Daniel Hanson

Bio

Daniel Hanson worked in quantitative modeling and software development for around 25 years, primarily with C++ implementation of option pricing and portfolio risk models, trading systems, and library development. After leaving the private sector, he held a full-time lecturer position in the Department of Applied Mathematics at the University of Washington, teaching quantitative development courses in the Computational Finance and Risk Management (CFRM) undergraduate and graduate programs. Among the classes he taught was a graduate-level sequence in C++ for quantitative finance, ranging from an introductory level through advanced. He has also mentored Google Summer of Code student projects involving mathematical model implementations in C++ and R. He currently stays active as a staff member of the annual CppCon conference (ISO C++ Foundation), primarily as chair of the conference student program.