I (external) supervised quite a few MSc theses there until recently. Some very good students.
See 2019 2020 Blogs on www.datasim.nl for several theses.
absolutely in C++11. threads, tasks and futures.
Discussed in my C++ 2018 book and QN Advanced C++ course.
Recommend doing some research.
Just got an 8-core machine today. What can I in heaven's name use it for...
I'm sure you will learn a lot here.
Actually, I taught C++ to WBS finance students in 2019/early 2020.
R (and Matlab!) is too simplistic for maths people. It is more of a tool for MBA. C++ and maths are a more natural mix.