Tier II Canada Research Chair
in
Financial Econometrics
The University of Western Ontario
The Departments of Economics, Applied Mathematics, and Statistical
&
Actuarial Sciences at The University of Western Ontario invite
applications
from both Canadian and international candidates for a Tier II Canada
Research Chair in the area of
Financial Econometrics,
at the rank of
probationary (tenure-track) Assistant or tenured Associate Professor,
as
qualifications and experience warrant, with a starting date of January
1,
2013 or later. The successful candidate will be jointly appointed to
the
Department of Economics and to the Department of Applied Mathematics or
the
Department of Statistical & Actuarial Sciences. In accordance with
the
regulations set for Tier II Canada Research Chairs, the candidate will
hold
a PhD (normally obtained within the last ten years), and will be an
outstanding emerging scholar who has demonstrated innovation with the
potential to achieve international recognition within five to ten
years. The candidate must propose an original research program that
will
attract external funding and excellent graduate students. The candidate
will work with the Office of Research Services to develop a proposal to
be
submitted with the Chair nomination to the CRC Secretariat in 2012.
Please
refer to the CRC website for detailed information about the Program:
http://www.chairs-chaires.gc.ca/
Western's Department of Economics
(www.economics.uwo.ca) has a
long
standing reputation as a leading research department in Canada. Current
research strengths are: Labour Economics, Macroeconomics, Micro Theory
and
Econometrics. Quantitative Finance is an area of research focus for the
Departments of Applied Mathematics
(www.apmaths.uwo.ca)
and Statistical &
Actuarial Sciences
(www.stats.uwo.ca), which offer
Financial Modeling
programs at the undergraduate, master, and doctoral levels. The three
Departments, together with the Faculty of Business and the Faculty of
Law,
share research and teaching links and are planning to offer a Masters
in
Financial Economics program starting in September 2012.
We seek a financial econometrics scholar whose areas of
specialization
might include: estimation and inferences of financial models,
volatility
estimation, term structure of interest rates, risk management, testing
financial economic theory, capital asset pricing and arbitrage pricing,
derivative pricing, portfolio allocation, risk-adjusted returns,
simulating
financial systems, and hedging strategies. The candidate will play an
important role in the Masters of Financial Economics program and the
Financial Modeling graduate programs including course development,
research
project supervision and/or administration. The ideal candidate will
establish a competitive, internationally recognized, research program,
and
bring leadership qualities that will enhance established strengths in
the
departments and increase interdisciplinary links between them.
Review of applications will commence on October 1, 2011 and will
continue
until the position is filled. A complete application will include: a
covering letter and curriculum vitae; a current working paper and up to
three refereed publications; a teaching dossier; the names, addresses,
email addresses, and phone numbers of three referees; and a description
of
a 5-7 year research program. The application should be sent to:
Dr. Andrew Nelson, Associate Dean - Research
Office of the Dean, Faculty of Social Science
The University of Western Ontario
London, Ontario N6A 5C2 Canada
Email: anelson@uwo.ca
Positions are subject to budget approval. Applicants should have fluent
written and oral communication skills in English. All qualified
candidates
are encouraged to apply; however, Canadians and permanent residents
will be
given priority. The University of Western Ontario is committed to
employment equity and welcomes applications from all qualified women
and
men, including visible minorities, Aboriginal people and persons with
disabilities.