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The School of Mathematical and Statistical Sciences at Western, which comprises the departments of Mathematics, Applied Mathematics and Statistical and Actuarial Sciences, as well as a research unit, was officially inaugurated on July 1, 2017, and Matt Davison who has spearheaded its creation was appointed its Director.

 

Professor Davison received his PhD degree in Applied Mathematics from Western in 1995.  Prior to joining Western, he worked at Deutsche Bank from 1997 to 1999 and was a postdoctoral researcher in theoretical physiology at the University of Bern from 1995 to 1997. He is a leader in Applied Quantitative Finance with a strong international reputation in Energy Finance. His career embodies interdisciplinarity with research interests that encompass the optimal control of energy assets, pricing options on carbon markets, the economic analysis of green energy sources and of the stability of reinsurance markets, quantitative risk management, pricing and hedging options, and applied operations research.

Matt Davison held a Tier 2 Canada Research Chair in Quantitative Finance from 2006 to 2016 and he is also a lifetime Fellow of the Fields Institute.  He chaired the Department of Statistical and Actuarial Sciences from 2014 to 2017 and occupied the position of Acting Chair of the Department of Applied Mathematics from 2015 to 2017. As Director of the School of Mathematical and Statistical Sciences, he will build on the cordial relationships existing between its constituting departments as well as with other Western departments and faculties with a view to capturing and fostering innovative research and teaching opportunities in Statistics, Actuarial Science, Financial Modelling, and Pure and Applied Mathematics.  Therewith, the clout afforded by this recently established administrative structure ought to bolster existing links and facilitate the development of new relationships with government and industry.

 

 

Submitted by Serge B. Provost

Wednesday, January 3, 2018

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