Navoneel Raichaudhuri
Mumbai
Summary
Versatile and results-driven quantitative developer with a decade of experience in financial technology, especially algorithmic trading. Adept at leading cross-regional teams, solving complex problems under pressure, and delivering production-grade systems. Passionate about data-driven innovation and continuous learning in fast-paced environments.
Overview
12
12
years of professional experience
Work History
VP – Equity Algorithmic Trading
CitiGroup Global Markets
Mumbai
01.2021 - Current
- Lead developer and manager for the equity algo development team across US, EMEA, and APAC regions (Note: This has been now been shifted to a flat reporting structure).
- Spearheaded the design and rollout of critical algo features for high-value client flows, ensuring consistency and robustness under varied market conditions.
- Developed enhanced auction trading logic, incorporating predictive close-volume models based on imbalance data and internal trading impact.
- Engineered connectivity with Central Risk systems, improving client order execution and strategy performance.
- Tech stack: Java, KDB
AVP
CitiGroup Global Markets
Mumbai
12.2017 - 12.2020
- Investigated and resolved client-facing issues in complex order execution scenarios such as short sale restrictions, auction participation, and odd-lot cleanups.
- Developed an automated simulation testing framework for comparing model revisions across historical client order data, enhancing model reliability and deployment confidence.
- Integrated market impact models into simulations, broadening scenario testing capabilities.
- Tech stack: Java, KDB
Associate – Equity Derivatives Trading Desk
BNP Paribas
Mumbai
07.2015 - 12.2017
- Created automated pricing validation tools and real-time alert systems to support derivatives trading.
- Developed internal web dashboards for trader use, improving visibility and control over pricing anomalies.
- Tech stack: Python, HTML
ENO – Risk Model Validation
Credit Suisse
Mumbai
10.2014 - 06.2015
- Validated credit exposure models by performing assumption audits, sensitivity analysis, and back-testing performance using historical data.
- Tech stack: R, Excel, VBA
Quant Analyst
Dolat Capital Market Pvt. Ltd.
Mumbai
06.2013 - 09.2014
- Researched and deployed high-frequency strategies in the Indian equity market using cross-sectional statistical features and time-series signals.
- Applied Granger causality and VIF to select optimal predictors for modeling returns and volatility.
- Tech stack: C++
Education
M.Sc. - Application of Mathematics
Chennai Mathematical Institute
06.2013
B.Sc. - Mathematics and Computer Science
Chennai Mathematical Institute
06.2010
Skills
- Programming (Java, Python, C, KDB)
- Algorithmic Trading Systems
- Test-Driven Development
- Market Microstructure & Auction Logic
- Simulation & Model Testing
- Quantitative Research & Analysis
Hobbies and Interests
- Reading fiction
- Film appreciation
- Occasional travel
Languages
- English
- Bengali
- Hindi
Timeline
VP – Equity Algorithmic Trading
CitiGroup Global Markets
01.2021 - Current
AVP
CitiGroup Global Markets
12.2017 - 12.2020
Associate – Equity Derivatives Trading Desk
BNP Paribas
07.2015 - 12.2017
ENO – Risk Model Validation
Credit Suisse
10.2014 - 06.2015
Quant Analyst
Dolat Capital Market Pvt. Ltd.
06.2013 - 09.2014
M.Sc. - Application of Mathematics
Chennai Mathematical Institute
B.Sc. - Mathematics and Computer Science
Chennai Mathematical Institute
Similar Profiles
RAJESH MOORTHYRAJESH MOORTHY
Principal Officer at AMLCO, CITIGROUP GLOBAL MARKETS INDIA PRIVATE LIMITEDPrincipal Officer at AMLCO, CITIGROUP GLOBAL MARKETS INDIA PRIVATE LIMITED
Monalisa JosephMonalisa Joseph
Operations Personnel-Manager at Citigroup Global Markets India Pvt. Ltd.Operations Personnel-Manager at Citigroup Global Markets India Pvt. Ltd.
Mark Meng Che Ho, MBAMark Meng Che Ho, MBA
VP, Head of Client Onboarding & Markets KYC at Citigroup Global Markets Taiwan Securities Company LimitedVP, Head of Client Onboarding & Markets KYC at Citigroup Global Markets Taiwan Securities Company Limited
Aneri NanduAneri Nandu
Media Insight Analyst. at OnclusiveMedia Insight Analyst. at Onclusive
Sachin KumarSachin Kumar
Sr. Product Designer at Sky2C Logistics IncSr. Product Designer at Sky2C Logistics Inc