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University of Leeds
School of Mathematics
LECTURER IN FINANCIAL MATHEMATICS
As part of a major initiative in Quantitative Finance, in collaboration with the
Business School, the School of Mathematics seeks to appoint a Lecturer in
Financial Mathematics or related areas. The preferred starting date is February
2007, but there is some scope for flexibility. With a PhD (or equivalent), you
will have an excellent track record of research in financial mathematics or
related areas. Preference may be given to candidates who work in a branch of
financial mathematics that is compatible with the interests of existing members
of the finance group at the School of Mathematics and Leeds University Business
School (LUBS). Areas of research could include probability theory, stochastic
analysis and stochastic differential equations, mathematical finance, pricing of
financial derivatives, quantitative finance, or mathematical economics, for example.
You will play a full role in the School, contributing to the research activity,
undergraduate and graduate teaching, and administrative duties as directed.
Teaching and administrative duties will, in the first instance, mainly be in
connection with the newly established in MSc Financial Mathematics, a joint
programme between the School of Mathematics and LUBS.
Further details of the School's activities can be found at www.maths.leeds.ac.uk
University Grade 8 (£31,525 - £38,772p.a.) depending on experience
Informal enquiries to Professor Klaus Reiner Schenk-Hoppé (Centenary Chair in
Financial Mathematics) tel 0113 343 5187 email [log in to unmask]
To apply on line please visit http://www.leeds.ac.uk and click on 'jobs'.
Application packs are also available via email [log in to unmask] or
tel 0113 343 5771.
Job ref: 313109 Closing date 15 November 2006
Financial Mathematics at Leeds
The School of Mathematics seeks to appoint a Lecturer to join the Centenary
Chair in Financial Mathematics, Klaus Reiner Schenk-Hoppé, who has interest in
financial mathematics, financial economics and computational finance.
The appointment is a part of a major new initiative in the area of quantitative
finance involving the School of Mathematics and the Business School (LUBS) at
Leeds. Both Schools are committed to promoting the newly established Masters
programme in financial mathematics and further developing research programmes in
mathematical finance.
Job description
The duties are to carry out research, teaching and administration within the
School of Mathematics, under the direction of the Centenary Chair in Financial
Mathematics and the Head of School and its Management Group.
You will be expected to carry out research of the highest quality, undertaking
complex analyses and interpretation, and using these to define new, more
effective ways of working. You will be expected to write or contribute to
publications and make presentations at conferences.
You will be expected to play a full role in the teaching of undergraduate and
graduate courses offered by the School. This includes designing and delivering
teaching by means of lectures, examples classes, tutorials and project
supervision, and assessment by means of examinations and course work. You will
be responsible for setting the standards of the immediate service being
delivered and developing ways in which it can be more effective.
You will be expected to participate in groups, within or external to the
University, to discuss and share information with the purpose of using these
discussions to generate and adapt information, influencing key opinions and
decisions to the benefit of the School.
You will also be expected, where appropriate, to take part in the supervision of
postgraduate students and to seek external research funding.
You will be expected to make independent and collaborative decisions relating to
the content and structure of modules and applying the result of research and
scholarship.
You are also expected to take an active role in curriculum design and
development. Teaching and administration duties will mainly centre around the
MSc Financial Mathematics, taught jointly by the School of Mathematics and LUBS.
The School of Mathematics and the three departments within are supported by a
number of administrative and clerical staff. However, academic staff carry out
those administrative duties that require academic judgement, and lecturers are
therefore required to undertake such tasks as directed by the Management Team of
the School.
Person Specification
You must have a PhD (or equivalent) and an excellent track record of research in
financial mathematics or related fields, and show the potential for establishing
an outstanding international reputation.
You must have the ability to teach well at all levels in the School of Mathematics.
You must have a commitment to developing and delivering high quality teaching,
and maintaining the excellence of your research.
You should preferably work in a branch of financial mathematics that is
compatible with the interests of existing members of the finance group at the
School of Mathematics and LUBS with the goal of establishing and maintaining an
internationally excellent reputation in the area of financial mathematics.
The School of Mathematics
The School is one of the largest and most active in the UK. It comprises the
three departments - Pure Mathematics, Applied Mathematics and Statistics. All
three departments have international reputations for the quality and vigour of
their research. In the last (2001) Research Assessment Exercise, all three
received grade 5 ratings and the School was also awarded an "excellent" score of
22 in the QAAHE quality assessment review of its teaching.
The School's core strategic objectives are to maintain teaching and research
excellence in areas in which it is traditionally strong, and also to seek
excellence in new areas where there are opportunities for growth and
advancement. The School seeks to achieve these aims within the broad contexts
of institutional, national and European objectives and its own financial viability.
