Tenure-track assistant Professor of Computational Finance

University of Copenhagen


Tenure-track assistant Professor of Computational Finance  

Department of Mathematical Sciences  

Faculty of Science 

University of Copenhagen 


The Department of Mathematical Sciences invites applications for a Tenure-track Assistant Professor position in computational finance. The position is open from 1 August 2019 or as soon as possible thereafter. 


The tenure-track assistant professor is expected to do research in mathematical finance and numerical and computational methods applied to finance. 


The tenure-track assistant professor’s duties primarily include research, including obligations with regard to publication/scientific communication and research-based teaching with associated examination obligations within numerical analysis, mathematical finance, and computational finance. Research and teaching obligations include activities with industrial partners in industry-related research projects and in our Continued Professional


Development programme. To a limited extent the position may also include other duties.  


The tenure track assistant professor must have an academic standing showing internationally competitive research, have an internationally recognized potential for outstanding research achievements, have strong teaching credentials, and have aptitude to work on industry-related projects. 


Assessment of applicants will primarily consider their level of documented, internationally competitive research. The ability to attract external funding, also from industrial partners, will be considered together with outreach qualifications. Teaching qualifications are not mandatory but documented teaching qualifications and teaching experience will be considered. 


The department is a leading mathematics institution with a vibrant international research environment that spans several areas of pure and applied mathematics. It has strong groups in, e.g., insurance mathematics, statistics and mathematical biology. The announced position is designed to strengthen the group in finance and computational methods. 

Further information on the Department is linked at http://www.science.ku.dk/english/about-the-faculty/organisation/. Inquiries about the position can be made to the Head of Department Michael Sørensen. 


The University wishes our staff to reflect the diversity of society and thus welcomes applications from all qualified candidates regardless of personal background. 


Terms of employment 

The position is covered by the Memorandum on Job Structure for Academic Staff.  


Terms of appointment and payment accord to the agreement between the Ministry of Finance and The Danish Confederation of Professional Associations on Academics in the State.  


The starting salary is currently up to DKK 424.526 including annual supplement (+ pension up to DKK 72.594).  


Negotiation for salary supplement is possible. 


The tenure-track programme 

An assigned mentor will provide the tenure-track assistant professors with guidance related to career development, other academic topics and administrative procedures. 


Performance of the tenure-track assistant professor will be followed via internal yearly evaluations and a mid-term and final international evaluation by an assessment committee. If the ‘final appraisal’ is positive you will be promoted as associate professor. Performance and progression towards the criteria below will be evaluated with due consideration of differences between research fields.  


Criteria for promotion 

After a 6-year tenure-track period tenure-track assistant professors are expected to meet the following criteria: 

  • A strong publication track record within the specific field of research, including a significant number of corresponding authorships and at least some publications in high-ranked journals based on work carried out during the tenure-track period 

  • Strong external network of collaboration, including joint publications 

  • A significant track record of successful external research funding 

  • Establishment of strong and internationally competitive research demonstrating clear independence of former supervisors/mentors, and/or major contributions to the development of an existing research group demonstrating an ability to collaborate within the research group  

  • Completed http://www.ind.ku.dk/english/course_overview/up/ and established a teaching portfolio via participation in teaching, including preparation and development of departmental courses 

  • Successful supervision/co-supervision of MSc and PhD students  

The application including all attachments must be in English and submitted electronically by clicking APPLY NOW below. 


Please include  

  • Curriculum vitae including: Diplomas (Master and PhD degree or equivalent)  

    • Please describe and document international network and relations  
    • Please describe and document internationally based activities 
    • Positions held at universities/research institutions outside Denmark 
    • Outreach activities, i.e. popular lectures or other activities in the media 
    • Grants held, personal or in part. Career development grants. 
  • Research plan - description of current and future research plans  

  • If available, description and documentation of teaching and supervision experience and qualifications- please describe and document: Complete publication list 

    • Experience with supervision of BSc and MSc students 
    • Teaching experience 
    • Formal pedagogical training 
  • Separate reprints of up to 5 particularly relevant papers 

The deadline for applications is Sunday 17 March 2019, 23:59 GMT +1.  


After the expiry of the deadline for applications, the authorized recruitment manager selects applicants for assessment on the advice of the Interview Committee.  


You can read about the recruitment process at http://employment.ku.dk/faculty/recruitment-process/.  


Interviews/trial lectures will be held on  28 June 2019. 


Please refer to the following no. in future communication in this case: 211-0018/19-2N 

In your application, please refer to Professorpositions.com


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