Job Description

Faculty/Academic Area: Faculty of Science
Department: Mathematics
Campus: Waterloo
Employee Group: WLUFA
Requisition ID: 8260
Position Title: MA471-MA671 Computational Methods in Finance (Winter 2025)
Term: Winter 2025 (Jan 1 - April 30)
Days/Times: Mon, Wed 5:30-6:50 PM
Hours per week/Hours Total: 36
Type of Course: In-person, on-campus
Anticipated Class Size: 40
Additional Course Requirements: None
Posted on: May 30th 2024
Posting ends: June 14th 2024
Position Summary: Course Instructor: MA471-MA671
Numerical methods used in financial engineering and risk management, including numerical solutions of ordinarily differential equations, finite difference methods, numerical optimization, Monte Carlo and quasi-Monte Carlo methods, numerical solutions of stochastic differential equations, fast Fourier and other discrete transform methods. The computational methods are illustrated with the use of programming languages such as MAPLE, MATLAB and VBA.
MA471-MA671 are taught concurrently
Qualifications - Required: PhD in Mathematics, Statistics or Applied Mathematics
Qualifications - Discipline: PhD in Mathematics, Statistics or Applied Mathematics
Qualifications - Areas of Specialization: Quantitative Finance
Qualifications - Other: Ability to prepare course documents using LaTeX. Senior PhD Student in quantitative finance or equivalent professional qualifications.
Salary: $ 9,206.40
Application Deadline: June 14th 2024
*NEW*
Required for All Applicants

• CV (Maximum of 10 pages, with 12-point font and 2.54 cm (1 inch) margins. Pages which exceed this limit will not be considered in the committee's evaluation of the application)
• Only CVs submitted as a single .pdf file will be considered.
• On the CAF, applicants must clearly outline only those qualifications which are relevant for each course for which they have applied and articulate how their work and academic experience enhances their ability to teach each course.
• 4-page total limit on the responses to all of Questions 1, 3 and 4 and 200-word limit on responses for Question 2 will be enforced

Required for External Applicants

• Verification of the highest degree (e.g., a copy of the transcript)
• Name and contact information for referees (Maximum of 1 page in total, with 12-point font and 2.54 cm margins. Pages which exceed this limit will not be considered in the committee's evaluation of the application).

Optional Material (submitted as a single .pdf file):

• Teaching Dossier and/or relevant supplementary documentation (Maximum of 9 pages in total, with 12-point font and 2.54 cm margins. Pages which exceed this limit will not be considered in the committee's evaluation of the application).
• External applicants shall combine the teaching dossier, relevant supplementary documentation, verification of the highest degree, and name and contact information for referees in a single .pdf file to be considered.

To Apply:
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This appointment is in accordance with the , for which the Wilfrid Laurier Faculty Association (WLUFA) is the exclusive bargaining agent. All applicants are assessed using both the Appendix H: Assessment of CTF Candidates under 13.6.1 in the collective agreement and the , where applicable. Candidates should review these documents and ensure the information required is easily accessible in the application.
Please Note:
is used to apply to an individual posting and must be submitted with each application. The completed form is to be uploaded with all other application materials by the deadline listed in the course posting. Refer to Appendix I of the for further guidance about completing the CAF and Appendix H for details on how this form will be scored.
CTF Members (those who have taught a Laurier in the last 36 months) may wish to submit a single application to multiple course postings via the Posted Course Application Form (PCAF) Appendix G, which includes the CAF. The link to the Faculty specific PCAF is included in the email notification of posted courses you would have received from the hiring department/program/area at Laurier. The PCAF is a separate form due within 5 days of the email notification of posted courses and is submitted via Qualtrics. Refer to this notification for the link to the PCAF. Members who do not submit a PCAF may apply for posted course through a separate application for each course. Refer to the collective agreement for additional information on the PCAF.
For Supplementary Remuneration for large classes or multi-section courses, see Article 28.3
Pursuant to Article 13.5 of the Collective Agreement for Contract Teaching Faculty (CTF) and Part-time Librarians, all applicants shall apply electronically. Applications must be received by 23:59 local time of the date on the posting.
Wilfrid Laurier University endeavors to fill positions with qualified candidates who have a combination of education, experience, skills, and abilities to successfully perform the duties of the position while demonstrating Laurier's Employee Success Factors.
Diversity and creating a culture of inclusion is a key pillar of Wilfrid Laurier University's Strategic Academic Plan and is one of Laurier's core values. Laurier is committed to increasing the diversity of faculty and staff and welcomes applications from candidates from equity deserving groups. Indigenous candidates who would like to learn more about equity and inclusive programing at Laurier are welcomed to contact the Office of Indigenous Initiatives at indigenous@wlu.ca. Candidates from other equity deserving groups who would like to learn more about equity and inclusive programing at Laurier are welcomed to contact Equity and Accessibility at equity@wlu.ca. We have strived to make our application process accessible, however if you require any assistance applying for a position or would like this job posting in an alternative format, please contact Human Resources at hr@wlu.ca.
All qualified candidates are encouraged to apply; however, Canadians and permanent residents will be given priority. In accordance with the requirements of Citizenship and Immigration Canada, the successful applicants will be required to prove they are legally able to work in Canada.
Members of the designated groups must self-identify to the appropriate Dean(s) to be considered for employment equity.
All course offerings will be contingent on adequate student registration and subject to budgetary funding.
Members of the Contract Teaching Faculty bargaining unit:
Should you be interested in learning more about this opportunity, please visit www.wlu.ca/careers for additional information and the online application system. All applications must be submitted online.
All applications shall be reviewed and considered under a set of criteria established by the part-time hiring committee. Only those applicants recommended for a position will be contacted.