Postdoctoral Fellow in Statistics

Applications are invited for a Postdoctoral research associate at HEC Montreal. We are searching for a highly motivated and driven individual looking for research opportunities in the analysis of extreme values and its application
to finance, economics, and financial engineering, in a collaborative environment. The specific project for this position involves further development and implementation of robust methods for extreme values in the above-mentioned fields.

The candidate should have a strong background in mathematical statistics, knowledge of extreme value methodology and have demonstrated the ability to analyze data at a high level. Strong programming skills (Unix/Linux, R, S-plus,
with links to C, C++, or Fortran, shell scripting) are highly desirable. Applicants must have a Ph.D. in a quantitative field, a desire to learn finance and/or economics with demonstrated potential for exceptional research. The successful candidate must demonstrate strong interpersonal and communications abilities.

Work may be carried out in either English or French. The successful candidate will work in a stimulating and productive environment. Appointment for this position will be initially for one year. Salary is $40,000 per annum. Start date is negotiable.

Selection will begin October 1, 2009 and will continue until the position is filled. Interested applicants are encouraged to email a curriculum vitae in PDF format, including the name and email addresses of three references and a research statement, to the supervisor, Prof. D.J. Dupuis (debbie.dupuis@hec.ca).