POST DOCTORAL FELLOW: IN MATHEMATICAL FINANCE

The Mathematical Finance Laboratory of the University of Calgary ( http://finance.math.ucalgary.ca ) expects to have several postdoctoral positions available in mathematical finance.

One position is funded through The Modeling, Trading and Risk in the Market (MTRM) group of the Pacific Institute of Mathematical Sciences as part of the MITACS Network of Centres of Excellence. This position is subject to the approval of funding by the MITACS Board of Directors.

One position is joint with the Faculty of Management.

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

These positions involve, modeling and simulation of financial products such as derivatives and Value at risk technology. A PhD 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, 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 and approval of the MITACS Board. Appointments are to begin any time between January 1, 1999 and September 1, 1999.

Applications, including a complete C.V. and at least 2 letters of reference, should be sent to:

Dr Ali Lari-Lavassani
Mathematical Finance Laboratory
Department of Mathematics and Statistics
University of Calgary
Calgary, AB T2N 1N4
Canada

Please note that one application will suffice for all advertised positions.

Electronic applications are preferred under the format: postscript, pdf or MSWord files. Send applications to: finance@math.ucalgary.ca

Additional information such as your web site address, or relevant publications (which can also be sent electronically) are considered useful. The first round of selection takes place on January 15, 1999.

Posted on Fri, 15 Jan 1999 14:52:31 +0500 (EST)