New Order of Risk Management Postdoctoral Research Fellows

Spread the love

Employer: University of British Columbia, University of Toronto, University of Waterloo, Western University, or York University

Closing Date: We will start reviewing applications on June 1st, 2023

Preferred Start Date: September 1st, 2023 (flexible)

Duration: One year but renewable for up to two years

Disciplines: Actuarial Science, Behavioral Science, Business, Data Science, Economics, Finance, Quantitative Risk Management, Statistics, or related fields


The RISC and Insurance Studies Centre is seeking applicants for Two Postdoctoral Research Fellowship positions funded by the Natural Sciences and Engineering Research Council of Canada (NSERC) Alliance-Mitacs Accelerate grant entitled “New Order of Risk Management: Theory and applications in the era of systemic risk” or succinctly NORM. Both positions involve research that focuses on, but is not limited to, the theory, management, financing, governance, and regulation of systemic risks. 

The NORM research program seeks to lead a paradigm shift in the thinking, best practices, and regulation around systemic risk, a notion that is endemic to recent socioeconomic, demographic, technological, and environmental changes. NORM entails the development of novel theories, operational tools, and regulatory mechanisms that address the ever-increasing systemic nature of risks nowadays and account for unequal susceptibility to systemic risk, pursue equity, and build resilience. The successful candidates will work with one or more of the NORM program research team members: 

  • Jingyi Cao (Actuarial Science, York University)
  • Ida Ferrara (Economics, York University)
  • Edward Furman (Actuarial Science, York University)
  • Harry Joe (Statistics, University of British Columbia)
  • Sheldon Lin (Actuarial Science, University of Toronto)
  • Dirk Matten (Business, York University)
  • Silvana Pesenti (Quantitative Risk Management, University of Toronto)
  • Shayna Rosenbaum (Psychology, York University)
  • Fan Yang (Actuarial Science, University of Waterloo)
  • Ricardas Zitikis (Statistics, Western University) 


  • Completed PhD in Actuarial Science, Behavioral Science, Business, Data Science, Economics, Finance, Quantitative Risk Management, Statistics; other backgrounds will be considered.
  • Interest in topics related to systemic risks.
  • Readiness to collaborate across disciplines. 

Salary and Term

  • Salary: $57,000 annually, including benefits (can be higher depending on qualifications)
  • Term: one year, but renewable for an additional year
  • Preferred Start Date: September 1st, 2023 (flexible) 


  • Dissemination opportunities in publication venues.
  • Possibility to work on own independent side-projects and ideas.
  • Possibility to supervise graduate and undergraduate students.
  • (Optional) Possibility to teach for additional compensation.
  • Opportunity to establish connections within industry and academia in Canada and globally. 

How to Apply

Interested applicants should submit the following to [email protected]:

  • Curriculum Vitae.
  • Cover Letter (two-page max) describing:
    • the candidate’s research to date;
    • why the candidate is a good for the position;
    • the candidate’s long-term research plans as they relate to the objectives and scope of NORM.
  • The names and contact information of three referees familiar with the candidate’s research ability.
  • A representative paper. 

We will start reviewing applications on June 1st, 2023, and we will continue accepting and reviewing applications until both positions are filled. Only considered applicants will be contacted. 

We encourage applications from candidates who have been historically disadvantaged and marginalized, including applicants who self-identify as women, members of racialized groups, Indigenous peoples, persons with disabilities, and 2SLGBTQ+. 

For further information, please contact [email protected].

Click Here to Apply For The Job

Leave a Reply

Your email address will not be published. Required fields are marked *