Applications are invited for a Lecturer/Senior Lecturer (equivalent to an Assistant Professorship) in Mathematical Finance and Statistics with effect from October 2014 or sooner.
This position, created jointly by the Mathematical Finance and Statistics sections in the Department of Mathematics, IMPERIAL COLLEGE LONDON, will involve research on statistical modelling of financial data and postgraduate teaching in the MSc in Statistics and the MSc in Mathematics and Finance programmes.
Deadline: 19 February 2014.
The salary range is £45,040 – £50,190 per annum for a Lecturer. Minimum starting salary is £55,340 per annum for a Senior Lecturer.
Candidates will be expected to have a strong research record in probability, statistics, mathematical modelling in finance or related fields and to contribute significantly to the department’s interdisciplinary research activities.
The Mathematical Finance Section is the largest research group in Mathematical Finance in the UK and one of the world’s leading research groups in this field, with a strong reputation for the breadth and quality of its research in the mathematics of financial markets. Active areas of research include: stochastic analysis and stochastic processes, systemic risk, credit risk, counterparty risk, modelling and pricing of derivatives instruments, interest rate modelling, computational methods in finance, algorithmic trading and optimal execution problems and the modelling of liquidity and price formation. The Section has a wide range of industry collaborations and is associated with the CFM-Imperial Institute of Quantitative Finance.
The Statistics Section has an established international reputation for its methodological work in Bayesian analysis and computation, classification, data mining, “big data”, reliability and survival analysis, statistical signal processing, security, and for its applied work in various areas, including retail finance and biostatistics. Recent years have seen increased activity in statistical theory and applied probability, as well as in astrostatistics.
Candidates must have a PhD (or equivalent) in Mathematical Finance, Statistics or a closely related discipline and an excellent record of research achievement of international standing. Candidates should have research interests in the field of statistical modelling of financial data but those with proven ability in related areas in mathematics and statistics will also be considered. Experience of teaching mathematics or statistics at undergraduate and/or postgraduate level is essential. Candidates will also be expected be demonstrate the ability to conduct a personal research programme and to attract research funding.
For appointment to the position of Senior Lecturer, in addition to the above, candidates must have an exceptionally strong research record in Quantitative Finance, Statistics or a closely related subject and a demonstrable track record of successful postgraduate student supervision.
Further information about the department and the posts can be found at the website
Further information about the post can be found in this PDF (NS2014014SC_FP).
Applications should be made by submitting the completed Lecturer and Senior Lecturer (Clinical and Non-Clinical) application form and Recruitment monitoring form, along with any other relevant supporting documents such as your full CV, via email to Ms Angela Kehoe, Senior HR Manager, Telephone: 00 44 (0) 20 7594 5653, e-mail:, quoting reference number NS2014014SC.
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