---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Tue, 25 Oct 2005 09:46:25 +0300 From: mfinance mfinance@cam.wits.ac.za Subject: Position in Mathematical Finance

Dear Colleague

We would be very grateful if you would alert potential candidates to the following position in Mathematical Finance in the School of Computational & Applied Mathematics at the University of the Witwatersrand, Johannesburg, described below.

The closing date for applications is 31 December, 2005.

Yours sincerely,

David Taylor

UNIVERSITY OF THE WITWATERSRAND, JOHANNESBURG

School of Computational & Applied Mathematics

Permanent Senior Lecturer/Lecturer/Associate Lecturer Position in Mathematical Finance

Applications are invited for a permanent position in MathematicalFinance at the University of the Witwatersrand, Johannesburg, to betaken up with effect from 1 February 2006 or as soon as possiblethereafter.

Candidates for the Lecturer or Senior Lecturer position should have aPhD and, in the case of the Senior Lectureship, an established trackrecord of research in some area of financial mathematics. Candidatesfor the Associate Lecturer position should have an MSc and beengaged in PhD studies. Applications are encouraged from candidateswith a background in stochastic calculus or numerical mathematics,but this is not a prerequisite. We are also keen to attract applicantswho are already established applied mathematicians and who wish tochange their academic focus.

The appointee to this permanent post in the School of Computational &Applied Mathematics will be expected to maintain an activeprogramme of research, and to play a significant role in all aspects ofthe organisation and teaching of financial mathematics at all levels.

The School of Computational & Applied Mathematics has a history ofteaching and research in Mathematical Finance dating back to 1989.The Programme in Advanced Mathematics of Finance is the pre-eminent financial mathematics degree in South Africa. Graduates areemployed worldwide in leading financial institutions. It has hadnumerous research collaborations and funding agreements with localand international investment banks.

The appointment will be made at the appropriate point on theAssociate Lecturer, Lecturer or Senior Lecturer scale. Furtherparticulars of the post, including information about remuneration, maybe obtained from Prof David Taylor at mfinance@cam.wits.ac.za +27-11-717-6149 (fax).

More information can be found on our website: http://www.cam.wits.ac.za/mfinance Information on living in South Africa can be found on: http://www.safrica.info

To apply, please submit a covering letter, detailed CV with names andcontact details of three referees & certified copies of degrees to:

Mrs Kalpana Patel, Human Resources Manager Faculty of Science Wits University Private Bag 3 Wits 2050 South Africa

The closing date for the receipt of completed applications is 31stDecember 2005.

Equality of opportunity is University policy

Prof David R Taylor Co-ordinator, Mathematics of Finance Programme School of Computational & Applied Mathematics University of the Witwatersrand PO WITS, 2050 South Afrika http://www.cam.wits.ac.za/mfinance/ (+27)-11-717-6110 (tel); (+27)-11-717-6149 (fax)