Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM

The Faculty of Business, Economics and Statistics of the University of Vienna announces the position of a

Full Professor of Mathematics and Finance (Finanzwirtschaft und Mathematik)

(full time position under private law). The University of Vienna intends to increase the number of women on its faculty, particularly in high-level positions, and therefore specifically invites applications by women. Among equally qualified applicants women will receive preferential consideration.

It is required that the candidate has an excellent publication record in high quality international journals with emphasis in Mathematical Methods in Finance, such as Financial Stochastic Processes, Financial Modelling, Risk Management and the Analysis of Financial Data. Finance is understood in a broader sense and may also include commodity markets (such as energy markets) and insurance markets.

It is required that the candidates have spent most of the previous five years working abroad and are currently not working in Austria.

We expect that the future professor contributes to strengthen the reputation of our Department of Statistics and Decision Support Systems at the Faculty of Business, Economics and Statistics, in close cooperation with group of Professor Schachermayer at the Department of Mathematics.

Teaching is required for students in our Master programs in

  • Statistics,
  • Quantitative Economics, Management and Finance (QEM) and
  • Mathematics

Moreover, teaching activities are expected for PhD students, especially in the framework of the "Vienna Graduate School of Finance" and the "Abraham Wald PhD Program" Occasionally, courses may be required on the bachelor level or for students in economics.

Successful candidates will have the following qualifications:

  • PhD and post-doctoral experience at a university or other research institution (Austrian or  equivalent international academic degree in the relevant field).
  • Outstanding research and publication record, with an excellent reputation as an active member in the international academic community (Habilitation, venia docendi) or equivalent international qualification in the relevant field is desirable)
  • Experience in designing, procuring and directing major research projects, and willingness and ability to assume the responsibility of team leadership to supervise theses, and to further the work of junior academic colleagues
  • Experience in university teaching, and willingness and ability to teach at all curricular levels, to supervise theses, and to further the work of junior academic colleagues
  • Readiness to cooperate with financial institutions and to acquire third-party funding.
  • The University of Vienna expects the successful candidate to acquire, within three years, proficiency in German sufficient for teaching in Bachelor programmes and participation in committees.

The University of Vienna offers:

  • Attractive terms and conditions of employment with a negotiable and  performance-related salary, associated with a retirement fund
  • A "start-up package" for the initiation of research projects
  • An attractive and dynamic research location in a city with a high quality of life
  • and in a country with excellent research funding provision
  • Support for relocation to Vienna, where appropriate

Candidates should send an application containing at least the following documents:

  • Academic curriculum vitae
  • Brief description of current research interests and research plans for the
  • immediate future
  • List of publications together with
  • specification of five key publications judged by the applicant to be particularly relevant to the advertised professorship together with an explanation of their relevance
  • PDF versions of these five publications provided either as email attachments or through URLs of downloadable copies (PDF versions of monographs need only be provided if easily available.)
  • List of talks given, including detailed information about invited plenaries at international conferences
  • List of projects supported by third-party funds
  • Short survey of previous academic teaching and list of supervised PhD theses

Applications in English should be submitted per e-mail (preferably as pdf attachments) to the Dean´s Office ( no later than October 1st, 1010 with reference 7/2010

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