Cassio Neri
Quantitative Research Library Architect
London, England, United Kingdom
Summary
🤩
Rockstar🎓
Top SchoolCassio Neri is a Quantitative Research Library Architect and PhD in Applied Mathematics with over 15 years’ experience building pricing and risk models for FX and equity derivatives across sell- and buy-side firms in London. He combines deep theoretical pedigree—having derived a namesake equation under the supervision of Pierre-Louis Lions—with hands-on production engineering, contributing calendar algorithms to the Linux kernel, GCC and Firefox. His background spans front-office quant roles, data-science market-making work, and a decade lecturing mathematics at UFRJ, giving him a rare mix of academic rigor and pragmatic model implementation. A former member of the BSI C++ Panel and the ISO C++ Working Group, he brings strong C++ standards and library design expertise to complex quant systems. Notably, his calendar work has been ported across modern runtimes (.NET, Rust, Go, Zig), reflecting impact beyond finance into core infrastructure.
15 years of coding experience
18 years of employment as a software developer
PhD Applied Mathematics, PhD Applied Mathematics at Université Paris Dauphine - PSLMSc Applied Mathematics, MSc Applied Mathematics at Universidade Federal do Rio de Janeiro
Portuguese, French, English, Spanish
Stackoverflow
20,085reputation
1.1mreached
172answers
17questions
inheritance
top-5%
constants
top-5%
math
top-5%
visual-studio
top-5%
boost
top-1%
move-semantics
top-5%
Github Skills (22)
algorithm10
algorithms10
c-language10
data-structure10
gcc10
performance-optimization10
data-structures10
cprogramming-language10
boost10
testing9
move-semantics9
inheritance9
math9
std9
visual-studio9
Programming languages (11)
Github contributions (5)
cassioneri/Dyck
Jul 2014 - Mar 2018
Contributions:13 commits, 7 pushes in 3 years 8 months
cassioneri/eaf
Sep 2022 - Mar 2025
Supplementary material to "Euclidean Affine Functions and their Application to Calendar Algorithms"
Contributions:2 PRs, 18 pushes, 1 branch in 2 years 6 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.