Daniel Guterding
Professor Of Applied Mathematics
Brandenburg an der Havel, Brandenburg, Germany
Summary
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Senior🎓
Top SchoolDaniel Guterding is a Professor of Applied Mathematics and experienced quantitative software engineer with 12 years of industry and academic experience bridging numerical analysis, stochastic modelling and production-grade software. He has deep expertise in numerical methods for PDEs and SDEs, stochastic local volatility option pricing (Heston, SABR with mean reversion), and robust calibration techniques developed in high-frequency trading environments. His background spans research-grade parallel numerical implementations (doctoral work in condensed matter physics) to leading quant engineering teams at Deutsche Börse and building regulatory and market models for FX and derivatives. Comfortable in Python, C++, C#, F# and SQL, he combines rigorous mathematical thinking with pragmatic software design and ORM-backed data systems. Known for solving long-standing scientific problems during his PhD, he brings a rare mix of academic depth and hands-on market-facing quant engineering.
13 years of coding experience
6 years of employment as a software developer
Ph.D., Physics, summa cum laude (with distinction), Ph.D., Physics, summa cum laude (with distinction) at Johann Wolfgang Goethe-Universität Frankfurt am Main
Github Skills (11)
electrical-engineering8
python8
altium-designer8
software-defined-radio7
calculator6
spectrum6
cnc-controller6
modeling-tool5
binding5
dft4
ase4
Programming languages (3)
Github contributions (5)
danielguterding/dhva
Aug 2013 - Dec 2021
Calculates de Haas-van Alphen frequencies and band masses.
Contributions:32 commits, 3 PRs, 17 pushes in 8 years 4 months
frequenciesbandelectrical-engineeringsoftware-defined-radio
danielguterding/danielguterding.github.io
Mar 2017 - May 2026
Contributions:95 pushes, 1 branch in 9 years 3 months
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