Full Professor in Mathematical Finance

Full Professor in Mathematical Finance
Department/faculty: Faculty Electrical Engineering, Mathematics and Computer Science
Level: Doctorate
Working hours: 32-40 hours weekly
Contract:
Salary: 5582 - 8127 euros monthly (full-time basis)

Faculty Electrical Engineering, Mathematics and Computer Science

The Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) is known worldwide for its high academic quality and the social relevance of its research programmes. The faculty’s excellent facilities accentuate its international position in teaching and research. Within this interdisciplinary and international setting the faculty employs more than 1100 employees, including about 400 graduate students and about 2100 students. Together they work on a broad range of technical innovations in the fields of sustainable energy, telecommunications, microelectronics, embedded systems, computer and software engineering, interactive multimedia and applied mathematics.

Research at the Delft Institute of Applied Mathematics (DIAM) centres around the analysis of mathematical models arising in science and engineering. This research is both fundamental and applied in nature, and is often inspired by technical applications. The department plays an active role in translating research results into concrete, practical applications. It maintains intensive contacts with other TU Delft departments, the major technological institutes, and the research laboratories of major companies. Within its own subject field, the department provides teaching for the Applied Mathematics BSc and MSc programmes, and is also responsible for the teaching of mathematics courses within other academic programmes at the TU Delft and within national programmes such as “MasterMath”.

DIAM consists of six sections: Analysis, Mathematical Physics, Numerical Analysis, Applied Probability, Statistics, and Optimisation. The successful candidate will join the section Applied Probability.

More information about the Delft Institute of Applied Mathematics can be found at www.ewi.tudelft.nl/en/the-faculty/departments/applied-mathematics/

Within DIAM, there are various organizational tasks that should be fulfilled by full professors. Section chair, department chair, chair of the committee of exams, etc. The full professor will also be considered for these types of tasks over time. Especially because of the outreach to important TU Delft initiatives, the professor is also expected to take actively part in some of these, depending on her/his own main interest.
Job description
Mathematical Finance is an important field of applied mathematics dealing with the modeling of financial markets, of their properties and of objects related to them. Within mathematical finance, it is possible to identify important subfields such as asset pricing, financial modeling, quantitative risk management and actuarial mathematics.

DIAM is looking for a new full professor in the field of mathematical finance, with emphasis on its probabilistic aspects and foundations. The professor will

1) strengthen, complement the research in mathematical finance already present within several sections (applied
probability, statistics and numerical analysis), making it more visible and strengthen it in the direction of
probabilistic foundations.

2) to work on the further development of the field of mathematical finance within TU Delft, together with the people
already involved in education and research in mathematical finance and related subjects.

Responsibilities: The professor will be responsible for coordinating and improving the present offer of courses in the field of finance, at all levels. S/he will also be asked to develop new courses and take the initiative to make financial teaching even more visible and successful. This will be done together with the other DIAM members working in finance, and in coordination with the other chairs.

Possibly, the professor will also contribute to MasterMath, proposing courses at the national level, and promoting the creation of new teaching lines in the field of mathematical finance for math students nationwide.

New initiatives in teaching with other departments and Delft Extension School are also desirable.

Finally, the professor will actively participate in the supervision of Applied Mathematics students during their Bachelor and Master projects. Organizational contribution.

Within DIAM, there are various organizational tasks that should be fulfilled by full professors. Section chair, department chair, chair of the committee of exams, etc. The full professor will also be considered for these types of tasks over time. Especially because of the outreach to important TU Delft initiatives, the professor is also expected to take actively part in some of these, depending on her/his own main interest.
Requirements
The successful candidate will fulfil the following criteria.

• Excellent research track record in probability theory with a clear connection to mathematical finance. A
completed PhD in mathematical finance, probability, statistics, or a related field.

• Strong educational track record, with experience in designing and teaching courses related to mathematical
finance and finance.

• Experience as advisor of students at all levels, from Bachelor to PhD.

• Excellent track record in acquiring external research funding, at national and international levels.

• Ability and willingness to further develop financial research and education within TU Delft, building upon the
existing lines within DIAM and EEMCS, cooperating with and coordinating the people already involved in the
field, and developing the collaboration with other groups within and outside TU Delft.

• Active outgoing attitude towards industry and applied research groups to start joint projects. Provable
connections with the financial industry represent a plus.

• Strong team management skills and willingness to contribute to the management of university committees and
institutes as well as national and international mathematics-related initiatives.

Conditions of employment
TU Delft offers a customisable compensation package, a discount for health insurance and sport memberships, and a monthly work costs contribution. Flexible work schedules can be arranged. An International Children’s Centre offers childcare and an international primary school. Dual Career Services offers support to accompanying partners. Salary and benefits are in accordance with the Collective Labour Agreement for Dutch Universities.

TU Delft sets specific standards for the English competency of the teaching staff. TU Delft offers training to improve English competency.

Inspiring, excellent education is our central aim. If you have less than five years of experience and do not yet have your teaching certificate, we allow you up to three years to obtain this.
Information and application
For information about this vacancy, contact Prof.dr. F.H.J. Redig, Professor, email: f.h.j.redig@tudelft.nl.

For information about the selection procedure, please contact Msc. M.F.J.Heemskerk, HR-Advisor, e-mail: vacancies-eemcs@tudelft.nl

To apply, please e-mail a detailed CV and statements on research, education, and valorisation along with a letter of application before March 15, 2020 to vacancies-eemcs@tudelft.nl.

When applying for this position, please refer to vacancy number EWI2019-81

Enquiries from agencies are not appreciated.

Organisation: 
Job location: 
Mekelweg 5
2628 CD Delft
Netherlands
Contact and application information
Deadline: 
Sunday, March 15, 2020
Contact name: 
TU Delft
Categorisation
Category: 
Professor
Classification: