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We are inviting applications for the post of Departmental Lecturer in Mathematical and Computational Finance at the Mathematical Institute, University of Oxford, with effect from 1 September 2024 or as soon as possible thereafter. The appointment is fixed-term for three years. As Departmental Lecturer, you will engage in advanced study and academic research in applied mathematics with a focus on mathematical and computational finance, as part of the Mathematical and Computational Finance Research Group led by Professor Rama Cont. You will play a key role in contributing to the teaching and administration of the Research Group; most teaching and supervision will be for graduate programmes but some undergraduate teaching may also be required. Details of all courses can be found at https://courses.maths.ox.ac.uk/. The post holder will also be expected to lead independent research projects and supervise MSc dissertations. We proudly hold a departmental Athena SWAN Silver Award and an institutional Race Equality Charter Bronze Award, which guide our progress toward advancing racial and gender equality. As part of our strategic aim to improve staff equality and diversity, we would particularly welcome applications from women and BME candidates, who are currently under-represented in positions of this type within the department. Applicants will be selected for interview purely based on their ability to satisfy the selection criteria as outlined in full in the job description. You will be required to upload a statement setting out how you meet the selection criteria, a curriculum vitae including a full list of publications, a statement of research interests, and the contact details of three referees as part of your online application. ( **NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date** ). Please direct informal enquiries to the Recruitment Coordinator (email: recruitment@maths.ox.ac.uk), quoting vacancy reference **170781**. The closing date for applications is **midday on Friday 01 March 2024** , and interviews are likely to be held the week commencing Monday 11 March 2024. Applications for this vacancy are to be made online via our e-recruitment system, and you will be required to upload a supporting statement and CV as part of your online application.
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Mathematical Institute, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford OX2 6GG
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Departmental Lecturer in Mathematical and Computational Finance
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We are inviting applications for the post of Departmental Lecturer in Mathematical and Computational Finance at the Mathematical Institute, University of Oxford, with effect from 1 September 2024 or as soon as possible thereafter. The appointment is fixed-term for three years. As Departmental Lecturer, you will engage in advanced study and academic research in applied mathematics with a focus on mathematical and computational finance, as part of the Mathematical and Computational Finance Research Group led by Professor Rama Cont. You will play a key role in contributing to the teaching and administration of the Research Group; most teaching and supervision will be for graduate programmes but some undergraduate teaching may also be required. Details of all courses can be found at https://courses.maths.ox.ac.uk/. The post holder will also be expected to lead independent research projects and supervise MSc dissertations. We proudly hold a departmental Athena SWAN Silver Award and an institutional Race Equality Charter Bronze Award, which guide our progress toward advancing racial and gender equality. As part of our strategic aim to improve staff equality and diversity, we would particularly welcome applications from women and BME candidates, who are currently under-represented in positions of this type within the department. Applicants will be selected for interview purely based on their ability to satisfy the selection criteria as outlined in full in the job description. You will be required to upload a statement setting out how you meet the selection criteria, a curriculum vitae including a full list of publications, a statement of research interests, and the contact details of three referees as part of your online application. (NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date). Please direct informal enquiries to the Recruitment Coordinator (email: recruitment@maths.ox.ac.uk), quoting vacancy reference 170781. The closing date for applications is midday on Friday 01 March 2024, and interviews are likely to be held the week commencing Monday 11 March 2024. Applications for this vacancy are to be made online via our e-recruitment system, and you will be required to upload a supporting statement and CV as part of your online application.
Description of Departmental Lecturer in Mathematical and Computational Finance
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MATHEMATICAL INSTITUTE ANDREW WILES BUILDING Job Description and Selection Criteria Job title Departmental Lecturer in Mathematical and Computational Finance Division Mathematical, Physical and Life Sciences Department Mathematical Institute Location Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG. Grade and salary Grade 8: £45,585 - £54,395 per annum Hours Full time (37.5 hours per week) Contract type Fixed-term (3 years) Reporting to Head of Department Vacancy reference 170781 This is full-time position that cannot be held concurrently with any other substantive post without the explicit permission of the Head of Department. Additional information This post is subject to a 12-month probationary period. (PLEASE NOTE: Applicants are responsible for contacting their referees and making sure that their letters are received by the closing date) The role The Mathematical Institute, University of Oxford, proposes to appoint a Departmental Lecturer in Mathematical and Computational Finance, from 1st September 2024 or as soon as possible thereafter. The appointment will be for a fixed period of 3 years. As Departmental Lecturer, you will engage in advanced study and academic research in applied mathematics with a focus on mathematical and computational finance, as part of the Mathematical and Computational Finance Research Group led by Professor Rama Cont. You will play a key role in contributing to the teaching and administration of the Research Group; most teaching and supervision will be for graduate programmes but some undergraduate teaching may also be required. Details of all courses can be found at https://courses.maths.ox.ac.uk/. The postholder will also be expected to lead independent research projects and supervise MSc dissertations. Responsibilities The successful candidate will be expected to undertake the following duties:  Lecture, tutor and supervise undergraduate and postgraduate students. The teaching requirement will normally be:  to give not fewer than thirty-two lectures in each academic year in the area of Mathematical Finance  to contribute not fewer than six sets of four classes per annum;  Undertake advanced academic study to underpin lectures and class teaching  Produce lecture notes, course materials and reading lists in support of teaching undertaken, and contribute to syllabus development  Engage in assessment and university examining  Act as first point of contact for student matters relating to attendance, conduct, coursework, performance, and welfare (referring matters to appropriate others)  Participate in the graduate student admissions process  Modify course design, content, or delivery and propose changes to regulations as appropriate  Allocate tasks and provide supervision as required for the Tutors and Teaching Assistants assigned to the lecture course  Provide supervision for students in the MSc in Mathematical and Computational Finance course  In support of the development of courses, manage independent research projects or specific areas of research in mathematical and computational finance, including conducting original research and developing research questions within a specific context  Identify sources of research income, develop proposals, and make funding applications to secure it  Write research articles for prestigious peer-reviewed journals, book chapters, and reviews, present papers at conferences, lead seminars to disseminate research findings, and carry out collaborative projects with colleagues in partner institutions, and research groups  Share in the work of departmental committees, developing academic strategies and policies 2 Selection criteria Your application will be judged only against the criteria which are set out below. You should ensure that your application shows clearly how your skills and experience meet these criteria. The Selection Committee for this process is expected to comprise; - Professor Rama Cont (Chair, Mathematical Institute) Professor Alvaro Cartea (Mathematical Institute and Director of the Oxford Man Institute) Professor Samuel Cohen (Mathematical Institute) Professor Justin Sirignano (Mathematical Institute) Dr Katia Amrit Babbar (Mathematical Institute) The University is committed to fairness, consistency and transparency in selection decisions. Members of the selection committee are aware of the principles of equality of opportunity, fair selection and the risks of bias. If, for any reason, you have taken a career break, parental leave or have had an atypical career and wish to disclose this in your application, the selection committee will take this into account, recognising that the quantity of your experience may be reduced as a result. Essential selection criteria The successful candidate will be expected to meet the following criteria: Essential  Hold a doctorate in mathematics or a related discipline;  Experience of working at postdoctoral level;  Evidence of the ability to devise and carry out an independent programme of research;  An excellent publication record in accordance with the applicant’s career status (including high-quality papers in the last three years);  An aptitude for teaching and an ability to lecture at an appropriate level and in an engaging and stimulating manner;  Evidence of the skills for successful tutorial teaching, including the ability to explain problems and ideas lucidly, listen to students’ questions and views sympathetically, and enthuse and inspire them;  Sufficient specialist knowledge to carry out high-quality research and supervise research projects relating to the existing activities and/or expertise encompassed within the Mathematical and Computational Finance Research Group;  Evidence of interpersonal and organisational skills and an ability and willingness to fulfil the administrative and pastoral functions outlined in these further particulars;  Demonstrate willingness to participate in access initiatives in order to encourage applications from students from a wide range of educational backgrounds;  Excellent verbal and written communication skills. Desirable  Evidence of the ability to write research proposals;  Experience in the supervision of Master’s level students and above 3 Pre-employment screening If you are offered the post, the offer will be subject to standard pre-employment checks. You will be asked to provide: proof of your right-to-work in the UK; proof of your identity; and (if we haven’t done so already) we will contact the referees you have nominated. You will also be asked to complete a health declaration so that you can tell us about any health conditions or disabilities for which you may need us to make appropriate adjustments. Please read the candidate notes on the University’s pre-employment screening procedures at: https://www.jobs.ox.ac.uk/pre-employment-checks About the University of Oxford Welcome to the University of Oxford. We aim to lead the world in research and education for the benefit of society both in the UK and globally. Oxford’s researchers engage with academic, commercial and cultural partners across the world to stimulate high-quality research and enable innovation through a broad range of social, policy and economic impacts. We believe our strengths lie both in empowering individuals and teams to address fundamental questions of global significance, while providing all our staff with a welcoming and inclusive workplace that enables everyone to develop and do their best work. Recognising that diversity is our strength, vital for innovation and creativity, we aspire to build a truly diverse community which values and respects every individual’s unique contribution. While we have long traditions of scholarship, we are also forward-looking, creative and cuttingedge. Oxford is one of Europe's most entrepreneurial universities and we rank first in the UK for university spin-outs, and in recent years we have spun out 15-20 new companies every year. We are also recognised as leaders in support for social enterprise. Join us and you will find a unique, democratic and international community, a great range of staff benefits and access to a vibrant array of cultural activities in the beautiful city of Oxford. For more information, please visit www.ox.ac.uk/about/organisation. The Oxford Mathematical and Computational Finance Group The Oxford Mathematical and Computational Finance Group is one of the world's leading research groups in the area of mathematical modelling in finance. Faculty research topics including stochastic processes, derivative pricing, advanced computational methods in finance, decentralised finance, quantitative risk management, datadriven modeling and machine learning in finance, market microstructure and high-frequency modeling, macro-financial modelling and systemic risk. The group has partnerships with the Oxford-Man Institute of Quantitative Finance and the Centre for Doctoral Training in Mathematics of Random Systems. More information about the group may be found at: https://www.maths.ox.ac.uk/groups/mathematical-finance The Mathematical Institute The Mathematical Institute, as Oxford’s Department of Mathematics is known, is one of the leading mathematics departments in the world. Our mathematical research, impact and environment have twice been ranked first in the UK, in the 2021 and 2014 Research Excellence Framework exercises, a government review of research in all UK universities. The Mathematical Institute is the focus of research into both fundamental mathematics and its 4 applications, and our inclusive nature and overall size are key factors in the provision of an outstanding research environment for our members. The large number of faculty, postdocs and students in the Mathematical Institute, all supported by excellent facilities, allows us to maintain a critical mass in research groups encompassing a wide spectrum of mathematics, while our integrated nature fosters collaboration between fields. We also host a large number of academic visitors. Our web pages (www.maths.ox.ac.uk) provide comprehensive information about all of our activities. The research activities of the Institute as a whole can be gauged from the web pages of the research groups and centres within the Institute (www.maths.ox.ac.uk/research). The range of our research interests is well reflected by the profile of our faculty as listed at www.maths.ox.ac.uk/people. Many members of the Institute have received prestigious prizes and other special recognition for their work; some recent examples can be found at www.maths.ox.ac.uk/news. The Mathematical Institute moved into the purpose-built Andrew Wiles Building in the University’s Radcliffe Observatory Quarter in September 2013. As well as providing offices for all staff and graduate students, it houses a range of other facilities available to members of the department, including the Whitehead Library, a large range of meeting rooms, teaching spaces, lecture rooms, and social spaces, and a small laboratory for carrying out table-top experiments. For more information, see www.maths.ox.ac.uk/about-us . Teaching is central to the life of the Mathematical Institute and we have around 900 undergraduates on course, some on joint courses with other departments. We teach around 250 students each year across five taught master’s degree courses, and have over 250 doctoral students in residence at any one time. Our doctoral programme always attracts the best research students from across the world, and we have a broad mentoring and training programme. The Mathematical Institute strives to ensure that all staff and students are given the opportunities and support they need to achieve their potential. We are committed to equality of