Assistant Professor – Mathematical Finance

University of Toronto, Department of Statistical Sciences; Toronto; On-site; CAD 80,000 - 120,000; Full time

Job summary

The University of Toronto's Department of Statistical Sciences invites applications for a full-time tenure stream position as an Assistant Professor in Mathematical Finance. The successful candidate will contribute to research and teaching, with a focus on innovative finance topics and a commitment to diversity.

Qualifications

• PhD required by appointment time.
• Demonstrated record of excellence in research and teaching.
• Able to teach actuarial science, mathematical finance, or statistics.

Responsibilities

• Establish innovative and independent research at the highest international level.
• Develop a competitive, externally funded research program.
• Supervise doctoral and master's students.

Skills

Research excellence

Teaching excellence

Stochastic control

Machine learning

Statistical analysis

Education

PhD in Statistics, Mathematics, Operations Research, or related area

Job description

The Department of Statistical Sciences in the Faculty of Arts and Science at the University of Toronto invites applications for a full-time tenure stream position in the area of Mathematical Finance. The appointment will be at the rank of Assistant Professor with an anticipated start date of July 1, 2025.

Equity and Diversity Statement

This search aligns with the University’s commitment to strategically and proactively promote diversity among our community members. Recognizing that Black, Indigenous, and other Racialized communities have experienced inequities that have developed historically and are ongoing, we strongly welcome and encourage candidates from those communities to apply.

Qualifications

1. Candidates must have earned a PhD in Statistics, Mathematics, Operations Research, or a related area by the time of appointment, or shortly thereafter, with a demonstrated record of excellence in research and teaching.
2. Research and teaching interests should complement and strengthen our existing departmental strengths.
3. Research areas of interest include, but are not limited to: stochastic control, stochastic games, mean field games, machine learning, optimal transport, market microstructure, signature methods, risk measures, environment and energy finance, decentralized finance, and systemic risk.

Research Expectations

The successful candidate will be expected to establish innovative and independent research at the highest international level and to develop a competitive, externally funded research program. Evidence of research excellence can be demonstrated through publications in top-ranked journals, forthcoming publications, conference presentations, awards, accolades, and strong referee endorsements.

Teaching Expectations

Evidence of teaching excellence will be demonstrated through accomplishments, a teaching dossier including a teaching statement, sample course materials, evaluations, and strong reference letters. The candidate should be able to teach actuarial science, mathematical finance, or statistics at the undergraduate level, and financial engineering or related topics at the graduate level. Supervision of doctoral and master's students is also expected.

Application Materials

Applicants should submit via Academic Jobs Online:

• A cover letter
• A current curriculum vitae
• A research statement outlining current and future research interests
• A recent writing sample (up to 25 pages)
• A teaching dossier including a statement, sample materials, and evaluations

Applicants must also arrange for three reference letters to be uploaded directly by the referees through Academic Jobs Online by the deadline.

Deadline

All materials must be received by November 18, 2024.