Matthew Gilbert
Research Analyst - Commodities at Citadel
United States
Summary
👤
Senior🎓
Top SchoolMatthew Gilbert is a research analyst with 13 years of experience building, productionizing, and monitoring systematic global macro signals, with deep specialization in G10 and EM FX and a current focus on commodities at Citadel. He has designed portfolio rebalancing and alpha research infrastructure, led the creation of a relative-value systematic commodity futures strategy, and routinely implements model risk overrides and operational monitoring to preserve out-of-sample performance. Matthew pairs a strong quantitative background (MSc in Quantitative Finance, B.Eng in Applied Mathematics and Engineering) with hands-on production experience from execution to engineering, and has contributed technical documentation to the widely used pandas project to improve clarity for other analysts. Colleagues rely on him for bridging research and production, spotting risks that models miss, and ensuring systematic signals survive real-world stresses.
13 years of coding experience
4 years of employment as a software developer
B.Eng, Applied Mathematics and Engineering, B.Eng, Applied Mathematics and Engineering at Queen's UniversityMaster's, Quantitative Finance, Master's, Quantitative Finance at University of Waterloo
Github Skills (5)
pandas10
documentation10
data-analysis10
data-science8
python7
Programming languages (6)
Github contributions (5)
pandas-dev/pandas
Nov 2014 - Sep 2018
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
Role in this project:
Technical Writer
Technical WriterContributions:5 commits, 4 PRs, 14 comments in 3 years 10 months
Contributions summary:Matthew primarily contributed documentation updates to the pandas repository. Their work focused on clarifying the use of parameters in existing functions, such as `get_group`, `min_periods`, and exponentially weighted moving averages. The contributions also included a section on the ordering of columns in `MultiIndex.to_frame()`. These changes aimed to improve clarity and address existing issues with the library's documentation.
pythondatalabeled-datamanipulationdataframes
matthewgilbert/strategy
Sep 2017 - Sep 2018
Simulations for Futures and Equities
Contributions:40 commits, 2 PRs, 22 pushes in 1 year
simulationssimulationequitiesfutures
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