Alessio Massaro
Quantitative Developer
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolAlessio Massaro is a Quantitative Developer based in London with nearly a decade of experience building production-grade analytics and pricing libraries across Rates, Inflation, FX, Credit and Equities. He has repeatedly architected in-house quant stacks from scratch—transitioning teams off QuantLib and third-party platforms—while leading technical design, code reviews and mentoring at top-tier firms including ExodusPoint, Balyasny and Citadel. His background is unusually broad: early-career work on real-time embedded scientific instruments and NMR/TEM control systems gives him a systems-first mindset that he applies to low-latency finance infrastructure and Kubernetes-native pre-trade tooling. He focuses primarily on linear Rates and Inflation but routinely delivers cross-asset frameworks for calibration, risk and market-data engineering integrated with Snowflake, Redis and S3. Alessio combines deep C++/C#/Python development with pragmatic productisation of quant research, and has driven wide refactorings to manage technical debt while beginning to adopt AI-assisted development practices.
9 years of coding experience
13 years of employment as a software developer
Laurea (MSc), Computer Science, 110/110, Laurea (MSc), Computer Science, 110/110 at Università Ca' Foscari Venezia
Italian, English, Polish
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (135)
python10
visual-studio10
cpp10
optimization10
redis-client10
stream10
high-performance10
kafka-consumer10
hiredis10
kafka10
reinforcement-learning10
producer10
apache-kafka10
redis10
kafka-producer10
Programming languages (5)
Github contributions (5)
masariello/hiredis
Jul 2020 - Nov 2023
Minimalistic C client for Redis >= 1.2
Contributions:16 pushes, 5 branches in 3 years 4 months
redisminimalistic
masariello/ray
Dec 2023 - Jan 2024
Ray is a unified framework for scaling AI and Python applications. Ray consists of a core distributed runtime and a set of AI Libraries for accelerating ML workloads.
Contributions:9 pushes, 2 branches in 22 days
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