Computational science or scientific computing (sometimes called eScience or eResearch) applied to financial mathematics and statistical physics. Currently my main interests are stochastic processes (in particular Lévy, stochastic volatility, and continuous-time random walks) and the numerical solution of pricing equations for barrier options and other path-dependent derivatives using fluctuation identities in Fourier-z and Fourier-Laplace space or Monte Carlo, but I have been working also on calibration, machine learning, algorithmic trading, empirical studies of high-frequency data, and agent-based models. Before, within soft condensed matter theory, I have been active mainly in molecular simulation, specialising first in quantum/classical modelling of proteins and ab initio calculations of smaller molecules, then in coarse-grained models of liquid crystals using Monte Carlo or molecular dynamics with domain decomposition on massively parallel architectures, and including the development of algorithms, code, force-field parameters and Open GL molecular graphics. Other keywords are high-performance computing, applied mathematics, and complex systems, where aggregate behaviour emerges from the interaction between many component parts.