Appointments in Actuarial Mathematics or Financial Mathematics
Applications are invited from persons with research interests in
actuarial mathematics or financial mathematics appointments at the level
of lecturer in the Department of Actuarial Mathematics and Statistics at
Heriot-Watt University, Edinburgh. It is intended that these permanent
appointments will either reinforce the Department's established strength
in actuarial science or contribute to its expansion into the field of
financial mathematics and investment. The persons appointed will be
expected to contribute to the widening of the Department's teaching
activities in either actuarial science or financial mathematics.
The Department of Actuarial Mathematics and Statistics, the first of
its kind to be established in the UK (1972), is internationally renowned
for both its research and its teaching in Actuarial Science.
Current research interests include:
- stochastic investment models
- models for the term structure of interest rates
- risk theory
- the impact of genetic testing on insurance
- stochastic models in insurance and pensions
- life-office solvency and life-office modelling
- the application of control theory in insurance
- the economic value of insurance liabilities
- derivative pricing
- permanent health insurance
- AIDS
- mortality studies.
Further details of the Department's research activities can be
found in its 1998 annual report
( http://www.ma.hw.ac.uk/ams/annrep/ar98/rep98/rep98.html ).
Current teaching in the Department includes:
- undergraduate courses for the Honours degree in Actuarial
Mathematics and Statistics;
- undergraduate courses for the Honours degree in Financial Mathematics;
- postgraduate courses for the MSc in Actuarial Science;
- postgraduates courses for the MSc in Financial Mathematics;
- part-time courses for actuarial trainees from local companies;
- evening classes for actuaries and investment professionals in
financial derivatives;
- courses in overseas countries with developing actuarial professions.
The successful applicants will be expected to contribute to the
development of postgraduate and continuing professional education courses
of interest to the actuarial and investment professions. They will also
develop and maintain contacts with professional, industrial, commercial
and research organisations. It will be permissible for the persons
appointed to undertake a certain amount of private consultancy work.
The positions offer an opportunity to become involved in, and to
influence, the development of actuarial and investment education and
research at a time when the relevant professional bodies are discussing
many exciting new initiatives in these areas.
The Department is able to provide significant financial support for
members of its staff to speak at major UK and International conferences
and workshops.
Ideally, applicants should
- have a doctorate in a subject such as
actuarial mathematics, financial economics, statistics or mathematics;
- be active researchers in financial mathematics,
actuarial mathematics or statistics with a strong publication record
in refereed journals in these areas;
- be able to teach a range of courses in financial or actuarial mathematics.
The appointments will be on the lecturer scale. The level of appointment
will depend upon the expertise and qualifications of the successful
applicants.
Persons wishing to discuss these opportunities informally and in strict
confidence may contact either
John McCutcheon (Head of Department), (0131 451 3202) (e-mail
[log in to unmask]),
or
Howard Waters, (0131 451 3202) (e-mail [log in to unmask]).
Application forms and further information may be obtained from:
The Director of Personnel, Heriot-Watt University, Riccarton,
Edinburgh, EH14 4AS. Please quote job reference 27/99/WWW.
You may also obtain an application form and information pack by
telephoning the Personnel Office on
0131 451 3475 (24 hours) (+44 131 451 3475
if you are outside the UK).
(At the same time please e-mail [log in to unmask])
Further information about the Department can also be
found on the Department's home page ( http://www.ma.hw.ac.uk/ams.html ).
The anticipated starting date is 1 January 2000 or as soon as possible
thereafter.
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