Tenure Track Assistant professorship in Actuarial Science & Mathematical Finance

Updated: about 2 months ago
Deadline:

The research group Actuarial Science and Mathematical Finance of the Amsterdam School of Economics is looking for a new team member to strengthen our education and research programmes, which focus on finding quantitative solutions for the new challenges in financial risk management.


What are you going to do?

Candidates are expected to equally contribute to research and teaching. Teaching will be at both the undergraduate (BSc) and the graduate (MSc) level and will range from first-year tutorials to supervising MSc theses and possibly PhD courses. A substantial part of the school’s teaching is conducted in English, also at the undergraduate level; non-Dutch speakers are free to teach in English.

Research is expected to be aimed at international top journals. To receive tenure candidates should at a minimum fulfill the research fellow criteria of the Tinbergen Institute .


What do we ask of you?

The position is in the research group Actuarial Science & Mathematical Finance . Applicants should have a PhD in Actuarial Science, Mathematical Finance, (applied) Mathematics or Statistics, or expect to obtain such a PhD soon. Since we focus on quantitative aspects of risk measurement, strong mathematical skills are essential.
The section wishes to expand its research and teaching in the area of data science, so candidates with an expertise in that area are specifically encouraged to apply.
Candidates will be evaluated on their potential for and/or record of excellence in research and teaching. Visibility at relevant international academic conferences and experience in teaching or thesis supervision are highly appreciated.


Further information

For further information and questions please contact:

  • Prof. Peter Boswijk , head of the section Quantitative Economics
    or
  • Prof. Michel Vellekoop , head of the subsection Actuarial Science & Mathematical Finance 

Would you like to learn more about working at the University of Amsterdam? Visit our website .


Our offer 

The selected candidate will be offered a six-year tenure track position as Assistant professor. Upon meeting the criteria for tenure, a permanent contract as Associate professor will be offered. In the case of special circumstances, such as parental leave, the tenure track period can be extended.

The gross monthly salary during the first three years will be, depending on experience, between €4,139 and €5,127 (salary scale 11) based on 38 hours per week (+ 16.3% holiday and end-year payments). After a positive evaluation the maximum becomes €5,826 (salary scale 12). This is based on 38 hours per week and in accordance with the Collective Labour Agreement for Dutch Universities , regulating employment conditions at Dutch universities. A substantial reduction in income tax (equal to 30% of taxable salary) may apply to non-Dutch candidates. The UvA offers a very attractive pension scheme. The university has generous provisions for parental leave.

The intended start date is 1 September 2021.

What else do we offer you?

The research programme of the Actuarial Science and Mathematical Finance group concerns both theoretical and applied questions in quantitative risk management for financial institutions such as pension funds and insurance companies. Increasing uncertainty in financial markets has complicated asset and liability management over long horizons and modern risk management has become more complex as a result of the global interdependency of risk factors and new regulatory constraints. We strongly believe that these and other challenges require the development of new modelling approaches, that are based on the most recent insights in mathematics, statistics and data science.

The Quantitative Economics section at the Amsterdam School of Economics is a leading European research section. The section has internationally acclaimed research in Actuarial Science, Financial Mathematics, Econometrics, and Complexity. QE members have published their research in the top academic journals, in and outside economics and mathematics.


About the faculty

The University of Amsterdam is one of Europe’s major comprehensive universities and is consistently ranked among the best research universities on the continent. The Faculty of Economics and Business (EB)  at the University of Amsterdam provides academic courses for more than 7,000 students and conducts research programs in many specialist areas employing about 500 people. The FEB has an internationally acclaimed profile and is located in the heart of Amsterdam. FEB consists of the Amsterdam Business School (ABS)  and the Amsterdam School of Economics (ASE) . ASE is among the top economics research institutes in Europe.

The Quantitative Economics section in ASE covers three different research programs: Actuarial Science & Mathematical Finance; Econometrics; and Equilibrium, Expectations & Dynamics. The Quantitative Economics section is responsible for teaching all mathematics and quantitive economics related courses at the BSc and MSc level. The section also actively participates in the teaching and research activities of the Tinbergen Institute , the graduate school of ASE.


Job application

The UvA is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees. We value a spirit of enquiry and endurance, provide the space to keep asking questions and cherish a diverse atmosphere of curiosity and creativity.

Applications should be made via the EEA Econ Job Market . Applicants should provide their CV, two reference letters, a research paper, information about their teaching experiences, and a cover letter describing their research and teaching interests.

Closing date is 20 November 2020 at 23:59:59 CET.

Interviews will be conducted at the European Job Market for Economists in December 2020.

Candidates that cannot attend these meetings are also invited to apply.

Shortlisted candidates will be asked to present one of their papers at a job seminar.
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