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, 2008.
Qualifications: research and teaching excellence and PhD
in Statistics, Mathematics, or related field.
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. For more
information on CRFMS see: http://www.pstat.ucsb.edu/crfms
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 either be submitted electronically via
http://www.mathjobs.org or sent to:
Search Committee (Stochastic Analysis Position)
Department of Statistics and Applied Probability
University of California
Santa Barbara, CA 93106-3110 USA
Review of applications begins November 20, 2007 and
continues until the position is filled. Early
applications are encouraged.
Candidates who can contribute to the diversity and excellence of the
academic community through research, teaching and service are
particularly encouraged to apply. An EO/AA employer. Additional
information at http://www.pstat.ucsb.edu
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 emphasizing 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.
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.
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