Chair in Mathematical Finance and Probability or in Mathematical Finance and Statistics Imperial College London, Department of Mathematics United Kingdom

Chair in Mathematical Finance and Probability or in Mathematical Finance and Statistics


Job summary


Are you an outstanding academic with research experience and expertise in mathematical finance as well as in probability and/or statistics applied to mathematical finance? Would you like to join our vibrant and successful Department of Mathematics which ranks among the top mathematics departments worldwide? If so, then, we may have the perfect career opportunity for you. We are currently searching for a Chair in Mathematical Finance and...

 

Job listing information


Reference NAT00108


Date posted 1 March 2018


Closing date 30 April 2018


Key information about the role


Location
South Kensington Campus


Position type
Full time, permanent


Salary
Internationally competitive plus benefits Department Department of Mathematics Category Academic & Teaching / Non Clinical Academic & Teaching


Job description


Job summary


Are you an outstanding academic with research experience and expertise in mathematical finance as well as in probability and/or statistics applied to mathematical finance? Would you like to join our vibrant and successful Department of Mathematics which ranks among the top mathematics departments worldwide? If so, then, we may have the perfect career opportunity for you.

 

We are currently searching for a Chair in Mathematical Finance and Probability or in Mathematical Finance and Statistics to be effective no later than 24 September 2018.

 

This opportunity is ideally suited to individuals with strong collaborative links with industrial partners.

 

Your research specialisation should have sufficient mathematical generality that it has potential application in a variety of subfields. Examples of research areas sought include but are not limited to:

 

  • Valuation and hedging of financial products
  • Risk Measurement and Management
  • Optimal Portfolio Selection
  • Optimization in Finance
  • Algorithmic Trading and Optimal Execution
  • Market Microstructure
  • Statistical Learning and Data Science applications to Finance
  • Limit and Market order Books
  • Insurance Mathematics
  • Applications of Stochastic Processes, Stochastic Differential Equations, Stochastic Partial Differential Equations to Mathematical Finance.


Duties and responsibilities


You will be expected to clearly demonstrate how your research interests will both complement and enhance existing research strengths within the Mathematical Finance Section in the Mathematics Department. The Mathematical Finance Section has close ties with other researchers of the Department, particularly in the areas of probability, statistics and rough paths theory. The group has 6 permanent staff members and 5 associate members. The group runs the Finance and Stochastics weekly seminar, a Monthly CFM (Capital Fund Management) Seminar and has a busy visitor programme (sponsored by the CFM Institute in Quantitative Finance).

 

You will be expected to conduct research and teaching related to Quantitative Finance as well as Probability and/or Statistics, interpreted in a broad sense, within the Department of Mathematics. The Section runs a highly successful and internationally well-known MSc program in Mathematical Finance. You will be substantially involved with, and play a leading role in, MSc and PhD programs in Math Finance.

 

Essential requirements

 

A PhD (or equivalent) in Mathematical finance, probability, statistics, stochastic processes or a related discipline.

 

Excellent verbal and written communication skills.

 

Leadership qualities – as you may be tasked with directing the Imperial CFM (Capital Fund Management) institute or the research group itself.

 

Evidence that you are a recognised international leader in mathematical finance and its interface with probability and/or statistics.

 

A proven track record in teaching and supervision in math finance

 

A substantial track record of successful postgraduate student supervision and postdoctoral mentoring.

 

An internationally leading research record and a substantial track record of securing research funding and sustaining a vigorous research programme.

 

Further information


Minimum starting salary: £74,650 per annum

 

Further details about the post are available from Professor D. Brigo (dbrigo@imperial.ac.uk).

 

Alternatively, if you are unable to apply online or have any queries about the application process please contact: Mrs Maria Monteiro, m.monteiro@imperial.ac.uk, telephone: +44 (0) 2075945498

 

Documents
Further Particulars - 23-2-18.pdf


About Imperial College London


Imperial College London is the UK’s only university focussed entirely on science, engineering, medicine and business and we are consistently rated in the top 10 universities in the world.

 

You will find our main London campus in South Kensington, with our hospital campuses located nearby in West and North London. We also have Silwood Park in Berkshire and state-of-the-art facilities in development at our major new campus in White City.

 

We work in a multidisciplinary and diverse community for education, research, translation and commercialisation, harnessing science and innovation to tackle the big global challenges our complex world faces.

 

It’s our mission to achieve enduring excellence in all that we do for the benefit of society – and we are looking for the most talented people to help us get there.

 

Additional information


Please note that job descriptions cannot be exhaustive and the post-holder may be required to undertake other duties, which are broadly in line with the above key responsibilities.

 

All Imperial employees are expected to follow the 7 principles of Imperial Expectations:

 

  • Champion a positive approach to change and opportunity
  • Communicate regularly and effectively within, and across, teams
  • Consider the thoughts and expectations of others
  • Deliver positive outcomes
  • Encourage inclusive participation and eliminate discrimination
  • Develop and grow skills and expertise
  • Work in a planned and managed way


In addition to the above, employees are required to observe and comply with all College policies and regulations.

 

Imperial College is committed to equality of opportunity, to eliminating discrimination and to creating an inclusive working environment. We are an Athena SWAN Silver award winner, a Stonewall Diversity Champion, a Disability Confident Employer and work in partnership with GIRES to promote respect for trans people.


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