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Silvana Pesenti

Assistant Professor Insurance Risk Management, University of Toronto

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Posted on February 2, 2022February 2, 2022 by Silvana Pesenti

Postdoctoral Fellowship Opportunity

I have a 2 year postdoctoral fellowship opportunity in my research team. The postdoctoral fellow will be supervised jointly with Prof. Melina Mailhot from Concordia University and working on topics related to risk measurement of extreme value events.

For further information and the application process, see https://www.concordia.ca/sgs/postdoctoral-fellows/funding/horizon/open-positions/11004.html

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One World Actuarial Research Seminar (OWARS) Series

If you’re in interested in actuarial science, check the online OWARS seminar series, of which I’m one of organiser of.

Actuarial Science Group, University of Toronto

Find out more about the actuarial research group at the University of Toronto:  https://actsci.utstat.utoronto.ca/

Research Interests

My research interests include, but are not limited to, quantitative risk management, dependence uncertainty, sensitivity analysis for insurance, risk measures, stress testing and systemic risk.

Research Funding

My research is supported by Natural Sciences and Engineering Research Council of Canada (DGECR-2020-00333, RGPIN-2020-04289), and the Connaught New Researcher Award.

Together with Prof. Mélina Mailhot, I lead the CANSSI Collaborative Research Team:
“Natural Catastrophes: Are Canadian Insurers Ready for “The Big One”?“

Joining my team

I am seeking students at all levels with strong mathematical background and interest in risk management in the intersection of actuarial science and financial mathematics. PhD applications need to be submitted via the Department of Statistical Sciences: https://www.statistics.utoronto.ca/graduate/phd-application-information.

Relevant Links:

University of Toronto Discovery Research

Department of Statistical Sciences

SAMO | Sensitivity Analysis of Model Output
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