Assistant Professor of Financial Stochastics (Development Track)

TU Delft is pleased to invite applications for an Assistant Professor (Development Track) with a specialization in Mathematical Finance. The Assistant Professor will be appointed at the Faculty of EEMCS, in the Applied Probability group of Delft Institute of Applied Mathematics.

We offer a full-time position, but candidates preferring a part-time position are also explicitly invited to apply. Our new colleague will have demonstrated excellence in research and preferably have some experience in teaching and supervision of students.

Your responsibilities include:

• Research in the area of probability theory, more precisely in the area of financial mathematics.
• Supervising Bachelor and Master students in their graduation projects.
• Participating in our teaching programme, which includes service teaching for engineering students e.g. within the minor Finance.
• Acquiring and managing externally funded projects.

The Development Track is a process leading up to a permanent appointment with the prospect of becoming an Associate Professor. It offers young, talented academics a clear and attractive career path. During the Development Track, you will have the opportunity to develop into an internationally acknowledged and recognised academic. We offer a structured career and personal development programme designed to offer individual academics as much as support as possible.

Research at Delft Institute of Applied Mathematics (DIAM) is conducted in six sections: Analysis, Applied Probability, Mathematical Physics, Numerical Analysis, Optimization, and Statistics.

The Applied Probability section is part of Delft Institute of Applied Mathematics (DIAM), which forms an integral part of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS). The section performs a broad spectrum of research in the areas of mathematical statistical physics, interacting particle systems, ergodic theory, finance and risk.

Important common themes of the Institute are partial differential equations, data science and mathematical finance. 

Besides research, education is an important cornerstone of our department. We teach the Applied Mathematics BSc and MSc programmes, as well as mathematics courses within other programmes at TU Delft, and national programmes such as “MasterMath”. Together with KTH Royal Institute of Technology (Sweden) and the Technical University of Berlin (Germany) we have also initiated the international joint Master’s programme COSSE (Computer Simulations for Science and Engineering). The department is also very active in innovating mathematics education (PRIME). Moreover, it also runs various MOOCs, among which Pre-University Calculus.

We value the kind and inclusive atmosphere at our institute and pride ourselves on our sense of community and the spirit of “getting things done together”, which we combine with mutual appreciation for individual success.

To foster interaction and cooperation, we organize lunch seminars where colleagues from the various sections discuss their work, and we arrange an annual social As activity where all staff.