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Chair in Mathematical Finance and Statistics
Imperial College London

Company Information: Imperial College London is the UK’s only university focussed entirely on science, engineering, medicine and business and we are consistently rated in the top 10 universities in the world.

You will find our main London campus in South Kensington, with our hospital campuses located nearby in West and North London. We also have Silwood Park in Berkshire and state-of-the-art facilities in development at our major new campus in White City.

We work in a multidisciplinary and diverse community for education, research, translation and commercialisation, harnessing science and innovation to tackle the big global challenges our complex world faces.

It’s our mission to achieve enduring excellence in all that we do for the benefit of society – and we are looking for the most talented people to help us get there.

Position Title: Chair in Mathematical Finance and Statistics

Duties and Responsibilities: 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.

Position Qualifications: 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.

Salary Range: Minimum starting salary: £74,650 per annum



Application Information: Please apply online via our jobs page:
(search job reference: 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) 2075945498

Contact Email:

Application Deadline: 04/30/2018