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JesseVos/README.md

Jesse Vos

Computational Physicist · GPU Computing · High-Performance Simulation

PhD Computational Astrophysics · Postdoctoral Prize Fellow, KU Leuven


About

I am a computational physicist specializing in GPU-accelerated numerical simulation and high-performance computing. My work focuses on developing parallel solvers for complex physical systems on modern GPU architectures, combining physics, applied mathematics, and high-performance software engineering.

I completed my PhD in computational astrophysics in November 2024 and currently hold a postdoctoral prize fellowship at KU Leuven, Belgium, where I work on GPU-accelerated computational plasma physics. My production codes run on some of Europe's largest Tier-0 and Tier-1 supercomputing systems, including LUMI (Finland), VSC Hortense (Belgium), and SURF Snellius (Netherlands), with over 80 million CPU-hours in awarded computing time.

I am broadly interested in how GPU computing and numerical methods can drive impact — whether in scientific research, engineering simulation, or industry applications.

Technical Expertise

Languages: C++17 · C · CUDA · Python · Fortran · Bash
GPU & Parallel Computing: CUDA/OpenACC · MPI · OpenMP · NVIDIA Nsight Systems/Compute
HPC Infrastructure: Multi-node GPU clusters · SLURM · Tier-0/Tier-1 European supercomputers
Scientific Computing: Numerical methods for PDEs · Monte Carlo methods · Finite-difference/volume schemes · Particle-based methods Tools: Linux · Git · HDF5 · Qt · VTK

Interests

  • GPU-accelerated numerical methods and solver development
  • Performance optimization, profiling, and scaling of GPU codes
  • Computational fluid dynamics, magnetohydrodynamics, and plasma physics
  • Monte Carlo methods and stochastic simulation
  • Applications of HPC and GPU computing beyond traditional scientific computing

Get in Touch

I'm always happy to discuss ideas, collaborations, or future opportunities. Feel free to reach out.

🔗 LinkedIn

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  1. CUDA_Monte_Carlo_Options_Pricing CUDA_Monte_Carlo_Options_Pricing Public

    CUDA C++ Monte Carlo pricer for European, Asian, and barrier options under GBM and Heston SV. 10–20× GPU speedup, variance reduction, Greeks, pybind11 bindings.

    C++