University of California, Santa Barbara, Statistics and Applied Probability

Position ID: UCSBSAPP-RESEARCHFELLOW [#16738, JPF01887]
Position Title: JPF01887-CFMAR- Research Fellows in Financial Mathematics
Position Type: Non tenure-track faculty
Position Location: Santa Barbara, California 93106-3110, United States [map]
Subject Areas: Financial Mathematics, Actuarial Research
Application Deadline: 2021/05/31 11:59PMhelp popup (posted 2020/11/09, listed until 2021/05/31)
Position Description:    

The Department of Statistics and Applied Probability at UC Santa Barbara is searching for qualified candidates for two visiting faculty positions in the Department of Statistics and Applied Probability and affiliated with the Center for Financial Mathematics and Actuarial Research (CFMAR).

Starting appointment date will be April 1, 2021 or July 1, 2021. The positions come with the possibility of 2 years renewal for a potential total of up to three years.

This search targets the following research groups:

• NSF-funded project on large scale interactions in financial markets, stochastic analysis, control and filtering problems (Prof. T Ichiba)

• NSF-funded project on machine learning for stochastic control, including Gaussian process surrogates, computational finance, and stochastic games (Prof. M Ludkovski)

The appointment would be made as a Visiting Assistant Professor and carry a teaching load of 3 courses/year. Departmental teaching would include upper-division courses in stochastic processes, and mathematical finance.

Applicants must have completed all requirements for a PhD (or equivalent) except the dissertation, in Financial Mathematics, Applied Probability, Statistics, Applied Mathematics or a related discipline, at the time of application and should have completed their PhD (or equivalent) by the time of appointment.

Successful applicants will demonstrate or show strong promise for undergraduate teaching, collaborative research and synergies with faculty and graduate students in the Center for Financial Mathematics and Actuarial Research and in the department.

Research activities of the CFMAR are directed toward study of financial markets, insurance and risk management. Among topics investigated by the CFMAR faculty are Systemic Risk, Portfolio Optimization, Stochastic Differential Games, Stochastic Partial Differential Equations, Machine Learning, Monte Carlo Simulation, and Predictive Modeling. The Center provides a forum for the scholarly exchange of ideas across disciplines of economics, statistics, applied mathematics, actuarial science and scientific computation through distinguished lectures, seminars, conferences, scholarly meetings, and publications.

For more information please see http://cfmar.pstat.ucsb.edu and http://pstat.ucsb.edu.

Interested candidates should apply electronically by submitting a cover letter, CV, a statement of current and planned research, a teaching statement, and have three letters of reference sent via UC Recruit (at least one letter should describe teaching accomplishments).

Diversity, equity, and inclusion are core values at UC Santa Barbara. Our excellence can only be fully realized by faculty, students, and staff who share our commitment to these values. The department strongly encourages all applicants to submit a Statement of Contributions to Diversity addressing past and/or potential contributions to diversity through research, teaching, and service.

Materials should be electronically submitted via UC Recruit: https://recruit.ap.ucsb.edu/JPF01887

Review will begin immediately after December 15, 2020 and continue until positions are filled.

The Department is especially interested in candidates who can contribute to the diversity and excellence of the academic community through research, teaching, and service as appropriate to the position.

The University of California is an Equal Opportunity/Affirmative Action Employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability status, protected veteran status, or any other characteristic protected by law.


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Contact: PSTAT Business Officer, 805-893-2129, (805)893-4867 (fax)
Email:
Postal Mail:
Dept. of Statistics and Applied Probability
South Hall 5607A
Mail Code - 3110
Santa Barbara, CA 93106-3110
Web Page: pstat.ucsb.edu

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