Hannes Vandecasteele

Hello! I am a researcher with strong interests in computational science, time-series analysis and machine learning for science. I currently work in quantitative finance, applying statistical modeling and high-performance computing to understand markets. As part of my research, I reguarly contribute to research and open-source projects.

I write a blog and Substack about my recent work and experiments in computational science and scientific machine learning, and (very) occasionally share thoughts on economics and finance. I enjoy discussing the practical impact of these ideas and regularly give talks on these topics. Feel free to reach out!

I am also the founder of Open Numerics, an independent high-performance computing and machine learning initiative through which I advise organizations on advanced numerical modeling, machine learning, data science, and large-scale computation.

Biography

My work lies at the intersection of applied mathematics, scientific computing, and machine learning. I am particularly interested in how modern learning-based methods can be combined with classical numerical analysis and stochastic modeling to address large-scale, computationally challenging problems arising in the natural sciences.

My current research focuses on developing machine learning methods for scientific computing, with applications ranging from physics-informed learning and time-series prediction to computational chemistry. I am especially interested in multiscale systems, uncertainty quantification, and the design of computational tools that remain interpretable, robust, and grounded in first-principles modeling. I regularly share this work through my blog, Substack, and open-source projects.

Prior to transitioning to industry, I was a postdoctoral research fellow in the Department of Applied Mathematics and Statistics at Johns Hopkins University (JHU), with a secondary appointment in the Department of Chemical and Biomolecular Engineering. I worked under the supervision of dr. Ioannis Kevrekidis. Before moving to the United States, I earned my PhD from the University of Leuven (Belgium) in 2023. My professional background also includes experience as a software engineer at Facebook, where I worked on physics engines for virtual reality applications, as well as independent consulting work for energy companies.

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Experience

Research Engineer

Campbell & Company

October 2025 - Present · Baltimore, Maryland
Quantitative Hedge Fund.

Postdoctoral Research Fellow

Department of Applied Mathematics, Johns Hopkins University

January 2024 - October 2025 · Baltimore, Maryland
  • Machine learning models to accelerate numerical simulations in computational chemistry
  • Advancing reaction path methods for modeling chemical systems.
  • Sampling methods for molecular dynamics, including Markov chain Monte Carlo (MCMC)
  • High-performance scientific software for large-scale simulations.

PhD Researcher

Department of Computer Science, KU Leuven

Sep 2018 - Dec 2024 · Leuven, Belgium
  • Micro-macro Markov chain Monte Carlo (mM-MCMC) method for multiscale molecular dynamics
  • Reaction Path Continuation Methods for Large Molecules
  • Applied mM-MCMC on proteins and found new stable and physical conformations

Software Engineer

Facebook

June - September 2017 · London, United Kingdom
  • Integrated an existing C++ physics engine into Facebook's augmented reality (AR) engine.
  • Enabled the creation of more realistic visual effects, enhancing user experience.
  • Project impact extends to Messenger and Instagram once deployed