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.
The brief of these 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,
- tochastic 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).
Further details of these posts can be discussed informally by contacting Professor Gautam Mitra, Director of CARISMA, on Tel: 01895 203304 or email gautam.mitra@brunel.ac.uk.