In this paper we describe current activities on the project Multi-Scale Modeling and Analysis of convective boiling (MSMA), conducted jointly by the Paul Scherrer Institute (PSI) and the Swiss Nuclear Utilities (Swissnuclear). The long-term aim of the MSMA project is to formulate improved closure laws for Computational Fluid Dynamics (CFD) simulations for prediction of convective boiling and eventually of the Critical Heat Flux (CHF). As boiling is controlled by the competition of numerous phenomena at various length and time scales, a multi-scale approach is employed to tackle the problem at different scales. In the MSMA project, the scales on which we focus range from the CFD scale (macro-scale), bubble size scale (meso-scale), liquid micro-layer and triple interline scale (micro-scale), and molecular scale (nano-scale). The current focus of the project is on micro- and meso-scales modeling. The numerical framework comprises a highly efficient, parallel DNS solver, the PSI-BOIL code. The code has incorporated an Immersed Boundary Method (IBM) to tackle complex geometries. For simulation of meso-scales (bubbles), we use the Constrained Interpolation Profile method: Conservative Semi-Lagrangian $2^{nd}$ order (CIP-CSL2). The phase change is described either by applying conventional jump conditions at the interface, or by using the Phase Field (PF) approach. In this work, we present selected results for flows in complex geometry using the IBM, selected bubbly flow simulations using the CIP-CSL2 method and results for phase change using the PF approach. In the subsequent stage of the project, the importance of effects of nano-scale processes on the global boiling heat transfer will be evaluated. To validate the models, more experimental information will be needed in the future, so it is expected that the MSMA project will become the seed for a long-term, combined theoretical and experimental program.