Heriot-Watt University, Edinburgh
Chair in Financial Mathematics
Applications are invited from persons with research interests in Financial Mathematics or a related discipline for the position of full Professor of Financial Mathematics in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, Edinburgh. This is a newly created position within the Department. It is intended that the person appointed will provide leadership for the thriving Financial Mathematics group within the Department and enhance its reputation as a leading centre of research in this field.
The person appointed will be expected to contribute to the Department's teaching activities in Financial Mathematics. In particular, there are established undergraduate and postgraduate degrees in Financial Mathematics, and it is anticipated that the new professor will contribute to the ongoing development of these courses.
The Department of Actuarial Mathematics and Statistics is internationally renowned both for its research and its teaching in Actuarial Science and Applied Probability. In addition, it has a growing reputation in Financial Mathematics through the activities of its financial maths group (Florin Avram, Andrew Cairns, Terence Chan, Anke Wiese and David Wilkie). Current teaching includes undergraduate and postgraduate courses in actuarial mathematics and statistics and occasional courses for continuing professional development. In addition, the highly-successful MSc course in Financial Mathematics (run jointly with the University of Edinburgh) is now complemented by a BSc degree in this field which commenced in October 2000.
The Department values highly its links with the business world. Staff are encouraged to develop contacts with professional, industrial, commercial, and research organisations as well as with other academics.
Edinburgh is the UK's second financial centre and the location of the headquarters of several major insurance companies (with substantial funds under management), banks, and investment companies. The medium size and geographical location of the city, together with the range of its cultural activities (which include the world-famous annual international arts festival), ensure that Edinburgh provides one of the highest qualities of life in the UK.
Current research interests include:
(See http://www.ma.hw.ac.uk/~andrewc/financialmaths/ for further details.)
Probability and Statistics:
The department is able to provide generous support for participation in international conferences and workshops.
Current teaching in the Department includes:
Applicants should have:
The person appointed will be expected to:
The anticipated starting date is 3 September 2001 or as soon as is convenient thereafter.
Persons wishing to discuss these opportunities informally and in confidence may contact either:
John McCutcheon (Head of Department), (0131 451 3202)
(e-mail J.J.McCutcheon@ma.hw.ac.uk ),
Application forms and further information may be obtained from:
The closing date for applications is 6 April, 2001.
It is likely that interviews will be held during the second half of May, 2001.
(top of page)
© by Financial and Actuarial Mathematics, TU Wien, 2002-2021 |