Daniel Hanson spent 24 years in quantitative development in finance, primarily with C++ implementation of option pricing and portfolio risk models, and related library development. He now holds a full-time lecturer position in the Department of Applied Mathematics at the University of Washington, teaching quantitative development courses in the Computational Finance & Risk Management (CFRM) MSc program. This includes intermediate and advanced classes in computational C++, and mentoring students in Google Summer of Code projects involving implementation of mathematical models in C++ and R.