Mathematics · Quantitative Finance
Laurin
Rodacker
Mathematics student at Leibniz University Hannover, specializing in quantitative finance. Building towards a career in top-tier quant research through PDE theory, options pricing, and algorithmic trading.
∂V/∂t + ½σ²S²∂²V/∂S² + rS∂V/∂S − rV = 0
dV = (∂V/∂t + μS∂V/∂S + ½σ²S²∂²V/∂S²)dt
+ σS∂V/∂S · dW
QuantLib · C++ · Stochastic Calculus
01 — About
Building towards
the top 0.1%
I'm a mathematics student at Leibniz University Hannover with a focus on partial differential equations and quantitative finance. My academic work in PDEs directly informs my approach to derivatives pricing and risk modelling.
Outside of coursework, I build trading tools and pricing engines in Python and C++, work as a student teaching assistant at the Institute of Applied Mathematics, and am actively learning QuantLib to deepen my understanding of real-world derivatives infrastructure.
My path: Master → PhD → top-tier quant role at a firm like Citadel, Two Sigma, or D.E. Shaw. I'm looking for a Master's programme in Mathematical Finance, with ETH Zürich and Imperial College London as top targets.
02 — Projects
Selected
Work
Options Pricing
Option Pricing Engine↗
A Python implementation of Black-Scholes, Monte Carlo simulation, and finite difference methods for European and American options. Benchmarked against QuantLib for accuracy validation.
Algorithmic Trading
Trading Strategy↗
A backtested systematic trading strategy with a full performance analytics framework. Includes Sharpe ratio, max drawdown, and regime analysis.
QuantLib
QuantLib Extensions↗
Exploration of QuantLib's C++ codebase with custom extensions and Python bindings. Currently focused on interest rate models and yield curve construction.
03 — Experience
Academic &
Professional
Student Teaching Assistant
Leibniz University Hannover · Institute of Applied Mathematics
Development of mathematical materials and problem sets for competitions and practical courses. Leading exercise sessions and grading exams for Economics and Business Administration students.
BSc Mathematics
Leibniz University Hannover
Specialisation in partial differential equations and numerical analysis. Relevant coursework: Stochastic Analysis, Functional Analysis, Numerical Methods for PDEs, Financial Mathematics.
Research Intern
Leibniz University Hannover
Experimental physics and data analysis at foeXlab. Laboratory work at the Institute for Solid State Physics.
04 — Skills
Technical
Stack
Mathematics
- Partial Differential Equations
- Stochastic Calculus
- Numerical Analysis
- Functional Analysis
- Financial Mathematics
Programming
- Python (Advanced)
- C++ (Learning)
- MATLAB
- QuantLib
- Git / GitHub
Finance
- Derivatives Pricing
- Options (Black-Scholes)
- Algorithmic Trading
- Backtesting
- Market Microstructure
05 — Contact
Get in
Touch
Open to conversations about quantitative finance, research collaborations, internship opportunities, and Master's programme advice. Best reached via email or LinkedIn.
Send an Email