Mateo Gomez

Quantitative Researcher

New York, New York, United States
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Summary

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Rockstar
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Top School
Mateo Gomez is a quantitative researcher in New York with 12 years of experience building ML, NLP and alternative-data signals for large systematic equity portfolios, most recently moving from BlackRock—where he helped drive alpha for a $135B book—to Jain Global. He combines a strong academic foundation in applied mathematics and financial engineering with hands-on back-end development experience, including notable open-source contributions to the Julia language and JuliaStats on weighted quantiles and Dates functionality. Mateo’s work bridges research and production: he has managed model-level signal development for institutional-scale portfolios while also implementing core statistical and language-level features used by the wider scientific computing community. Colleagues would describe him as analytically rigorous, comfortable across codebases and models, and unusually fluent at translating academic math into deployable trading signals.
code12 years of coding experience
bookBachelor of Arts, Mathematics; Economics -summa cum laude, Bachelor of Arts, Mathematics; Economics -summa cum laude at Clark University
bookMaster of Science - MS, Applied Mathematics, Master of Science - MS, Applied Mathematics at Columbia Engineering
bookBachelors of Science, Operations Research: Financial Engineering, Bachelors of Science, Operations Research: Financial Engineering at Columbia University
languagesFrench, Spanish, English
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Github Skills (12)

algorithm10
data-structures10
statistics10
algorithms10
programming-language10
statistical-models10
numerical10
data-structure10
julia10
science9
hpc8
unit-testing8

Programming languages (11)

JuliaRC++TeXMakefileJavaScriptStataSwift

Github contributions (5)

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JuliaStats/StatsBase.jl

Oct 2015 - Sep 2020

Basic statistics for Julia
Role in this project:
userBack-end Developer
Contributions:7 commits, 18 PRs, 76 comments in 5 years
Contributions summary:Mateo primarily contributed to the `statsbase.jl` repository by implementing and modifying weighted quantile functionality. Their work included adding a new `wquantile` function, improving the existing `quantile` method, and adjusting `wmedian`. They also fixed a unit weight iteration issue and addressed indexing issues related to boolean vectors. These changes involved modifying core statistical functions.
summarizationstatisticsstatistical-modelsjulia
JuliaLang/julia

Jul 2015 - Jun 2020

The Julia Programming Language
Role in this project:
userBack-end Developer
Contributions:1 review, 14 commits, 16 PRs in 5 years
Contributions summary:Mateo contributed to the Julia programming language by implementing new features and fixing existing ones. Their contributions included adding a `Quarter` period to the `Dates` standard library and modifying its arithmetic and accessor functions. The user also worked on improving the `@show` macro and updating core language files related to string manipulation and type dispatch.
sciencejulia-languagemachine-learningjulialangpetsc
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Mateo Gomez - Quantitative Researcher