Dr. Jerrell Watts, Head of Algorithmic Trading, Citadel
Jerrell Watts is currently on a 15-month non-compete period. He was previously Head of Algorithmic Execution and Order Routing at Citadel LLC. At Citadel, he served in quantitative research roles on both the asset management and broker-dealer (Citadel Securities) sides of the business. Prior to Citadel, he was a high frequency portfolio manager at Merrill Lynch. Before Merrill Lynch, he was the founder and head of the automated market making effort in equity options at Lehman Brothers, having previously worked on a similar project at Morgan Stanley. He began his career in finance as a quantitative developer at D. E. Shaw & Co. He holds a B.S. in computer science from the University of Texas at Austin and a M.S. and Ph.D. in computer science from the California Institute of Technology.