The three departments contribute a wide variety of undergraduate courses to the
single- and joint-honours degree programmes in Mathematics (BSc, MMath,
European, Industry) and Mathematics with Finance offered jointly with the
Business School. Overall there are about 700 full-time equivalent undergraduate
students and around 50 postgraduate research students.
The current staffing of the School consists of 24 chairs, 5 readers, 9 senior
lecturers, 12 lecturers, 4 University Research Fellows, 4 administrative &
academic related staff, and 9 clerical staff.
The School Management Group comprises the Head of School, the three Heads of
Department, and the Director of Learning and Teaching. The School also has a
Strategy Board responsible for general policies and strategic objectives for the
School.
Applied Mathematics
The department of Applied Mathematics at Leeds is one of the largest and most
vigorous in the UK. It was awarded a grade 5 in the 1992, 1996, and 2002
Research Assessment Exercises. The Department currently has 25 academic staff
(10 professors, 4 readers, 4 senior lecturers, 5 lecturers, 2 research fellows),
2 emeritus professors, 7 postdoctoral research fellows, 3 visiting professors
and 29 research students. In keeping with the University's aim to become a
world-class University, and the School of Mathematics' strategic plan, the
Department of Applied Mathematics has an ongoing commitment to the maintenance
and development of its internationally distinguished reputation.
The research interests of the Department are extremely broad, with research
groups in the following areas: Applied Dynamical Systems, Applied and Numerical
Analysis, Astrophysical Fluid Dynamics, Computational Mathematics and Design,
Integrable Systems, Mathematics applied to Biology and Medicine, Polymer Physics
and Non-Newtonian Fluid Dynamics. There is a very lively research atmosphere
with considerable collaboration between the different research areas. The
Department has a busy seminar programme and often also holds one- or two-day
meetings on specialist topics. One of its great strengths is the extent and
quality of its inter-disciplinary work. Applied Mathematics has strong research
links with several other Schools in the University, with a number of industries,
and also with local hospitals.
Pure Mathematics
The Department of Pure Mathematics is one of the largest and most active centres
for pure mathematics research in the UK. It has 20 full-time academic staff (10
professors, 4 senior lecturers, 5 lecturers, 1 University research fellow), plus
2 part-time professors, as well as 6 postdoctoral research fellows and research
assistants and 4 honorary visiting fellows. There are currently 31 postgraduate
research students. The Department was rated 5 in the 1996 and 2001 UK Research
Assessment Exercises. Pure Mathematics has research groups of international
standing in four of the most vital areas of mathematics: algebra, differential
geometry, analysis, and mathematical logic. There is extensive interaction
between these research groups, and with both Applied Mathematics and Statistics.
The four research groups each run their own weekly seminar (or else run regular
all-day events); in addition there is a less specialized Colloquium, which meets
once or twice a term, and a weekly seminar at which Pure Mathematics research
students give seminars to each other. There is also a graduate lecture course
each year in each of algebra, differential geometry, analysis, and mathematical
logic.
All groups are involved in national and international groupings, including (i)
an EU Marie Curie Early Stage Training Network for PhD training, joint with
major logic groups in Lyon, Manchester and Munich; (ii) an EU Marie Curie
Research Training Network "Computability in Europe", involving 65 European
institutions; (iii) Leeds is one of the 6 European institutions in a large
EU/China algebra project; (iv) the Yorkshire Functional Analysis Group is
organized by Leeds analysts; (v) Leeds geometers founded the quarterly
"Yorkshire and Durham Geometry Days".
Statistics
The Department is one of the top research centres in Statistics in the UK. It
maintains a strong profile across a wide range of areas in both theoretical and
applied Statistics and Probability. A distinctive feature has been its
internationally recognized expertise in shape analysis, statistical image
analysis, and related areas. The Department hosts an annual series of
workshops, which has grown in status in recent years with substantial
international participation. Statistics comprises 9 research-active members of
staff, including 4 professors, 1 reader, 1 senior lecturer, and 3 lecturers.
There are also 14 postgraduate students and two postdoctoral research fellows.
The Department's main research areas are in image and shape analysis,
spatial-temporal modelling, directional statistics, pattern recognition, machine
learning, robustness, bioinformatics, probability, and stochastic processes.
How to Apply
Applications should include the following:-
A completed application form. If you wish to download an application form
please visit http://www.leeds.ac.uk/hr/policy/forms.htm
A Curriculum Vitae/information requested on page 2 of the form.
Equal Opportunities Monitoring form. Please return the Form in a separate
envelope marked 'EOs Monitoring'. If you wish to complete the Equal
Opportunities Monitoring form on-line please visit
http://tldynamic.leeds.ac.uk/equalopps/
Replies will be treated in complete confidence.
