| 1969-1970 | Assistant Lecturer, Department of Mathematics, Imperial College of Science and Technology, London |
| 1970-1971 | Lecturer, Department of Mathematics, Imperial College of Science and Technology, London |
| 1971-1975 | Assistant Professor, Department of Statistics, Princeton University |
| 1974 (Summer) | Visiting Fellow, Computer Centre and Department of Statistics, Institute for Advanced Study, Australian National University, Canberra |
| 1975 | Visiting Research Associate, Department of Statistics and Statistical Laboratory, University of California |
| 1975-1979 | Associate Professor, Department of Statistics, Princeton University |
| 1979-1983 | Professor and Chairman, Department of Statistics, Princeton University |
| 1982 (Summer) | Visiting Professor, Instituto de Matematica Pura e Aplicada, Rio de Janeiro |
| 1982-1983 | Visiting Professor, Department of Statistics, University of North Carolina at Chapel Hill |
| 1983-Present | Professor, Department of Statistics, North Carolina State University (Interim Head, August 1993-February 1994) |
| 1990 (Fall) | Visiting Fellow, Climatic Research Unit, University of East Anglia |
| 1991 (Spring) | Visiting Senior Research Scientist, Geophysical Fluid Dynamics Laboratory, Princeton University |
| 1992-Present | Senior Fellow, National Institute of Statistical Sciences, Research Triangle Park, North Carolina |
| 1994-1996 | Business Development Manager, Merrill Lynch Derivative Products, New York |
| 1998-1999 | Manager, Special Projects, Merrill Lynch Capital Services, New York |