Nathaniel May
Index Rebalance Researcher at Citadel Securities
Philadelphia, Pennsylvania, United States
Summary
🤩
Rockstar🎓
Top SchoolNathaniel May is an Index Rebalance Researcher with a decade of experience blending quantitative research, data engineering, and production trading systems across hedge funds and market-making firms. He holds rigorous training in ORFE (Princeton) and Mathematics of Finance (Columbia) and has translated that foundation into roles from trading strategist to quantitative analyst and data engineer. At Citadel Securities and Schonfeld he focused on portfolio construction and medium-frequency signal research, while earlier roles emphasized engineering reliable data pipelines and UNIX production integrations. An active open-source contributor, Nathaniel improved dbt-core by building a Rust/tree-sitter static parser and performance runner to make templated SQL analysis faster and more robust. Comfortable in both research and hands-on engineering, he combines low-latency trading instincts with backend systems thinking—often surfacing practical fixes that reduce operational friction in production. Based in Philadelphia, he balances engineering management responsibilities with a persistent “code gremlin” drive for deep technical contribution.
10 years of coding experience
7 years of employment as a software developer
Master of Science - MS Mathematics of Finance, Master of Science - MS Mathematics of Finance at Columbia UniversityBachelor of Science in Engineering (BSE) Operations Research and Financial Engineering, Bachelor of Science in Engineering (BSE) Operations Research and Financial Engineering at Princeton University
Chinese, Japanese, Spanish
Stackoverflow
982reputation
20kreached
14answers
20questions
Github Skills (20)
python10
jinjava10
dbt10
rust10
data-engineering9
sql9
etl8
business-intelligence8
data-modeling8
analytics8
scala-collections6
scalacheck6
functional-programming6
dictionary6
property-based-testing6
Programming languages (9)
Github contributions (5)
dbt-labs/dbt-core
Feb 2021 - Aug 2022
dbt enables data analysts and engineers to transform their data using the same practices that software engineers use to build applications.
Role in this project:
Back-end Developer & Data Engineer
Back-end Developer & Data EngineerContributions:1 release, 458 reviews, 305 commits in 1 year 6 months
Contributions summary:Nathaniel's commits primarily focus on enhancing the dbt-core project's ability to parse and analyze Jinja templated SQL code, and to accurately extract relevant information such as database references, source definitions, and configurations. They implemented a static parser using tree-sitter and Rust to improve the efficiency and reliability of this parsing process. Additionally, the user developed a performance runner to benchmark the parsing and compilation times.
analyticsdbt-viewpointtransformanalystssql
dbt-labs/dbt-extractor
Apr 2021 - Jan 2022
Contributions:17 reviews, 318 commits, 2 PRs in 9 months
dbtjinja2parser
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.