opportunities and to advancing women’s careers. We support staff returning from long-term absence with teaching relief, offer flexible working arrangements, and the department sponsors University nursery places to support the priority allocation of childcare to our staff. Further information about family support can be found below under University Benefits, Terms and Conditions. Our Equality, Diversity & Inclusion Committee1 contributes to many aspects of our work. As part of the department’s commitment to openness, inclusivity and transparency, we strongly encourage applications from all who consider they meet the requirements of the post, and particularly from women and ethnic minorities. We have a number of family-friendly policies, such as the right to apply for flexible working, hybrid working, and support for staff returning from periods of extended absence. We are committed to ensuring an inclusive interview process and will reimburse up to £250 towards any additional care costs (for a dependent child or adult) incurred as a result of attending an interview for this position, which may not be applicable if the interviews are held remotely. For more information on the Mathematical Institute, please visit: www.maths.ox.ac.uk The Mathematical Institute holds a silver Athena Swan award to recognise advancement of gender equality: representation, progression and success for all. 1 The Mathematical Institute was a founding supporter of the London Mathematical Society’s Good Practice Scheme (www.lms.ac.uk/women/good-practice-scheme). We have held an Athena SWAN Silver Award since 2016. 5 The Mathematical, Physical, and Life Sciences Division The Mathematical, Physical, and Life Sciences (MPLS) Division is one of the four academic divisions of the University. In the results of the six-yearly UK-wide assessment of university research, REF2014, the MPLS division received the highest overall grade point average (GPA) and the highest GPA for outputs. We received the highest proportion of 4* outputs, and the highest proportion of 4* activity overall. More than 50 per cent of MPLS activity was assessed as world leading. The MPLS Division's 10 departments and 3 interdisciplinary units span the full spectrum of the mathematical, computational, physical, engineering and life sciences, and undertake both fundamental research and cutting-edge applied work. Our research addresses major societal and technological challenges and is increasingly focused on key interdisciplinary issues. MPLS is proud to be the home of some of the most creative and innovative scientific thinkers and leaders working in academe. We have a strong tradition of attracting and nurturing the very best early career researchers who regularly secure prestigious fellowships. We have around 6,000 students and play a major role in training the next generation of leading scientists. Oxford's international reputation for excellence in teaching is reflected in its position at the top of the major league tables and subject assessments. MPLS is dedicated to bringing the wonder and potential of science to the attention of audiences far beyond the world of academia. We have a strong commitment to supporting public engagement in science through initiatives including the Oxford Sparks portal (http://www.oxfordsparks.net/) and a large variety of outreach activities. We also endeavour to bring the potential of our scientific efforts forward for practical and beneficial application to the real world and our desire is to link our best scientific minds with industry and public policy makers. For more information about the MPLS division, please visit: http://www.mpls.ox.ac.uk/ How to Apply Applications are made through our e-recruitment system and you will find all the information you need about how to apply on our Jobs website https://www.jobs.ox.ac.uk/how-to-apply. Your application will be judged solely on the basis of how you demonstrate that you meet the selection criteria stated in the job description. You will be required to upload a curriculum vitae, list of publications, details of your teaching experience, a statement of your research interests, and a supporting statement. The supporting statement must explicitly explain how you meet each of the selection criteria for the post using examples of your skills and experience. This may include experience gained in employment, education, or during career breaks (such as time out to care for dependants). As part of your application you will be asked to provide details of three referees and indicate whether we can contact them now. Applicants should ask their referees to send their letters of reference DIRECTLY to The Recruitment Coordinator (Recruitment) Mathematical Institute, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG. Tel: 01865 273525: Email: references@maths.ox.ac.uk 6 by the closing date (a letter by email is sufficient) quoting the vacancy reference 170781. Referees should preferably not, all be from the same institution and whenever possible one should be the applicant’s current, or most recent, supervisor. NOTE: reference letters must be received from your referees by the closing date for your application to be complete. Please upload all documents as PDF files with your name and the document type in the filename, quoting vacancy reference 170781. All applications must be received by 12.00 noon UK time on Friday 01 March 2024. Interviews for this position will be taking place on week commencing 11 March 2024. Information for priority candidates A priority candidate is a University employee who is seeking redeployment because they have been advised that they are at risk of redundancy, or on grounds of ill-health/disability. Priority candidates are issued with a redeployment letter by their employing department(s). If you are a priority candidate, please ensure that you attach your redeployment letter to your application (or