Applications are invited for a two-year postdoctoral position in stochastic modelling of energy markets, to be held in the Department of Mathematics and Statistics at the University of Calgary. We seek applicants with strong backgrounds in stochastic processes, computational finance and energy markets. Potential areas of research include the application of polynomial processes to energy markets, the impact of renewable generation on electricity markets, valuation and hedging of structured contracts in energy market settings.
The position will be supported by Professor Tony Ware, and by the Pacific Institute for the Mathematical Sciences (PIMS) Postdoctoral Training Centre in Stochastics (PTCS). The successful candidate will be able to benefit from the activities of the PTCS, including interaction with many other PDFs and faculty across western Canada and Washington State. There will be opportunities to teach in the Department of Mathematics and Statistics, and to engage in industrial collaboration within Calgary’s rapidly developing quantitative energy risk management community.
Applications are to be submitted electronically through ( by 11th December, 2017 and should include

  • a curriculum vitae
  • three recommendation letters (at least one of which should address teaching)
  • a research statement
  • samples of research output.

Please contact for more information.