Prasanna Thati

Prasanna Thati currently serves as the Head of Equity Vol Quant Dev at Citadel since March 2021. Previously, Prasanna held the position of Principal Engineer at Chicago Trading Company from November 2018 to March 2021. Prasanna's extensive experience at Goldman Sachs spanned from June 2005 to July 2018, where roles included Managing Director of Equity Volatility Strategies, CTO of the SIMON Distribution Platform, and Vice President within the same division. Prasanna began an academic career as a Postdoctoral Fellow in the Department of Computer Science at Carnegie Mellon University in 2004. Additional early experiences include a Summer Fellowship at Stanford Research Institute and a Summer Internship at International Business Machines. Prasanna Thati holds a PhD in Computer Science and an MS in Mathematics from the University of Illinois Urbana-Champaign, as well as a BTech in Computer Science & Engineering from the Indian Institute of Technology, Kanpur.