OPEN LEVEL POSITION AT UNIVERSITY OF CALIFORNIA SANTA BARBARA
DEPARTMENT OF STATISTICS and APPLIED PROBABILITY

The Department of Statistics and Applied Probability invites applications for an
open level position in Stochastic Analysis (particularly Mathematical Finance),
starting July 1 2007. Qualifications: research and teaching excellence and PhD
in Statistics, Mathematics, or relevant field.

To apply submit resume, statement of research and teaching objectives, the
American Mathematical Society Cover Sheet (available online at
http://www.ams.org), and have four letters of reference sent (at least one of
which is directed towards teaching). Materials should be submitted either
electronically via http://www.mathjobs.org, or by mail to:

Search Committee
Department of Statistics and Applied Probability
University of California
Santa Barbara, CA 93106-3110 USA

Screening begins December 10 2006. We will consider applications until the
position is filled. Candidates who can contribute to the diversity and
excellence of the academic community through research, teaching and service are
particularly encouraged to apply. UCSB is an EO/AA employer.

About the Department:

The Department of Statistics and Applied Probability was created in 1989, and
has developed a broad range of interests. Courses are offered leading to
Bachelor, Master and PhD degrees. A Bachelor of Science Degree in Financial
Mathematics and Statistics was introduced in Fall 2003. This is a joint major
between the Departments of Statistics and Applied Probability and Mathematics
with the cooperation of the Department of Economics. Our PhD degree offers
emphasis in Mathematical and Empirical Finance and an interdisciplinary
emphasis in Quantitative Methods in the Social Sciences. At present there are
about fifty undergraduate statistics majors (many emphasising actuarial
science), sixty financial mathematics and statistics majors and premajors, and
about fifty graduate students.

A new Center for Research in Financial Mathematics and Statistics (CRFMS) was
established in Spring 2006 to provide national and international leadership in
quantitative finance from different perspectives. The Center brings together
faculty, students, and visitors affiliated with the departments of Statistics
and Applied Probability, Economics (Econometrics and Finance), Mathematics
(Applied Mathematics), Computer Science and others on the UCSB campus. It
facilitates interdepartmental cooperation in mathematical modeling, statistical
data analysis and efficient computational methods specific to financial data.

Faculty interests currently include Bayesian computation, bootstrap theory and
methods, comparison of experiments, directional data analysis, functional data
analysis, Bayesian networks, massive data sets and retrieval algorithms, time
series, multi-dimensional scaling, nonparametric modelling, smoothing spline
methods, heavy-tailed stochastic models, stochastic calculus, nonlinear
stochastic partial differential equations, superprocesses, large deviations,
applications in biology, and stochastic models in finance.

There are active interactions with many departments, both personal and through
the Statistical Consulting Laboratory. The Department's computing facilities
are excellent both for faculty and graduate students.

For more information about the Department see http://www.pstat.ucsb.edu

UC Santa Barbara is located on the shores of the Pacific, neighboring the
beautiful city of Santa Barbara which is some 100 miles north of Los Angeles.
The area has a population of less than 200,000, yet has excellent amenities.
The climate is ideal.