Academic Opportunities

As part of Brunel University's strategic research initiative, CARISMA has been allocated new academic faculty positions. The University seeks to appoint one full time Professor and one full time research lecturer to join CARISMA.

The sponsoring departments of the University have wide ranging research expertise covering computational optimisation, risk modelling,economic and financial applications, environmental risk, large and complex engineering systems, and human aspects of risk perception.

CARISMA has already made its impact through international recognition, attracting EPSRC as well as industrial research funding, and recruitment of PhD students and Research Associates.

Mathematical Sciences at Brunel University has an established record of research achievement with a '5' rating in Applied Mathematics in the most recent UK Research Assessment Exercise. The University's decision to expand existing research strengths has enabled us to offer a number of important new posts.

Applications are encouraged from those with strong research records in any area of Mathematics. Specifically we wish to appoint persons at Professor/Reader/Lecturer Levels in the following areas.

The brief of academic appointees is to enhance the research programme of CARISMA which covers:

  • Risk in finance industry, including market risk, credit risk, liquidity risk and operational risk,
  • Corporate risk including business risk, legal risk, fraud and regulatory conformance,
  • Non financial aspects of risk including environmental impact, natural hazard, catastrophic events, health and safety.

The appointed persons will have an excellent research record in one or more of the following fields:

  • time series and stochastic volatility models,
  • extreme value theory,
  • probability models, risk measures,
  • optimisation under uncertainty and risk decisions,
  • stochastic calculus

A professorial candidate is likely to be an active researcher with an existing research group and might wish to join CARISMA and place the team member(s) to other available position(s).

Informal enquiries may be made to:
Professor Ken Darby-Dowman Head of Mathematical Sciences
Mathematical Sciences, Brunel University, Uxbridge, Middlesex UB8 3PH

Telephone: + 44 (0)1895 265602
Email kenneth.darby-dowman@brunel.ac.uk

or discussed informally by contacting Professor Gautam Mitra, Director of CARISMA, on Tel: 01895 203304 or email gautam.mitra@brunel.ac.uk.