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Heriot-Watt University Department of Actuarial Mathematics and Statistics Permanent Position in Actuarial Mathematics, Financial Mathematics, Probability or Statistics ----------------------------------------------------------------------- Applications are invited from persons with research interests in actuarial mathematics, financial mathematics, probability or statistics for appointment at the level of lecturer in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, Edinburgh. It is intended that this permanent appointment will either reinforce the Department's established strengths in actuarial science, probability or statistics or contribute to its expansion into the field of financial mathematics and investment. Applications will be especially welcome from individuals who can contribute to the widening of the Department's teaching activities in either actuarial science or financial mathematics. For particularly well qualified applicants a more senior appointment may be possible. The Department --------------------------- The Department of Actuarial Mathematics and Statistics is internationally renowned both for its research and its teaching in Actuarial Science and in Applied Probability. In addition it has a growing reputation in Financial Mathematics. Current teaching includes undergraduate and postgraduate courses in actuarial mathematics and statistics and occasional courses for continuing professional development. In addition, a highly-successful MSc course in Financial Mathematics will be complemented by a new BSc degree in this field from October 2000. Staff are encouraged to develop contacts with professional, industrial, commercial and research organisations. The University is strongly supportive of the mathematical sciences and plans are well advanced to construct a new Institute to house its two mathematical departments. The spacious, purpose-built building (to be shared with the Department of Mathematics) will provide state-of-the-art facilities for the pursuit of research and teaching. It is planned that the move to the new Institute for the Mathematical Sciences will occur in January 2002. Research --------------------------- Current research interests include: Actuarial and Financial Mathematics: - stochastic investment models; - models for the term structure of interest rates; - derivative pricing; - risk theory; - the impact of genetic testing on insurance; - stochastic models in life insurance and pensions; - the application of control theory in insurance; - permanent health insurance; - mortality studies. Probability and Statistics: - Epidemic modelling; - stochastic networks, with applications to communications networks; - probability and algorithms; - interacting particle systems; - asymptotics of stochastic differential equations; - applied statistics, with applications to engineering and biology; - environmental statistics; - design of experiments. The department is able to provide generous support for participation in international conferences and workshops. Teaching ------------------------------------ Current teaching in the Department includes: - undergraduate courses for the Honours degrees in Actuarial Mathematics & Statistics, Financial Mathematics, and Statistics; - postgraduate courses for the MSc in Actuarial Science; - postgraduate courses for the MSc in Financial Mathematics; - part-time courses for actuarial trainees from local companies; - courses in overseas countries with developing actuarial professions. Job Qualifications ------------------------------------ Applicants should have an established research record in actuarial mathematics, financial economics, statistics or probability - or a strong interest in pursuing research in one of these areas. For an appointment in actuarial mathematics preference will be given to Fellows of either the Faculty of Actuaries or the Institute of Actuaries, or to members of a similar professional body. Serious consideration will, however, be given to actuarial students who have made significant progress with their professional examinations. The appointment will be probably be on the Lecturer scale although well qualified candidates may be considered for a more senior position. The level of appointment will depend upon the expertise and qualifications of the successful applicant. Persons wishing to discuss these opportunities informally and in confidence may contact either John McCutcheon (Head of Department), (0131 451 3202) (e-mail [log in to unmask] ), Howard Waters, (0131 451 3202) (e-mail [log in to unmask] ), or Denis Mollison, (0131 451 3202) (e-mail [log in to unmask] ). Application forms and further information may be obtained from: The Personnel Office, Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS, UK, or phone 0131 451 3475 (24 hours). Please quote job reference 01/00/EM. Further information about the positions and the Department can also be found on the Department's World-Wide Web page at http://www.ma.hw.ac.uk/ams.html The preferred starting date is negotiable but an early date is preferred. The closing date for applications is 17 April 2000. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%