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Florian Wechsung

wechsung(at)nyu(dot)edu

I have left NYU and joined Citadel GQS as a quantitative researcher.

Previously, I was a postdoctoral researcher at the Courant Institute for Mathematical Sciences at NYU in the Numerical Analysis and Scientific Computing group. I worked with Georg Stadler on large scale non-linear optimization problems subject to uncertainty, funded by Simon’s Foundation Hidden Symmetries collaboration. The main application of this work was the design of Nuclear Fusion reactors. You can find a talk summarizing my work for a general scientific audience here.

Before coming to New York I was a doctoral student in the Numerical Analysis group at the University of Oxford under supervision of Patrick Farrell. During this time I worked on shape optimisation algorithms and fast solvers for the incompressible Navier-Stokes equations.

I spend a lot of my time writing software in Python and C/C++. I am one of the core developers of the SIMSOPT stellarator optimization code, Fireshape shape optimisation library, the PyROL interface to the Rapid Optimization Library of Trilinos. In addition, I am a user of and contribute to the Firedrake, PETSc, and dolfin-adjoint software libraries.

In the past, I was also a consultant for the actuarial practice of Oliver Wyman, where I worked on generative machine learning for financial data. In addition, I have worked on Weighted Monte Carlo methods for Milliman, and on data driven methods to reduce the energy consumption in factories for Cambio Analytics.

Research interests

Education

Awards