The Ecole Polytechnique Federale de Lausanne (EPFL) invites applications for a faculty position (full professor) in the context of the newly established Swissquote Chair of Quantitative Finance. This position forms a strategic part of plans of EPFL to create a world-class research and teaching initiative in financial engineering.
The successful candidate will establish and lead a vigorous independent research program in a multidisciplinary environment, open to engaging with researchers in related fields across the EPFL campus, such as finance, mathematics, economics, management, computer science and operations research. Depending on the research emphasis of the candidate, the position could be housed in the College of Management (http://cdm.epfl.ch), the School of Basic Sciences (Mathematics - http://sma.epfl.ch) or the School of Computer and Communication Sciences (http://ic.epfl.ch). The successful candidate will be committed to excellence in teaching and bring new developments to the classroom, in particular in the framework of our new Master program in Financial Engineering.
Substantial start-up resources and research infrastructure will be available.
Applications should be submitted before July 31, 2008, though late applications may be considered. The starting date is flexible through 2009.
Applications including curriculum vitae, publication list, concise statement of research and teaching interests as well as the names and addresses (including email) of 3 to 6 references should be submitted in PDF format through the link below:
http://Swissquotechair.epfl.ch
Contacts: Prof. Robert Dalang -robert.dalang@epfl.ch, or jennifer.willenshofer@epfl.ch for administrative assistance. For general information about EPFL, see the website: www.epfl.ch
EPFL is an equal opportunity employer.
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Recruitment Services
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9 - 11 March, 2009 London, UK |
This course explains in detail the broad range of convertible securities and associated applications and trading strategies. Participants will undertake a series of workshops to explain the key ideas including pricing convertible bonds, the incorporation of credit risk, calculating Greeks and simulating trading strategies. Exercises and pricing models are implemented using Excel functions and macros and participants will be able to take away all worked examples.
