Alexey Filippov
Senior Software Engineer at G-Research
Cambridge, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolAlexey Filippov is a Senior Software Engineer based in Cambridge with 15 years of experience building high-performance backend systems across finance and research environments. He ships pragmatic solutions in Scala, Java and multiple other languages, with deep experience in real-time risk and pricing pipelines, Kafka/akka-streams, and cloud-native tooling. At G-Research he focuses on delivery and problem-solving at scale, having previously led functional-programming consultancy work and R&D teams. He contributes to numerical open-source work—improving rational-number precision and performance in the well-regarded ojAlgo library—highlighting a knack for subtle algorithmic and numerical improvements. Alexey combines hands-on coding with coordinating offshore teams and turning messy legacy stacks into reliable production systems. Outside of day-to-day engineering he pairs a quantitative background (CQF) with a practical, get-things-done approach that favors measurable impact over bureaucracy.
15 years of coding experience
20 years of employment as a software developer
Java, Servlets, JSP, OOA, OOD, UML, CGI, Perl, CORBA, Java, Servlets, JSP, OOA, OOD, UML, CGI, Perl, CORBA at Artificial Life AcademyMaths, Physics, Programming, Maths, Physics, Programming at Saint Petersburg Lyceum 239TCSa, TCSa at NoNA Summer School on Complexity TheoryDependable Computer Systems, Dependable Computer Systems at USI-CMU Summer SchoolCertificate, Quantitative Finance, Certificate, Quantitative Finance at CQF InstituteComputer Science, Computer Science at CS Club at PDMI RASBachelor of Technology (BTech), Informatics and Computing Machinery, Bachelor of Technology (BTech), Informatics and Computing Machinery at ITMO UniversityFree Online Class - no accreditation, Machine Learning, Free Online Class - no accreditation, Machine Learning at Stanford University
Russian, English
Stackoverflow
8,443reputation
1.3mreached
191answers
8questions
mysql
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algorithm
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Github Skills (24)
algorithm10
algorithms10
mathematics10
math10
data-structure10
java10
javas10
numerical-methods10
data-structures10
rational-numbers10
linear-algebra10
optimization10
mysql9
testing9
design-patterns9
Programming languages (15)
Github contributions (5)
optimatika/ojAlgo
Mar 2018 - Mar 2018
oj! Algorithms - Open Source Java library for mathematics, linear algebra and optimisation. Pure Java, zero dependencies: fast matrices plus LP, QP and MIP solvers.
Role in this project:
Back-end Developer
Back-end DeveloperContributions:36 commits, 6 PRs, 65 comments in 10 days
Contributions summary:Alexey primarily focused on enhancing the `RationalNumber` class within the `ojalgo` library. Their contributions included implementing a `rational()` method for double-precision approximation, refactoring and optimizing the `valueOf()` methods, and improving the arithmetic operations involving rational numbers. They also addressed issues related to NaN and Infinity handling, improved error messages, and wrote tests to ensure the correctness of the changes. The majority of changes were focused on numerical precision and efficiency of the underlying algorithms.
javalinear-algebramathematicszero-dependenciesojalgo
alf239/AoC2019
Dec 2019 - Feb 2026
Contributions:1 PR, 74 pushes, 1 branch in 6 years 3 months
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