Malcolm was a member of the Queen's Bodyguard for Scotland (Royal Company of Archers).
The Gilmour Baronetcy, of Liberton and Craigmillar in the County of Midlothian, was created in the Baronetage of the United Kingdom on 29 July 1926 for Robert Gilmour, a Brigadier-General in the British Army and Captain of the Royal Company of Archers.
Robert Fergusson and his brother Lieutenant-General Sir Ronald Fergusson, "The Archers" (Royal Company of Archers)
He is a brigadier and member of council of the Queen's Bodyguard for Scotland (Royal Company of Archers).
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He has been a member of the Royal Company of Archers since 1971, and is a Grand Officer of Merit of the Sovereign Military Order of Malta.