Lecturer in Asset Pricing

Teaching Responsibilities

In the role of a lecturer, the successful candidate will teach graduate courses in MBA and Master of Global Finance and Economics programs, and undergraduate courses in Business Administration and Finance and Accounting. The expected workload for the in-class lecture conduction is 08 academic hours per week, totaling 240 academic hours per year (1 academic hour equals to 45 minutes).

Teaching should reflect current research methods and results, and comprises lectures on the following modules:

• Finance 2 at the level of texts such as Options, Futures, and Other Derivatives by Hull.
• Advanced Fundamentals of Asset Pricing topics such as term structure of interest rates, bond pricing, credit and liquidity risk, portfolio theory, equity valuation, hedging.
• Advanced Topics in Asset Pricing such as Behavioral Finance; Big-Data-Based Personal Finance; Computational Finance; Credit Risk Derivatives; Hedge Funds; Investment and Pension Finance; Real Estate Finance; Risk Management of Insurance Companies.

Lecturer is invited to propose semi-elective courses within his/her expertise and in line with the curriculum of the programs.

The holder of this job is also responsible for supervising bachelor’s and master’s theses and mentoring Ph.D. students.

Research Responsibilities

As a faculty member of a research-oriented university, the successful candidate is expected to significantly contribute to the scientific profile of VGU through innovation. This includes and is not limited to comprehensive activities in basic research as well as applied research in the fields of Finance, Economics and Management. The ability to apply and generate externally funded research projects is highly desirable.

Administrative responsibilities

The successful candidate is expected to contribute to the development of the bachelor’s and master’s programs by participating in administrative, marketing and other public activities of the program in consultation with the Academic Coordinator of the study program and the German partner university, namely Goethe University Frankfurt. She or he is also expected to contribute actively to the academic self-administration of the Faculty of Economics and Management and university by being willing to stand for election to the Faculty Council, Academic Senate and/or other bodies.

Qualification

Candidates must hold a Ph.D. in Finance or a closely related field, preferably from a well-known international university. A current title of Professor will be a plus, as experience and understanding of the German higher education system and methodology.