Assistant/Associate Professor of Applied Probability, TU Delft

Job description

The Applied Probability group is looking for an ambitious and enthusiastic Assistant Professor. Depending on the candidate’s qualities, an appointment at the level of Associate Professor can be considered.
His/her responsibilities include:
• research in the area of probability with applications in finance
• supervising Bachelor and Master students in their graduation projects.

The candidate is expected to play a key role in the development of the existing minor in Finance (Bachelor level) as well as in the future construction and direction of a master-track in the area of finance. Educational responsibilities include service teaching (general introductory mathematics courses), and teaching courses in the areas of Mathematical Finance at the undergraduate (minor in Finance) as well as the master's level. In addition, the candidate is expected to be active in acquiring and managing externally funded projects.
Requirements

The candidate should be a university graduate with a PhD in Mathematics (probability theory, statistics or stochastic operations research) or a related discipline (e.g. Econometrics). He/she has a proven track record in his/her research field with specific emphasis on probability (preferably with applications in mathematical finance) as evidenced by refereed publications in high-quality journals. The candidate is an enthusiastic team player, able to make significant contributions to research, has an affinity for applied projects and has excellent teaching skills.
Conditions of employment

This is a full-time, tenure-track position. The starting salary of the Assistant Professor, depending on age and experience, varies from scale 11 to 12 (€ 3,195,- with a maximum of € 4,970,- gross per month). The maximum salary for the Associate Professor position is scale 14, € 5,920,-.
TU Delft also offers an attractive package of fringe benefits, such as a flexible working week, free high-speed Internet access at home and the opportunity to compile an individual remuneration package via the Individual Terms and Conditions of Employment Options. Benefits and other employment conditions are in accordance with the Collective Labour Agreement for Dutch universities.
TU Delft strives to increase the number of women in higher academic positions; women are therefore especially encouraged to apply.
TU Delft sets specific standards for the English competency of its teaching staff. TU Delft offers training to improve English competency.

For more information about this position, please contact Prof. Frank Redig, phone: +31 (0)15-2789706, e-mail: F.H.J.Redig@tudelft.nl. To apply, please e-mail a detailed CV along with a letter of application by 31 January 2012 to Ms. A.C.M. Hoek, HR-EEMCS@tudelft.nl.
When applying for this position, please refer to vacancy number EWI2011-22.
Contract type: Permanent

Organisation

Delft University of Technology

Delft University of Technology (TU Delft) is a multifaceted institution offering education and carrying out research in the technical sciences at an internationally recognised level. Education, research and design are strongly oriented towards applicability. TU Delft develops technologies for future generations, focusing on sustainability, safety and economic vitality. At TU Delft you will work in an environment where technical sciences and society converge. TU Delft comprises eight faculties, unique laboratories, research institutes and schools.
Department

Electrical Engineering, Mathematics & Computer Science

The Delft Institute of Applied Mathematics (DIAM) carries out research into the design, analysis and simulation of mathematical models. This research is both analytical and numerical in nature and is 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 faculties, the major technological institutes (ECN, NLR, WL, Rijkswaterstaat, MARIN, TNO) and the research laboratories of major companies. Within its own subject field, the department provides teaching for the Technical Mathematics Bachelor’s programme and Applied Mathematics for the Master’s, and also contributes to the service teaching for the other TU Delft faculties.


The Applied Probability group is one of the key research areas at Delft Institute of Applied Mathematics (DIAM), which forms an integral part of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS). The group performs a broad spectrum of research in the area of risk, finance, ergodic theory and interacting stochastic systems.
Additional information

Frank Redig

+31 (0)15-2789706

F.H.J.Redig@tudelft.nl
Technische Universiteit Delft
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