Department of Mathematics, Imperial College London

Position ID: 434-CHAIRINM [#11771, NAT00108]
Position Title: Chair in Mathematical Finance and Probability or in Mathematical Finance and Statistics
Position Type: Tenured/Tenure-track faculty
Position Location: London, United Kingdom [map]
Subject Areas: mathematical finance, probability, chair, statistics
Application Deadline: 2018/04/30 finished (2018/03/05, finished 2018/11/04, listed until 2018/04/30)
Position Description:    

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

* this map is a best-effort approximation. Open in Google Maps directly.

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

Department of Mathematics

South Kensington Campus

Minimum Starting Salary: £74,650 p.a.

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.

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 details about the post are available from Professor D. Brigo (

For further details on this opportunity and how to apply please visit our website at the following link: quoting reference number NAT00108

Alternatively, if you are unable to apply online or have any queries about the application process please contact: Mrs Maria Monteiro,, telephone: +44 (0) 207 5945498

Closing date: 30 April 2018 (midnight BST)

Committed to equality and valuing diversity, we are also an Athena SWAN Silver Award winner, a Stonewall Diversity Champion, a Disability Confident Employer and are working in partnership with GIRES to promote respect for trans people.

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Department of Mathematics

Imperial College London
South Kengsington Campus
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