Delft University of Technology, Delft Institute of Applied Mathematics

Position ID: TUDelft-ASSPROF4 [#19353, TUD01857]
Position Title: Assistant Professor of Financial Stochastics (Development Track)
Position Type: Tenured/Tenure-track faculty
Position Location: Delft, Zuid-Holland 2600GA, Netherlands [map]
Subject Area: Financial Stochastics
Application Deadline: 2022/01/31 11:59PMhelp popup finished (2021/12/27, finished 2022/04/12, listed until 2022/01/31)
Position Description:    

*** this position has been closed. ***

Are you up to the challenge of developing yourself as a strong academic in a collegiate mathematics department? By making a change through leading education and ground-breaking research in the area of mathematical finance? And thus generating impact in this societally relevant theme? Then this is the position you are looking for!

JOB DESCRIPTION

TU Delft is pleased to invite applications for an Assistant Professor (Development Track) with a specialization in Mathematical Finance. The Assistant Professor will be appointed at the Faculty of EEMCS, in the Applied Probability group of Delft Institute of Applied Mathematics.

We offer a full-time position, but candidates preferring a part-time position are also explicitly invited to apply. Our new colleague will have demonstrated excellence in research and preferably have some experience in teaching and supervision of students.

Your responsibilities include:

-Research in the area of probability theory, more precisely in the area of financial mathematics.

-Supervising Bachelor and Master students in their graduation projects.

-Participating in our teaching programme, which includes service teaching for engineering students e.g. within the minor Finance.

-Acquiring and managing externally funded projects.

The Development Track is a process leading up to a permanent appointment with the prospect of becoming an Associate Professor. It offers young, talented academics a clear and attractive career path. During the Development Track, you will have the opportunity to develop into an internationally acknowledged and recognised academic. We offer a structured career and personal development programme designed to offer individual academics as much as support as possible.

Research at Delft Institute of Applied Mathematics (DIAM) is conducted in six sections: Analysis, Applied Probability, Mathematical Physics, Numerical Analysis, Optimization, and Statistics.

The Applied Probability section is part of Delft Institute of Applied Mathematics (DIAM), which forms an integral part of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS). The section performs a broad spectrum of research in the areas of mathematical statistical physics, interacting particle systems, ergodic theory, finance and risk.

Important common themes of the Institute are partial differential equations, data science and mathematical finance.

Besides research, education is an important cornerstone of our department. We teach the Applied Mathematics BSc and MSc programmes, as well as mathematics courses within other programmes at TU Delft, and national programmes such as “MasterMath”. Together with KTH Royal Institute of Technology (Sweden) and the Technical University of Berlin (Germany) we have also initiated the international joint Master’s programme COSSE (Computer Simulations for Science and Engineering). The department is also very active in innovating mathematics education (PRIME). Moreover, it also runs various MOOCs, among which Pre-University Calculus.

We value the kind and inclusive atmosphere at our institute and pride ourselves on our sense of community and the spirit of “getting things done together”, which we combine with mutual appreciation for individual success.

To foster interaction and cooperation, we organize lunch seminars where colleagues from the various sections discuss their work, and we arrange an annual social As activity where all staff.

REQUIREMENTS

You are a university graduate with a PhD in Mathematics (with specialization probability theory or stochastic analysis) and are expected to have strong affinity with and motivation for mathematical finance.

You:

-Have a proven track record in your research field, as evidenced by refereed publications in top quality journals.

-Are a motivating role model in your field, able to make significant contributions to research.

-Are an enthusiastic team player.

-Have excellent communication skills.

-Show the potential to be an inspired and dedicated teacher.

CONDITIONS OF EMPLOYMENT

At the start of the Tenure Track, which at EEMCS we implemented as Development Track, you will be appointed as Assistant Professor for the duration of six years. Department chairs, section leaders and you will agree upon expected performance and (soft) skills. You will receive formal feedback on performance and skills during annual assessment meetings and the mid-term evaluation. If the performance and skills are evaluated positively at the end of the Development Track, you will be appointed in a permanent Assistant Professor position.

