Stephen Szaura

Title: 
PhD Student, Finance
Contact Information
Email address: 
stephen.szaura [at] mail.mcgill.ca
Address: 

Bronfman Building [Map]
1001 rue Sherbrooke Ouest
Montreal, Quebec
Canada
H3A 1G5

Degree(s): 
  • Desautels Faculty of Management, McGill University 2015-2020 
    PhD in Management, Specialization in Finance
  • University of Toronto 2013-2015
    PhD in Statistics/Mathematical Finance – transferred and completed MSc. program
  • University of Waterloo 2011-2013
    Masters of Quantitative Finance
    Thesis Title: Structural Credit Risk Modeling of Closed End Bond Funds 
  • University of Manitoba 2004-2008
    Honours Bachelor of Science Degree (First Class Honours) - Joint Actuarial Mathematics and Statistics
Area(s): 
Finance
Curriculum vitae: 
Group: 
PhD Student
Selected publications: 

P.P.Boyle and S. Szaura. Leverage and Closed End Bond FundsJournal of Fixed Income. v24(4). pp. 47-59. 2015.

Awards, honours, and fellowships: 
  • March 2016: 3rd Place in Graduate Management Consulting Association (GMCA) 2016 Case Competition
  • August 2015: National Bank Financial Group Fellow ($5,000)
  • August 2015: McGill Desautels Faculty of Management PhD student stipend ($25,000)
  • July 2014: Ontario Graduate Scholarship ($15,000)
  • March 2013: University of Waterloo President’s Graduate Scholarship ($10,000) - declined
  • March 2013: National Science and Engineering Research Council (NSERC) PGS M ($17,500)
  • March 2013: University of Waterloo MQF Research Assistantship ($2,000)
  • September 2012: University of Waterloo President’s Graduate Scholarship ($10,000)
  • September 2012: Ontario Graduate Scholarship ($15,000) 
  • September 2012: Featured work experience on Cultural Vistas website for 2012 Train USA Visa
Conferences: 
  • Bellairs Workshop and Tutorial of High-Dimensional Learning for Financial Data – “A Momentum Stock Trading Strategy using Economic Sentiment Data for S&P 500 Stock Predictions” - Conference Trading Strategy Presentation, January 15-22, 2016, Bellairs Research Institute, Barbados
  • Montreal Institute of Structure Finance and Derivatives IFSID Conference - Attendee, September 25-26, 2015, Montreal, Quebec
  • University of Waterloo Masters in Quantitative Finance Alumni Conference and Annual Dinner*, October 4, 2014, Waterloo, Ontario
  • Northern Finance Association (NFA) Conference – “Impact of Sponsor Ownership on Fixed-Income Fund Performance” - Paper Discussant, September 12-14, 2014, Ottawa, Ontario

*Presentation by co-author

Current research: 

Research interests

Asset Pricing, Liquidity, Derivatives Pricing, Market Microstructure, and Fixed Income