Elliott on topics related to Mathematical Finance or Financial Econometrics which could include applications of non-Markovian models to the valuation and risk management of financial derivatives and machine learning methods for asset forecasting and pricing.

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 Time Series and Stochastic Processes is preferred, as well as experience with coding in one or more of the following programming languages such as Matlab, C++ and Python.

Applications should be submitted to mathjobs.org and  received ideally before January 31, 2022. Review of applications will begin immediately and continue until the position is filled. The start date is negotiable, but preferably on or before April 1st, 2022.

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.

Application Materials Required:
Submit the following items online at this website to complete your application:
And anything else requested in the position description.

Further Info:
https://science.ucalgary.ca/mathematics-statistics/research/research-areas/mathematical-finance
 
MS 476, 2500 University Dr. NW
Calgary, AB
T2N 1N4

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