Position Number: 00105719
Primary Function of Organization Unit: In the Department of Mathematics at NC State University, a long tradition of excellent teaching and a supportive environment for students are paired with cutting-edge research across a broad spectrum of mathematics and its applications. Many members of the Department participate in interdisciplinary programs and research groups on campus and in the broader Research Triangle community. Research strengths of the Department include the core mathematical areas of algebra, topology, and geometry, especially their connections to combinatorics, symbolic computation, and mathematical physics; core areas of applied mathematics, including matrix analysis, numerical analysis, scientific computation, probability, optimal control, ordinary, partial, and stochastic differential equations, and dynamical systems; and applications of mathematics to biology, finance, and industrial problems. Annual research funding exceeds $3 million, and supports numerous research assistantships for undergraduate and graduate students. More information about the department can be found at http:\\www.math.ncsu.edu.
Essential Job Duties: The faculty member will teach the Financial Mathematics MA547 course. The incumbent will coordinate, plan, prepare, present, and evaluate classroom instruction, write exam questions and assign homework problems, provide solutions, grade the exams and homework assignments as well as submitting the grades for the students, offer office hours to students for class related questions, etc. The incumbent will give lectures to students on topics such as; no-arbitrage derivative markets from discrete to continuous time models, Brownian motion, Stochastic calculus, Feynman-Kac formula and other tools for European options and equivalent martingale measures, Black-Scholes formula, Hedging strategies and management of risk, optimal stopping and American options.
Minimum Education/Experience: Requires a master's degree, an equivalent degree, or equivalent professional experience.
Department Required Skills: Demonstrated commitment to quality teaching and mentoring students. Experience teaching college mathematics courses in a university setting. Excellent communication skills.
Preferred Experience, Skills, Training/Education: PhD in Applied Mathematics, Financial Engineering or related fields. Experience teaching calculus courses for science and engineering majors. Teaching experience. Research experience in related fields Experience in supervising graduate students.
Necessary Licenses and Certifications: N/A
AA/EOE: NC State University is an equal opportunity and affirmative action employer. All qualified applicants will receive consideration for employment without regard to race, color, national origin, religion, sex, gender identity, age, sexual orientation, genetic information, status as an individual with a disability, or status as a protected veteran.
Individuals with disabilities requiring disability-related accommodations in the application and interview process, please call 919-515-3148. Final candidates are subject to criminal & sex offender background checks. Some vacancies also require credit or motor vehicle checks. If highest degree is from an institution outside of the U.S., final candidates are required to have their degree verified at "www.wes.org":http//wes.org. Degree must be obtained prior to start date.
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