Zac Kienzle

I am a final-year student at the University of Queensland. I like the point where a piece of mathematics has to become a running program, and where a proof and the code that implements it each keep the other honest.

My interests run across numerical methods and high-performance computing, stochastic calculus and risk-neutral pricing, and machine learning. The work runs from a central limit theorem to a matching engine built for latency, from pricing and risk models to generative and sequence models, and through the econometrics behind a research question. One habit holds it together, building something I can prove, run fast, and check against a known answer.

Right now I am finishing the thesis and a pair of benchmark studies, and teaching alongside them. I care that what I build holds up under real data or a real clock, not only in a notebook. If any of this overlaps with what you do, in research or on a desk, I would be glad to hear from you. Email reaches me first, and my code is on GitHub.