
External lecturer for the module “Market Risk Modelling” for the Master of Finance
Frankfurt am Main, 29 May 2026
We are seeking a qualified and experienced external lecturer to teach the module “Market Risk Modelling” in the Master of Finance programme at Frankfurt School of Finance & Management.
The module focuses on advanced quantitative techniques in financial risk management and aims to provide students with a sound understanding of statistical methods applied in market risk modelling, financial time series analysis, dependence modelling, and tail risk analysis.
Responsibilities:
- Teach and further develop the “Market Risk Modelling” module within the Master of Finance programme
- Deliver engaging and interactive classes combining theoretical concepts with practical applications
- Teach advanced topics in quantitative risk management, including financial time series analysis, GARCH models, copulas, extreme value theory, and coherent risk measures
- Prepare and supervise case studies and programming-based assignments
- Review and grade assignments and provide constructive feedback to students
- Ensure that course content and delivery align with programme learning objectives and academic standards
Requirements:
- PhD in Quantitative Finance, Finance, Statistics, Mathematics, Economics, or a related discipline preferred; at minimum, candidates should hold an MSc in Finance or a related field.
- Prior master-level teaching experience in risk management, derivatives, or quantitative finance.
- Expertise in market risk modelling techniques, including financial time series analysis, GARCH models, copulas, extreme value theory, and coherent risk measures.
- Experience applying statistical methods to financial risk modelling and portfolio risk analysis
- Programming skills in Python, R, Matlab, or similar quantitative tools
- Ability to bridge quantitative modelling concepts with practical applications in banking and financial institutions
- Fluency in English
Teaching Language:
English
Location:
Campus Frankfurt am Main
Time Period:
September- October 2027
Class volume:
The module consists of 44 academic hours (1 academic hour = 45 minutes) delivered in one section, with classes scheduled three times per week (Monday, Tuesday, and Saturday) during the teaching period.
Application Deadline:
7 August 2026.
