Gilbert Wassermann
Director, Derivatives Trader
New York, New York, United States
Summary
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Rockstar🎓
Top SchoolGilbert Wassermann is a derivatives trading leader with 11 years of experience building and managing option and index derivatives businesses at major firms including Morgan Stanley, Balyasny Asset Management, and Galaxy, where he now serves as Director, Derivatives Trader. He combines strong quantitative foundations from a Harvard statistics degree with hands-on engineering and automation experience—early work at Quantopian and test-automation contributions to the popular Zipline algorithmic trading library illustrate his fluency in Python and robust QA practices. Gilbert has taught applied quantitative finance at Harvard, earning teaching distinctions, and brings that ability to communicate complex probabilistic ideas into his trading and team leadership. His background includes building simulation and data automation tools across buy-side and consulting roles, reflecting a pragmatic focus on reproducibility and workflow efficiency. Known for rigorous testing and maintainability in codebases as well as disciplined risk management in trading, he bridges quantitative research, execution, and production-ready tooling. Based in New York, he pairs a musician’s discipline from violin training with a quantitative trader’s precision, an uncommon blend that shows up in both his analytical rigor and collaborative teaching.
11 years of coding experience
Gap Year Experience Program Violin Performance, Gap Year Experience Program Violin Performance at Royal College of MusicHigh School, High School at St Paul's SchoolBachelor’s Degree Statistics, Bachelor’s Degree Statistics at Harvard University
English, French
Github Skills (8)
zipline10
pytest10
python10
algorithmic-trading10
numpy10
testing10
trading5
cryptocurrencies5
Programming languages (2)
Github contributions (5)
quantopian/zipline
Jul 2016 - Aug 2016
Zipline, a Pythonic Algorithmic Trading Library
Role in this project:
QA Engineer / Test Automation Engineer
QA Engineer / Test Automation EngineerContributions:19 commits, 5 PRs, 18 pushes in 13 days
Contributions summary:Gilbert focused on enhancing the testing framework within the zipline repository. Their commits primarily involved adding and modifying test cases for pipeline filters, ensuring their functionality and correctness. The contributions also involved refactoring existing tests and updating test assertions, demonstrating a focus on thoroughness and maintainability of the testing suite. Additionally, they incorporated new filters and test functionalities to enhance the coverage of the zipline library.
algorithmic-trading-libraryalgorithmic-tradingpythontrading-botbacktesting-trading-strategies
thewassermann/bachmarkov
Nov 2017 - Feb 2018
Contributions:22 PRs, 58 pushes, 13 branches in 2 months
thesis
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