Open Assistant Professor (tenure-track) position
Research fields: Financial mathematics and/or Financial engineering and/or Quantitative finance
CentraleSupelec is a leading French higher-education and research institution (QS 2019 #139, QS Engineering 2019 #46).
We are looking for an Assistant Professor to join the Mathematics Department, and the Quantitative Finance Research Team (FiQuant Team) within the Laboratory of Mathematics in Interaction with Computer Science.
Research details
The candidate will join the Laboratory of Mathematics in Interaction with Computer Science (MICS Lab, French classification: EA4037). MICS Lab research focuses on mathematical modeling and analysis of complex systems in various fields, including life science, financial markets, industrial engineering, information technologies, or social sciences.
The candidate is expected to work within the FiQuant Team, and produce high-profile research in Mathematical Finance, Financial Engineering or Quantitative Finance. This includes, but is not restricted to, stochastic modeling of financial markets or other complex economic systems, statistical modeling of financial microstructure, high-dimensional statistical learning in economics and finance. Exploration and analysis of large data sets is of particular interest for the FiQuant Team.
Beside this primary research focus, the candidate is also expected to interact with other teams within the MICS Lab and to promote interdisciplinary research.
The candidate should have a high-quality research record consistent with his/her previous positions and training.
Teaching details
The candidate will teach within the Mathematics Department of CentraleSupelec, at both
undergraduate and graduate levels, within the French cursus ingénieur. The candidate will primarily teach financial mathematics and quantitative finance courses, but may be asked for larger contributions within the Mathematics Department if needed.
Possible courses include : Financial time series or Introductory stochastic finance at a graduate level (French : M1/M2, 2eme et 3eme année ingénieur), and Probability, Analysis or Statistics labs at an undergraduate level (French: L3, 1ere année ingénieur). The candidate should also monitor students’s projects or students’ seminars. Finally, a graduate course linked to the candidate research interests may be proposed.
Position details
The position is attached to the CentraleSupelec campus of Gif-sur-Yvette, University of Paris-Saclay, in the south-west part of the Paris area.
Initial contract is a five-year position. The contract may be converted at any time within this period into a permanent position, depending on the candidate contributions to research and teaching.
(French candidates : Section CNU 26 ; CDD 5 ans convertible en CDI équivalent Maître de Conférences)
Courses can be taught in French or English. The candidate is not required to be fluent in French, although proficiency in both French and English is a plus.
Finally, the selection committee favors a multidisciplinary approach of Quantitative Finance, and therefore welcomes candidates from various quantitative backgrounds. Research achievements, research agenda as well as teaching proficiency will be favored over the training field of the candidate.
Applications
Application should be submitted as a unique pdf file including:
– a cover letter
– a detailed resume with a list of communications and publications
– a research project within the MICS lab
– a copy of the PhD diploma with evaluation documents/reports (French candidates : PV de soutenance de thèse)
– any document detailing previous experiments and training
– a copy of an id document
Recruitment process
Applications should be emailed to both
– Lorraine Maret, HR : lorraine.maret@centralesupelec.fr
– Elodie Ledoux, HR : elodie.ledoux@centralesupelec.fr
prior to October 13th, 2019.
Pre-selected candidates should expect interviews with the selection committee early December. Job position is expected to start in January 2020, or at a mutually agreed date with the selected candidate.
Contacts
P.-H. Cournède, Head of MICS Lab, paul-henry.cournedel@centralesupelec.fr
E. Herbin, Head of the Mathematics Department, erick.herbin@centralesupelec.fr
I. Muni Toke, Head of the FiQuant Team, ioane.muni-toke@centralesupelec.fr