Sessional Lecturer - MMF1927H: Workshop in Mathematical Finance (Section LEC 0101)
About The Position
This one-week intensive workshop bridges the gap between quantitative finance theory and modern systematic investment practice. Students are introduced to the end-to-end research pipeline used in quantitative asset management: from sourcing and cleaning financial and alternative data, through feature construction and supervised machine learning, to translating model outputs into investable signals and portfolio positions. The course is structured around two group projects, both following the same systematic research process and evaluated using similar metrics: one in cross-sectional equity return prediction and one in alternative data signal construction using weather anomalies and agricultural futures. Sessions are a combination of reviewing relevant material in class and hands-on Python-based walkthrough, with each evening progressing one stage further along the pipeline.
Requirements
- PhD in Mathematical Finance
- Industry experience in Quantitative Research and Trading and Data Science
- Prior experience teaching this course (or a similar course) at the university level
- Ability and experience teaching large classes
Nice To Haves
- Additional qualifications as FRM (Financial Risk Manager) and CFA (Chartered Financial Analyst)
Responsibilities
- Preparation and delivery of lectures in this course
- Preparation, supervision and grading of tests and examinations in accordance with university regulations
- Providing scheduled office hours for academic counseling of students
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What This Job Offers
Career Level
Entry Level
Education Level
Ph.D. or professional degree
