Post-doctoral fellowship in Energy, Environment and Financial Engineering, HEC Montréal, Canada

Applications are invited for a post-doctoral position in Financial Engineering applied to Energy and Environmental problems. The position is at HEC Montréal, Canada.

The focus of the research will be on one or more of the following: optimization of energy production and energy trading; pricing of greenhouse gases allowances; integration of carbon constraints to energy management models.

Applicants must have a solid background in financial engineering. Knowledge of optimal control theory, optimization techniques, and numerical methods for computing, is very desirable. Programming experience is essential, as are good verbal and written communication skills. Familiarity with energy and/or greenhouse gases applications would be nice but is not required. The applicant’s Ph.D. should be in financial engineering, operations research, computational economics, or the equivalent.

Candidates should submit: a curriculum vitae; a statement of research experience and interests, including a paper if possible; a record of university-level courses and grades; and the names and addresses of at least two references.

The initial contract will be for up to 12 months, with the possibility of an extension. Starting date would preferably be in 2009. Selection will begin three to four weeks after publication of this announcement. Applications will be accepted until the position is filled. Financial support will be in the range of the national and provincial funding agencies.

Forward applications and further inquiries to the main investigator, Prof. Michel Denault, at michel.denault[ at ]hec.ca