email it to the contact address on the advert if the application form used for the vacancy does not allow attachments). DATA PROTECTION: All data supplied by applicants will be used only for the purposes of determining their suitability for the post, and will be held in accordance with the principles of the Data Protection Act 1998 and the department’s data protection policy. https://www.maths.ox.ac.uk/members/policies/data-protection/statement Due to the large volume of recruitment that the department administers we are unable to provide feedback to non-shortlisted applicants. If you need help Application FAQs, including technical troubleshooting https://staff.web.ox.ac.uk/recruitment-support-faqs advice is available at: Non-technical questions about this job should be addressed to the recruiting department directly at vacancies@maths.ox.ac.uk. To return to the online application at any stage, please go to: www.recruit.ox.ac.uk. Please note that you will receive an automated email from our online recruitment portal to confirm receipt of your application. Please check your spam/junk mail if you do not receive this email. 7 Important information for candidates Data Privacy Please note that any personal data submitted to the University as part of the job application process will be processed in accordance with the GDPR and related UK data protection legislation. For further information, please see the University’s Privacy Notice for Job Applicants at: https://compliance.admin.ox.ac.uk/job-applicant-privacy-policy. The University’s Policy on Data Protection is available at: https://compliance.admin.ox.ac.uk/data-protection-policy. The University’s policy on retirement The University operates an Employer Justified Retirement Age (EJRA) for very senior research posts at grade RSIV/D35 and clinical equivalents E62 and E82, which with effect from 1 October 2023 will be 30 September before the 70th birthday. The justification for this is explained at: https://hr.admin.ox.ac.uk/the-ejra. For existing employees on these grades, any employment beyond the retirement age is subject to approval through the procedures: https://hr.admin.ox.ac.uk/the-ejra. There is no normal or fixed age at which staff in posts at other grades have to retire. Staff at these grades may elect to retire in accordance with the rules of the applicable pension scheme, as may be amended from time to time. Equality of opportunity Entry into employment with the University and progression within employment will be determined only by personal merit and the application of criteria which are related to the duties of each particular post and the relevant salary structure. In all cases, ability to perform the job will be the primary consideration. No applicant or member of staff shall be discriminated against because of age, disability, gender reassignment, marriage or civil partnership, pregnancy or maternity, race, religion or belief, sex, or sexual orientation. 8 Benefits of working at the University Employee benefits University employees enjoy 38 days’ paid holiday, generous pension schemes, travel discounts, and a variety of professional development opportunities. Our range of other employee benefits and discounts also includes free entry to the Botanic Gardens and University colleges, and discounts at University museums. See https://hr.admin.ox.ac.uk/staff-benefits University Club and sports facilities Membership of the University Club is free for all University staff. The University Club offers social, sporting, and hospitality facilities. Staff can also use the University Sports Centre on Iffley Road at discounted rates, including a fitness centre, powerlifting room, and swimming pool. See www.club.ox.ac.uk and https://www.sport.ox.ac.uk/. Information for staff new to Oxford If you are relocating to Oxfordshire from overseas or elsewhere in the UK, the University's Welcome Service website includes practical information about settling in the area, including advice on relocation, accommodation, and local schools. See https://welcome.ox.ac.uk/ There is also a visa loan scheme to cover the costs of UK visa applications for staff and their dependents. See https://staffimmigration.admin.ox.ac.uk/visa-loan-scheme Family-friendly benefits With one of the most generous family leave schemes in the Higher Education sector, and a range of flexible working options, Oxford aims to be a family-friendly employer. We also subscribe to the Work+Family Space, a service that provides practical advice and support for employees who have caring responsibilities. The service offers a free telephone advice line, and the ability to book emergency back-up care for children, adult dependents and elderly relatives. See https://hr.admin.ox.ac.uk/my-family-care Childcare The University has excellent childcare services, including five University nurseries as well as University-supported places at many other private nurseries. For full details, including how to apply and the costs, see https://childcare.admin.ox.ac.uk/ Disabled staff We are committed to supporting members of staff with disabilities or long-term health conditions. For further details, including information about how to make contact, in confidence, with the University’s Staff Disability Advisor, see https://edu.admin.ox.ac.uk/disability-support Staff networks The University has a number of staff networks including the Oxford Research Staff Society, BME staff network, LGBT+ staff network and a disabled staff network. You can find more information at https://edu.admin.ox.ac.uk/networks The University of Oxford Newcomers' Club The University of Oxford Newcomers' Club is an organisation run by volunteers that aims to assist the partners of new staff settle into Oxford, and provides them with an opportunity to meet people and make connections in the local area. See www.newcomers.ox.ac.uk. 9
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