Johannes Brust

Assistant Professor at Arizona State University

Tempe, Arizona, United States
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Summary

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Johannes Brust is an applied mathematician and software developer with nine years of experience building mathematical solutions for industry and academia, currently an Assistant Professor at Arizona State University. He holds a PhD in Applied Mathematics and has focused on large-scale numerical linear algebra, optimization methods, and data-driven approaches developed during roles at Argonne, UC San Diego, and in quantitative finance. Johannes combines hands-on C++/.NET implementation experience—shipping solvers, interpolation routines, and financial models—with a research track record on trust-region and L-SR1 methods. His work blends rigorous analysis with practical code, enabling scalable solvers for real-world engineering and finance problems. Based in Tempe, he brings both academic leadership and production-grade development skills, often translating theoretical advances directly into reusable software.
code9 years of coding experience
job6 years of employment as a software developer
bookBachelor's degree, International Economics, Bachelor's degree, International Economics at Maastricht University
bookMaster of Science - MS, Financial Mathematics, Master of Science - MS, Financial Mathematics at Maastricht University School of Business and Economics
bookDoctor of Philosophy - PhD, Applied Mathematics, Doctor of Philosophy - PhD, Applied Mathematics at University of California, Merced

Github contributions (5)

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johannesbrust/OBS

May 2017 - Nov 2020

Contributions:2 pushes, 1 branch in 3 years 6 months
johannesbrust/PP

Jul 2022 - Mar 2024

Contributions:7 pushes, 1 branch in 1 year 8 months
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Johannes Brust - Assistant Professor at Arizona State University