The team MathFiProNum is part of Probability and Random Models Laboratory , and brings together researchers working on probabilistic and statistical modeling in finance, the mathematical tools and theories relevant in finance (stochastic analysis and optimization, statistics, partial differential equations, simulation), and on numerical methods in probability (Monte-Carlo, stochastic algorithms, …) with main applications in quantitative finance. It is one of the world's leading research group in this field. For more details, please visit our research topics, or the personal homepages of our members. Our research is disseminated through the preprint series.
Our research programs are conducted within the framework of national or international collaborative networks (Labex, ANR, ACI, AMAMEF, Procope), supported by projects of the Louis Bachelier Institute and Financial Innovation alliance, or in close collaboration with various professional partners from the banking or energetic world through research contracts. For more details, please visit our link here.
The team organizes weekly a workgroup on financial mathematics, numerical probabilities and statistics of processes, and participates in numerous conferences and events related to quantitative finance.
We are involved in the management and teaching of the MSc in Mathematical Finance at Paris 6 and Paris 7, which offer a renowned training in the field, and also lead to PhD studies.
A full professor position in Mathematical Finance is open at Université Paris Diderot – Paris 7, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), starting in September 2015.
The new professor will be involved in teaching at the M1 and M2 level in our master programs in mathematical finance: ISIFAR and Modélisation Aléatoire, which together attract a large majority of our master students in mathematics, as well as in the management of the ISIFAR master program. The new professor is also expected to supervise PhD theses in mathematical finance.
The domain of mathematical finance faces new challenges such as new risk types (liquidity, counterparty etc.), new markets (energy) and the ever increasing amount of data to process. The successful candidate is expected to have an excellent proven research record in mathematical finance and expertise in probability and statistics applied to finance. This person will develop national and international research programs and participate in joint research projects with our industrial partners.
Deadline for application: March 19, 2015 at 16h00 Paris time
The applications can be submitted starting from February 11, 2015 through the web site of the French ministry of Education at the address https://www.galaxie.enseignementsup-recherche.gouv.fr/ensup/candidats.html
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