The candidate must have a distinguished reputation for research and graduate training in mathematics, statistics, or operations research and its application to the theory and practice of quantitative finance. The candidate must have a strong vision for the continued development of the AMS quantitative finance program and for outreach to leaders in the investment community. The candidate must have a PhD (or equivalent) in financial mathematics, financial engineering, applied mathematics, statistics, operations research, mathematics, or a closely related field. The candidate must have the ability to teach quantitative finance and related applied mathematics courses at both the undergraduate and graduate level. The candidate must have the ability to conduct research and advise PhD students in areas related to quantitative finance. The candidate must have an established record of achievement, including peer-reviewed published papers. The candidate must have excellent communication skills and an ability and willingness to collaborate.
An ideal candidate has both a strong academic background and established connections to the investment community. Practical experience in methods and applications of quantitative finance in industry is a strong plus. An ideal candidate will have demonstrated excellence in research and will have experience in writing research proposals, and a strong willingness to pursue external research funding sources, as appropriate for their discipline. While all applicants working within the general areas of interest of quantitative finance and financial mathematics/engineering will be considered, preference will be given to candidates who demonstrate the ability to conduct empirical analysis in finance and have good knowledge of practical implementations of methods. Experience teaching quantitative finance is a strong plus.
Responsibilities & Requirements
The endowed chair will: direct the department’s quantitative finance program; develop outreach initiatives to the investment community, including the development of executive programs and industrial funding; participate in and provide leadership for the strong research program in quantitative finance; supervise and train PhD students; assist in the advising of graduate students; teach courses in quantitative finance and related areas of applied mathematics.
Please see the website for all relevant information: https://www.stonybrook.edu/commcms/faculty-jobs/positions/faculty-librarian/current-year/Endowed-Chair-of-Quantitative-Finance-F-9909-18-06
Application deadline: 5 January 2019