Completed applications should be returned to Barbara Watts, School of
Mathematics, University of Leeds, Leeds LS2 9JT or by email to
[log in to unmask] quoting job reference number 313109 not later than 15
November 2006
If you are selected for interview you can expect to hear from the University not
later than 4 weeks after the closing date. If you are not selected for interview
the University will not contact you again.
Please note that if you are considering applying for this post you must be able
to supply proof of the right to work in the UK. We are obliged by European law
to appoint people who are citizens of the European Economic Area (EEA) where
possible. Where there are no skills shortages for a particular post it is
highly unlikely that an appointment could be made outside the EU.
A Criminal Records Disclosure is not required for this position however
applicants who have unspent convictions must indicate this in section 9 of the
application form and must declare the nature of the conviction to the
Recruitment Officer.
Disabled Applicants
The post is located in the School of Mathematics which is fully accessible.
Disabled applicants wishing to review access to the building are invited to
contact the department direct. Additional information may be sought from
Disability Services, email [log in to unmask] or tel 0113 343 3927.
Disabled applicants are not obliged to inform employers of their disability but
will still be covered by the Disability Discrimination Act once their disability
becomes known.
Data Protection
The information you provide in your application will be used to consider your
suitability for the post for which you have applied. If your application is not
successful the information will be disposed of confidentially within 6 months.
If your application is successful and you are appointed, your information and
future data will be processed in accordance with the University's Data
Protection Code of Practice. A copy of this code can be obtained from either
the University's Human Resources Department or by visiting
http://www.leeds.ac.uk/hr/policy/index.htm
Health and Safety Responsibilities
You are required to adhere and comply with the provisions of the Health and
Safety at Work Act, related Regulations and in accordance to the University's
Policy on Health and Safety which can be accessed via
http://www.leeds.ac.uk/safety/usp/uspindex.htm
In addition you are also required to cooperate with regard to the implementation
of Health and Safety arrangements and should not interfere with or misuse
anything provided in the interest of Health, Safety and Welfare at Work.
For more information on the University and terms and conditions of appointments
please visit http://www.leeds.ac.uk
Equality and Diversity Statement
The University of Leeds is proud to be a multi-cultural community. We value
diversity, and are determined to ensure:
that we treat all individuals fairly, with dignity and respect;
that the opportunities we provide are open to all;
that we provide a safe, supportive and welcoming environment - for staff, for
students and for visitors.
We recognize that we still have work to do to secure a truly inclusive
community, and we are committed to a wide-ranging plan of action to tackle
discrimination and to promote diversity.
The Equality and Diversity Statement forms part of the University's Equality and
Diversity Policy, which applies to staff and students alike and is available on
the University's website at http://www.equality.leeds.ac.uk/ed/policy/
The University has published the following policy and code of practice which are
linked to the Equality and Diversity policy. They are also available on the
University's website:
The Race Equality Policy,
The Code of Practice on Harassment and Bullying
Further policies are being developed, and will be made available on the
University's website in due course.
Further information and advice are available from The Equality Unit, Telephone:
0113 343 3927 or by email to [log in to unmask]
Removal Expenses
The University will contribute to removal expenses incurred by new members of
Academic and Academic-Related staff who:
accept a position for two years duration or more, which is University funded,
accept a position that has been advertised nationally (this includes the
University website and jobs.ac.uk),
at the time of appointment (i.e. date of letter of appointment) live outside a
radius of 25 miles from Leeds (LS2) and who move to within such a distance to
take up the post.
Appointees based at the Bretton Campus must, in order to qualify, live outside a
radius of 25 miles from West Bretton (WF4) at the time of appointment and should
move to within such a distance to take up the post.
Claims may not cover conveyancing or estate agent's fees or other costs involved
in the relocation. Members of staff seeking such assistance should contact the
Recruitment Service for the details of approved contractors and a copy of the
University Removals Policy.
Key Principles
For qualifying staff the University will reimburse the cost of moving household
effects only (by surface freight), the cost of storage (up to a maximum period
of six months) and insurance costs (while effects are in transit or storage).
The costs must be reasonable and up to a maximum of £5,000.
Staff joining the University from overseas on a University funded position, may
receive full reimbursement of economy class fares for all members of their
immediate family i.e. spouse/partner and children, together with reasonable
costs for removing household effects by surface freight. Receipted invoices or
other appropriate documentation should accompany all claims for removal expenses.
Expenses are normally paid only in respect of an initial appointment and must
normally be claimed within 12 months of taking up the appointment.
The University is entitled to recover removal expenses for all staff who, at
their own volition, terminate their employment with the University within the
first 2 years of their contract. The University will not however seek to
recover such expenses from staff granted an ex gratia payment on a discretionary
basis i.e. staff on University-funded appointments of two years or less or staff
on outside-funded appointments.
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