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!

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