132024
April 2024International Conference on Computational Finance 2024
Conference co-organizer in Amsterdam.
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Academic activities
Building connections across
mathematics and applications.
Conference and workshop organization, editorial and institutional service, programme leadership, outreach, and professional memberships.
15Organization roles since 2024
8Current and recent service roles
2020–26Community-building record
Organization · 2024–present
Conferences, workshops & seminars
Roles creating spaces for collaboration across computational finance, stochastic numerics, energy, climate, biochemical systems, and industry.
01Upcoming
September 2026Stochastic Control and Learning Methods for Decision-Making under Uncertainty
Co-organizer of a minisymposium connecting energy, climate, and finance at ICCF 2026.
Event details02Upcoming
September 2026Transform Methods for Computational Finance and Risk Management
Co-organizer of a minisymposium on recent Fourier and Laplace methods at ICCF 2026.
Event details03Recent
June 2026Monte Carlo Methods for Stochastic Reaction Networks
Co-organizer of a minisymposium at MCQMC 2026 in Edinburgh.
Event details04Recent
June 2026Modeling, Prediction, and Trading in Energy Markets
Co-organizer of a minisymposium at the XIII Bachelier World Congress in Bologna.
Event details05Recent
June 2026Transform Methods for Computational Finance and Risk Management
Co-organizer of a minisymposium at the XIII Bachelier World Congress in Bologna.
Event details06Recent
May 2026Mathematics and Machines: From Brown to Sustainable Finance
Co-organizer of a Lorentz Center workshop linking mathematics, machine learning, sustainable finance, and industry.
Event details07Recent
March 2026Mathematical Finance Research Half Day
Co-organizer of a Utrecht meeting on trading, forecasting, and risk management in electricity and energy markets.
Event details08Recent
July 2025Modeling, Prediction, and Trading in Energy Markets
Co-organizer of a minisymposium at the SIAM Conference on Financial Mathematics and Engineering.
Event details09Recent
July 2025Forward and Inverse Problems for Stochastic Reaction Networks
Co-organizer of a minisymposium at the 15th International Conference on Monte Carlo Methods and Applications in Chicago.
Event details10Recent
January 2025Study Group Mathematics with Industry 2025
Co-organizer of the Utrecht edition, bringing mathematicians and industry partners together around real-world challenges.
Event details112024
August 2024QMC Methods for Computational Finance and Financial Risk Management
Co-organizer of a minisymposium at MCQMC 2024 in Waterloo.
Event details122024
August 2024Monte Carlo Methods for Stochastic Reaction Networks
Co-organizer of a minisymposium on forward and inverse problems at MCQMC 2024 in Waterloo.
Event details142024
April 2024MLMC Methods for Computational Finance and Risk Management
Organizer of a minisymposium at ICCF 2024 in Amsterdam.
152024
April 2024Transform Methods for Computational Finance and Insurance
Co-organizer of a minisymposium at ICCF 2024 in Amsterdam.
Earlier organization archive · 2020–2023
Uncertainty Quantification Hybrid Seminar
Co-organizer at RWTH Aachen University.
Fourier Transform Methods for Computational Finance and Insurance
Co-organizer of a minisymposium at SIAM FM23 in Philadelphia.
MLMC Techniques for Discontinuous Functionals
Co-organizer of a minisymposium at MCM 2023 in Paris.
Monte Carlo Methods for Stochastic Reaction Networks
Co-organizer of a minisymposium at MCM 2023 in Paris.
Variance Reduction for Stochastic Reaction Networks
Co-organizer of a minisymposium at MCQMC 2022 in Linz.
Stochastic Numerics and Statistical Learning: Theory and Applications
Co-organizer of a workshop at KAUST.
Variance Reduction Techniques for Computational Finance
Co-organizer of a minisymposium at MCM 2021 in Mannheim.
Hierarchical Methods for Variance Reduction
Co-organizer of a minisymposium at MCQMC 2020 in Oxford.
Programme leadership
Developing connected academic programmes.
Editorial & institutional service
Supporting research and education.
Editorial serviceIncoming · September 2026 Institute service · 2026–present
Associate Editor, Statistics and Computing
Supporting the peer-review process in statistics, computation, and applied probability.
Member, Mathematical Institute Advisory Committee
Advising the Mathematical Institute Board at Utrecht University on strategic and organisational matters.
Project Group on AI in Education
Contributing to policy on AI-resilient assessment and the responsible integration of AI, computational skills, and proof assistants.
Review & assessment
Contributing to scholarly evaluation.
Journal referee
Referee for SIAM Journal on Numerical Analysis; SIAM Journal on Financial Mathematics; Quantitative Finance; Finance and Stochastics; Statistics and Computing; Computational and Applied Mathematics; Mathematics and Computers in Simulation; International Journal of Computer Mathematics; Decisions in Economics and Finance; Financial Innovation; Risk Journals; Neurocomputing; IEEE Transactions on Computational Biology and Bioinformatics; and Operations Research Forum.
Thomas van der Zwaard · Utrecht University
Enhanced Modelling of Valuation Adjustments for Comprehensive Financial Risk Management.
Sophia Franziska Münker (née Wiechert) · RWTH Aachen University
Generic Importance Sampling via Stochastic Optimal Control and Dimensionality Reduction for Stochastic Reaction Networks.
Outreach & research communication
Making research easier to discover and discuss.
Public-facing explanations, recorded presentations, and national mathematics outreach—kept distinct from independent media coverage.
National outreach · 2024–present
Math4NL Ambassador
Representing Utrecht University in the Dutch network for mathematics communication and advocacy.
Math4NL Accessible research notesResearch stories
Short accounts connecting new papers, collaborations, workshops, and numerical ideas with their broader motivation.
Read recent stories Open presentationsRecorded talks & slides
Selected lectures and research presentations on stochastic numerics, computational finance, and reaction networks.
Explore recordingsProfessional memberships
Connected to the wider applied-mathematics community.
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