Cornelis ("Kees") Oosterlee holds the Chair of Financial Mathematics at the Mathematical Institute of Utrecht University. He is a SIAM fellow, class of 2024.

He has been actively engaged in computational finance since 2000, contributing to research on robust and efficient numerical methods..

He is the co-author of two textbooks, "Multigrid" (2001) and "Mathematical Modeling and Computation in Finance" (2019).

His research contributions include the development of several numerical techniques in financial derivative pricing and risk management, such as the COS method for Fourier cosine expansions, the SWIFT method based on the Shannon Wavelet Inverse Fourier Transform, the Stochastic Grid Bundling Method (SGBM). Beyond numerical finance, his research group is actively involved in applying machine learning to finance, with a focus on optimal portfolio selection, time series analysis, and anomaly detection.

Prof. Oosterlee has led EU-funded projects on risk management in finance and insurance, working closely with industry partners. 

He has also been a guest lecturer at renowned institutions, including Oxford University in the UK, Hitotsubashi University in Japan, and the University of A Coruña in Spain.