For over 20 years I have been working in the financial sector, at the intersection of software engineering and modeling & simulation. My modeling expertise covers (systems of) ordinary, partial, or stochastic differential equations. When a closed form solution of the model is not available, I need to fall back on (approximate) computational simulations. The computational simulation is the engine driving the simulation method(s), and the simulation methods in turn use various algorithms. Implementing and maintaining computational simulations as production-ready software solutions require software engineering practices: design your software for stability, resiliency, scalability, and security.
Gert-Jan has a master’s degree in engineering mathematics from Delft University of Technology (2000), and he was awarded a PhD qualification from Eindhoven University of Technology (2004).