Horizon Postdoctoral Fellowships

Job posting

Research program title

Modelling and Measuring Risks for Insurable Extreme Value Events

Reference number



Mélina Mailhot, Silvana Pesenti

Program description

Every year, natural disasters such as winter storms, wildfires and floods occur with rising probabilities and magnitudes. Predicting the occurrence and severities of natural catastrophes is statistically a difficult talk. However, indispensable for insurance companies underwriting natural catastrophes. Recent years have seen tremendous improvements in statistical modelling for insurance risk management, both theoretical and computational. These advances may not all be reflected in solvency capital requirements. This project aims to advance the theory and application of risk assessment to insurable natural disasters. A particular focus lies in understanding suitable risk measures for assessing risk inherent in natural catastrophes and providing an alternate potential approach for calculating solvency capital requirements for insurable natural catastrophes.

The postdoctoral fellow will be co-supervised by Prof. Mailhot and Prof. Pesenti and have the opportunity to collaborate on the Collaborative Research Team Project on natural disasters.

Academic qualifications required

  • PhD in Actuarial Mathematics
  • PhD in Statistics/Probability

Eligibility requirements

  • Applicants must not currently hold a postdoctoral appointment at Concordia
  • Priority will be given to postdoctoral fellows who have obtained their PhD from another university although in exceptional cases Concordia graduates may be considered
  • Applicants must adhere to the postdoctoral fellow eligibility criteria outlined in Concordia University’s Postdoctoral Policy


Please send your application by June 30, 2022 to Melina Mailhot. The position will remain open until filled. Preferred start date is September 1, 2022.

Submission process

  • All documents must be submitted to Melina Mailhot
  • Please include the reference number with your application

Application checklist

  • One to three (1-3) page research statement demonstrating fit with the program described above
  • Current curriculum vitae demonstrating research excellence and a capacity for leadership in the domain (maximum 5 pages)
  • Two letters of reference from academic supervisors or current employers to be sent via e-mail directly to Melina Mailhot


The prestigious two-year Horizon Postdoctoral Fellowships are valued at $50,000 per year plus benefits and full access to Concordia’s services, including GradProSkills.

Concordia University is a vibrant research and teaching environment, with state-of-the-art research facilities and many research centers. Concordia is located in Montreal, Canada, a diverse and creative city, often ranked as offering one of the best quality of living experiences in North America.

Concordia University is committed to Employment Equity and encourages applications from women, Aboriginal Peoples, visible minorities, ethnic minorities, and persons with disabilities.


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