BMO Capital Markets is looking for applications for its annual Advanced Research Scholarship. The scholarship is funded by the Financial Products Group (FPG), and supported research topics will be those relevant to FPG activities. Research proposals are solicited on specific topics that include:

• Advanced Pricing Theory
• Advanced Risk Management techniques
• Advanced Trading strategies relating to Derivative Markets
• Market microstructure and trade execution

Research proposals will be accepted from PhD level candidates in Mathematics, Finance, or similar. Students in their last year are also encouraged to apply; their scholarship will be pro-rated for the time they stay at the University. Researchers whose proposals are accepted will receive an honorarium. Researchers may additionally be asked to acknowledge FPG and possibly to present the finished paper at a conference or seminar organized by BMO. Each accepted proposal would receive an honorarium of CAD $20,000. Larger and more ambitious proposals that may take more than one year will also be considered.

Proposal submissions should include:

• 1-page summary proposal
• Curriculum vitae
• Relevant previous papers (web-links are acceptable)
• Letters of reference from their thesis advisors

Interviews will be conducted with all finalists.

Successful applicants are encouraged to check the eligibility of their proposal for a matching IPS award at the NSERC website.

The application deadline is November 1^st of each year. Applications should be submitted to: BMOCM.ARScholarship@bmo.com.

Applications submitted after the deadline will not be considered.