Faculty position opening in quantitative finance

April 14, 2020

Job profile: Assistant Professor

Research fields: Quantitative finance. Mathematics/Physics/Data Science applied to 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 (MICS Lab, French classification: EA4037).

Research profile
The candidate will join the Laboratory of Mathematics in Interaction with Computer Science. 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 Quantitative Finance. This includes, but is not restricted to, modeling of financial markets or other complex economic systems, statistical modeling of financial microstructure, agent-based modeling, high-dimensional statistical learning in economics and finance. Exploration and analysis of large data sets is of particular interest for the FiQuant Team. The candidate should have a high-quality track record consistent with his/her previous positions and training. Priority will be given to multidisciplinary approaches of quantitative finance. Beside this primary research focus, the candidate is also expected to interact with other teams within the MICS Lab and to promote interdisciplinary research.

Teaching profile
The candidate will teach within the Mathematics Department of CentraleSupelec, at both undergraduate and graduate levels, in the French cursus ingénieur and in the Master of Science “Data Science and Business Analytics”. The candidate will primarily teach quantitative finance and data science courses, but may be asked for larger contributions within CentraleSupelec, notably in continuing education programs related to the candidate’s specialty.
Possible courses include “Financial time series” or “Statistics in Finance” at an undergraduate level (French: L3, 1ere année ingénieur), or quantitative finance courses at a graduate level (French : M2 3eme année ingénieur). The candidate should also monitor students’s projects or students’ seminars.

Details for foreign candidates
The position is attached to the CentraleSupélec campus of Paris-Saclay, University of Paris-Saclay, in the south-west part of the Paris area.This position is a permanent contract (French CDI, equivalent to a Maître de Conférences position).
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 and recruitment process
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 and the FiQuant team ;
• a copy of the PhD diploma with evaluation documents/reports ;
• any document detailing previous experiments and training ;
• a copy of an id document.

Applications should be emailed to both

• Lorraine Maret, HR : lorraine.maret@centralesupelec.fr
• Elodie Ledoux, HR : elodie.ledoux@centralesupelec.fr

Pre-selected candidates should expect interviews with the selection committee in June. Job position is expected to start in September 2020.

Contacts

• P.-H. Cournède, Head of MICS Lab, paul-henry.cournede@centralesupelec.fr
• E. Herbin, Head of the Mathematics Department, erick.herbin@centralesupelec.fr
• D. Challet, co-Head of the FiQuant Team, damien.challet@centralesupelec.fr
• I. Muni Toke, co-Head of the FiQuant Team, ioane.muni-toke@centralesupelec.fr