Job description

Position Number: 00106542

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 grou ps 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 Financial Mathematics (MA549) (depending on department need, the selected candidate may teach one or more classes.) The faculty member is responsible for the coordination, planning, preparation, presentation, and evaluation of classroom instruction. This includes writing exam questions, assigning homework problems, providing solutions, grading exams and homework assignments as well as submitting the grades for the students. The faculty member will offer office hours to students for class related questions. The position will give lectures to students on topics such as; aggregate loss distributions, extreme value theory, default probabilities, Value-at-Risk and expected shortfall, coherent risk measures, correlation and copula, applications of principle component analysis and Monte Carlo simulations in financial risk management, how to use stochastic differential equations to price financial risk derivatives, and how to back-test and stress-test models.

Minimum Education/Experience: 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. Research experience in related fields. Experience 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.

NC State University participates in E-Verify. Federal law requires all employers to verify the identity and employment eligibility of all persons hired to work in the United States.




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Job No:
Posted: 10/14/2017
Application Due: 10/14/2018
Work Type: