The Mathematical and Computational Finance Laboratory of the University of Calgary expects to have several postdoctoral positions available, for Fall 2000, in mathematical and computational finance.

These positions are jointly funded through: The Modeling, Trading and Risk in the Market (MTRM) group of MITACS a Network of Centres of Excellence, and the industrial research program of the Pacific Institute for the Mathematical Sciences.

All these positions are to be held at the Mathematical and Computational Finance Laboratory of the University of Calgary.

These positions focus on modeling and simulating the financial price processes, products such as derivatives and Value at Risk technologies, for energy, markets.

A Ph.D. in mathematics, statistics, computer science, physics or related areas, and good computational skills (Matlab, C, C++) are the minimum requirements. The following areas of expertise are looked upon favorably: stochastic processes, optimization, control theory, nonlinear dynamics, numerical PDE, simulation, time series analysis. Additional backgrounds in mathematical finance or computational areas such as neural networks or genetic algorithms are considered a plus though not required.

The successful candidate is expected to immediately integrate into existing research teams working on industrial problems, and participate in the activities and research programs of the Laboratory.

Appointments are for one year, with expected renewal for a second year, and are subject to the availability of funds. Appointments are to begin any time between September 1, 2000 and January 1, 2001.

Applications, including a complete C.V. and at least 3 letters of reference, should be sent to: Dr. Ali Lari-Lavassani, Director, Mathematical and Computational Finance Laboratory, Department of Mathematics and Statistics, University of Calgary, Calgary, Alberta, Canada T2N 14N. Electronic applications are preferred under the format: postscript, pdf or MS Word files. Send applications to finance@math.ucalgary.ca. Additional information such as your website address, or relevant publications (which can also be sent electronically) are considered useful.

The first round of selection will take place on August 15, 2000.

Posted to cmath-l on Fri, 11 Aug 2000 10:57:20 -0700 (PDT)