Assistant Professorships in Econometrics and Actuarial Science, Math, Finance

Location
Amsterdam, Netherlands
Salary
€4,138 to €5,656 gross per month
Posted
25 Oct 2018
End of advertisement period
28 Nov 2018
Ref
18-590
Contract Type
Permanent
Hours
Full Time

The Faculty of Economics and Business (FEB) at the UvA provides academic courses for more than 5,000 students in Economics and Business, Actuarial Sciences, Econometrics & Operations Research, Economics of Taxation, and a variety of post-doctoral courses. The Faculty also hosts research programmes in many specialist areas and employs about 400 people. The FEB has an internationally acclaimed profile and is located in the heart of Amsterdam. FEB consists of the Amsterdam School of Economics (ASE) and the Amsterdam Business School (ABS). ASE is among the top economics research institutes in Europe. It actively participates in the teaching and research activities of the Tinbergen Institute.

Both vacancies are within the Quantitative Economics section in the ASE. This section hosts three research programmes: Actuarial Science & Mathematical Finance, UvA-Econometrics, and Equilibrium, Expectations & Dynamics. The section is also responsible for teaching in the BSc programmes Economics, Actuarial Science and Econometrics and the MSc programmes in Actuarial Science & Mathematical Finance and Econometrics of the FEB.

Job description

Candidates are expected to equally contribute to research and teaching. Teaching will be at both the undergraduate (BSc) and the graduate (MSc) level and will range from first-year tutorials to supervising MSc theses and possibly PhD courses. A substantial part of the school’s teaching is conducted in English, also at the undergraduate level; non-Dutch speakers are free to teach in English. Research is expected to be aimed at international top journals, in line with the research fellow criteria of the Tinbergen Institute.

Requirements

  • The first position is in the research group Econometrics. For this vacancy, all candidates with a strong background in econometrics or statistics will be taken into consideration. The group wishes to expand its research and teaching in the area of machine learning and data science, so candidates with an expertise in these areas are encouraged to apply in particular. Candidates should have or be close to completing a PhD in Economics, Econometrics or Statistics.
  • The second position is in the research group Actuarial Science & Mathematical Finance, which concerns risk measurement and management for financial institutions such as pension funds and insurance companies. Applicants should have a PhD in mathematical finance, (applied) mathematics, actuarial science, statistics or econometrics, or expect to obtain such a PhD soon. Since we focus on quantitative aspects of risk measurement, strong mathematical skills are essential. Candidates who have a proven research record in the field of mathematical finance are preferred.

Candidates for both positions will be evaluated on their potential for and/or record of excellence in research and teaching. Visibility at relevant international academic conferences and experience in teaching or thesis supervision are highly appreciated.

Further information

  • Prof Peter Boswijk, head of the research group Econometrics
    T: +31 (0)20 525 4316
  • Prof Michel Vellekoop, head of the research group Actuarial Science & Mathematical Finance
    T: +31 (0)20 525 4210

Appointment

The selected candidate will be offered a six-year tenure track position as Assistant professor. Upon meeting the criteria for tenure, a permanent contract as Associate professor will be offered.

The gross monthly salary during the first three years will be, depending on experience, between €4,138 and €4,978 (salary scale 11) based on 38 hours per week (+ 16.3% holiday and end-year payments). After a positive evaluation the maximum becomes €5,656 (salary scale 12). This is based on 38 hours per week and in accordance with the Collective Labour Agreement for Dutch Universities, regulating employment conditions at Dutch universities. A substantial reduction in income tax (equal to 30% of taxable salary) may apply to non-Dutch candidates. The UvA offers a very attractive pension scheme.

The intended start date is 1 September 2019.

Job application

Applications should be made via the Job Openings for Economists Listings of the AEA: see AEA. Also please indicate the particular specialisation (Econometrics or Actuarial Science/Mathematical Finance) in your application.

Applicants should provide their CV, two reference letters, a research paper, information about their teaching experiences, and a cover letter describing their research and teaching interests.

The closing date is 28 November 2018.

Interviews will be conducted at the ASSA-AEA meetings in Atlanta, GA, January 2019.

Candidates that cannot attend these meetings are also invited to apply.

Shortlisted candidates will be asked to present one of their papers at a job seminar.