Dr. Frédéric Godin is seeking a graduate student (either at the Ph.D. or Master’s level) to work on the development of risk management schemes associated with variable annuities, which are hybrid financial and insurance contracts. The student will work in collaboration with practitioners from the insurance industry and with Dr. Godin and other faculty members in Actuarial and Financial Mathematics. He or she will develop a diversified array of skills related to Actuarial Science, Finance, Statistics, Data Science and Numerical Methods. The project involves the development and the implementation of risk management schemes that require knowledge of methods of statistical estimation, simulation and optimization. Discrete-time stochastic control methods and machine learning techniques are utilized in developing the modelling approach. The selected candidate will have the opportunity to give presentations on the research topic at local or international scientific conferences.
The selected candidate(s) will be offered a competitive funding package which is designed to cover tuition and living expenses. The total financial package may consist of Research Assistantship Bursaries, Teaching Assistantships, and University awards such as the Concordia University Graduate Fellowship (PhD), Concordia International Tuition Award of Excellence, and additional scholarships and bursaries. Students admitted to the MSc/MA receive funding for 2 years and PhD students receive funding for up to 4 years, subject to satisfactory performance.
Students applying to the MSc/MA in Mathematics and Statistics should hold, or be nearing completion of, an undergraduate degree in Mathematics, Statistics, Mathematical and Computational Finance, or equivalent. Students applying to the PhD in Mathematics should hold, or be nearing completion of, a Master’s degree in Mathematics, Statistics, Mathematical and Computational Finance, or equivalent. During their previous degree program, prospective students should have been exposed to advanced probability and mathematical statistics. Experience with computer programming (C++/Java/Python/R/Matlab) in mathematical and statistical modeling is an asset.
How to apply
Application Deadline: February 1, 2018 (for September 2018 entry)
For more information about this opportunity and about research in Actuarial and Financial Risk Management at Concordia University, please contact Dr. Frédéric Godin at: email@example.com
Send an email to Dr. Frédéric Godin indicating your interest in the position.