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Assistant Professor or Associate Professor Financial Stochastics

The Applied Probability group is looking for an ambitious and enthusiastic Assistant Professor with a specialization in Mathematical Finance. Depending on the …

2 maanden geleden


Mekelweg, Delft, Zuid-Holland
Tijdelijk contract / Tijdelijke opdracht
Uren per week:
36 - 40 uur


The Applied Probability group is looking for an ambitious and enthusiastic Assistant Professor with a specialization in Mathematical Finance. Depending on the candidate’s qualities, an appointment at the level of Associate Professor can be considered.
Your responsibilities include:

  • research in the area of probability theory, more precisely in the area of financial mathematics.
  • supervising Bachelor and Master students in their graduation projects.
    In addition, the candidate is expected to be active in acquiring and managing externally funded research projects.

Research at Delft Institute of Applied Mathematics (DIAM) is conducted in six research groups: Analysis, Applied Probability, Mathematical Physics, Numerical Analysis, Optimisation, and Statistics. Our research on the construction and analysis of mathematical models related to science and engineering is both fundamental and applied in nature and is often inspired by technical and societal challenges. We have, for instance, tackled complex mathematical problems to develop a model for predicting the flow of ash pollution after a volcano eruption. To come up with innovative solutions we maintain intensive contact with other TU Delft departments, technological institutes and research departments.

Besides research, education is an important cornerstone of our department. We teach the Applied Mathematics BSc and MSc programmes, as well as mathematics courses within other programmes at TU Delft, and national programmes such as “MasterMath”. Together with KTH Royal Institute of Technology (Sweden) and the Technical University of Berlin (Germany) we have also initiated the international joint Master’s programme COSSE (Computer Simulations for Science and Engineering).

We value the great atmosphere at our institute and pride ourselves on our sense of community and the spirit of “getting things done together”, which we combine with mutual appreciation for individual success. To foster interaction and cooperation, we organize lunch seminars where colleagues from the various sections discuss their work, and we arrange an annual social activity where all staff members interact informally to get to know each other in a different setting. Our open and transparent way of communicating is reflected in the way we interact with one another and forms the basis for the way we work together to help each other achieve our goals as a team.

The Applied Probability group is one of the key research groups at Delft Institute of Applied Mathematics (DIAM), which forms an integral part of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS). The group performs a broad spectrum of research in the areas mathematical statistical physics, interacting particle systems, ergodic theory, finance and risk.
Important common themes of the Institute are partial differential equations, data science and mathematical finance.


The candidate should be a university graduate with a PhD in Mathematics (with specialization probability theory) and is expected to have strong affinity with and motivation for mathematical finance. You have a proven track record in your research field with a specific emphasis on probability as evidenced by refereed publications in high-quality journals. The candidate is an enthusiastic team player, is able to make significant contributions to research, and has excellent teaching skills.


For candidates at the Assistant Professor level we offer an initial temporary position for a year with the prospect of a permanent contract. The duration of the temporary position is depending on (academic) experience. At the start of your employment, you will create a development in consultation you’re your and the hr advisor in which expected performance and (soft) skills criteria are formulated. You will receive formal feedback on performance and skills during annual assessment meetings and during a formal evaluation after a maximum of 2.5 years. If the performance and skills are evaluated positively, you will be employed in a permanent Assistant Professor position.

For candidates at the Associate Professor level we offer an initial temporary position of one year with the prospect of a permanent contract. After a positive performance assessment, you will be employed in a permanent Associate Professor position.

The salary range for an Assistant Professor position is 3.637 – 5.656 euro gross per month. The salary range for an Associate Professor position is 5.039 – 6.738 euro gross per month. Starting salary for Assistant and Associate Professor is based on level of knowledge and (postdoctoral) experience.

TU Delft offers a customisable compensation package, a discount for health insurance and sport memberships, and a monthly work costs contribution. Flexible work schedules can be arranged. An International Children’s Centre offers childcare and an international primary school. Dual Career Services offers support to accompanying partners. Salary and benefits are in accordance with the Collective Labour Agreement for Dutch Universities.

TU Delft sets specific standards for the English competency of the teaching staff. TU Delft offers training to improve English competency.

Inspiring, excellent education is our central aim. If you have less than five years of experience and do not yet have your teaching certificate, we allow you up to three years to obtain this.

Additional information

For information about this vacancy, you can contact Prof. Frank Redig, Full Professor, email: f.h.j.redig@tudelft.nl, tel: +31 (0)15-2789706.
For information about the selection procedure, please contact Miriam Heemskerk MSc, HR-advisor, email: m.i.heemskerk@tudelft.nl.