TU Delft offers:

-A customisable compensation package.

-A discount for health insurance and sport memberships.

-A monthly work costs contribution.

-The possibility to arrange flexible work schedules.

-An International Children’s Centre that offers childcare and an international primary school.

-Dual Career Services to offer support to accompanying partners.

-Salary and benefits in accordance with the Collective Labour Agreement for Dutch Universities.

-Training to improve the English competency (TU Delft sets specific standards for the English competency of the teaching staff).

-The opportunity to obtain your teaching certificate (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, since inspiring, excellent education is our central aim).

Assistance

When you are (considering) contributing your talent and knowledge to our academic community, we will accompany and inform you very intensively from an early stage. It is a great adventure to live in Delft and work at TU Delft. Relocating to a new country, however, involves challenges, such as arranging housing and healthcare, and possibly responding to a partner’s career goals. TU Delft’s ‘Coming to Delft Service’ addresses the needs of new employees from abroad and those of their partners and families. We will do our best to help you settle in. We hope you will find useful information on our website.

TU DELFT (DELFT UNIVERSITY OF TECHNOLOGY)

Delft University of Technology is built on strong foundations. As creators of the world-famous Dutch waterworks and pioneers in biotech, TU Delft is a top international university combining science, engineering and design. It delivers world class results in education, research and innovation to address challenges in the areas of energy, climate, mobility, health and digital society. For generations, our engineers have proven to be entrepreneurial problem-solvers, both in business and in a social context. At TU Delft we embrace diversity and aim to be as inclusive as possible (see our Code of Conduct: https://www.tudelft.nl/en/about-tu-delft/strategy/integrity-policy/tu-delft-code-of-conduct/). Together, we imagine, invent and create solutions using technology to have a positive impact on a global scale.

Challenge. Change. Impact!

FACULTY ELECTRICAL ENGINEERING, MATHEMATICS AND COMPUTER SCHIENCE

The Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) brings together three disciplines - electrical engineering, mathematics and computer science. Combined, they reinforce each other and are the driving force behind the technology we use in our daily lives. Technology such as the electricity grid, which our faculty is helping to make future-proof. We are also working on a world in which humans and computers reinforce each other. We are mapping out disease processes using single cell data, and using mathematics to simulate gigantic ash plumes after a volcanic eruption. There is plenty of room here for ground-breaking research. We educate innovative engineers and have excellent labs and facilities that underline our strong international position. In total, more than 1,100 employees and 4,000 students work and study in this innovative environment.

Click here: https://www.tudelft.nl/en/eemcs/the-faculty/ to go to the website of the Faculty of Electrical Engineering, Mathematics and Computer Science.

ADDITIONAL INFORMATION

For more information about this position, please contact Prof. Frank Redig, Full professor, phone: +31 (0)15-2789706, e-mail: f.h.j.redig@tudelft.nl. For questions regarding the recruitment process or other HR-matters, please contact Chantal Hitzert (HR advisor), +31 (0)6-43221297, c.hitzert@tudelft.nl.

APPLICATION PROCEDURE

Are you interested in this vacancy? Please apply before January 31,2022 via https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/apply/?jobId=QEZFK026203F3VBQBLO6G68W9-5144&langCode=en_GB and upload a detailed CV that includes a list of publications, contact information of at least three scientists whom we can contact for letters of recommendation, and a research and teaching statement along with a letter of application.

The job interviews will be held in February, 2022.

-A pre-employment screening can be part of the selection procedure.

-You can apply online. We will not process applications sent by email and/or post.

-Acquisition in response to this vacancy is not appreciated.


We are not accepting applications for this job through Mathjobs.Org right now. Please apply at https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/apply/?jobId=QEZFK026203F3VBQBLO6G68W9-5144&langCode=en_GB.
Contact: Prof. Frank Redig, +31 (0)15-2789706
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Web Page: https://www.tudelft.nl/en/eemcs/the-faculty/departments/applied-mathematics/