Lech A. Grzelak is a front-office Quantitative Analyst (quant) at the Financial Engineering team at Rabobank in the Netherlands. At the same time, he holds an Assistant Professor position at Utrecht University, where he teaches a course on Computational Finance. Lech received his PhD in Numerical Analysis at Delft University of Technology (the Netherlands) in 2011. His main research areas are computational finance, numerical analysis, scientific computing and high-performance computing methods. Recent work has focused on efficient numerical methods for stochastic and local volatility models, cross-asset hybrid models and xVA. Lech is the editor of the Journal of Computational Finance and Applied Mathematics and Computation. In addition, Lech has published several research articles on quantitative finance in multiple prime journals.

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You can also visit my university website here.