Head of Quant Trading

Head of Quant Trading

Join to apply for the Head of Quant Trading role at Deeter Analytics
.

$/yr - $1,/yr

Deeter Investments is a founder‑led proprietary well‑funded trading firm built around real‑time, data‑driven decision‑making. We prize curiosity, collaboration, and a bias for action. After years of discretionary success, we think we have some unique ways of seeing the market and developing alpha for the future that have high odds of success. We’re launching a dedicated algorithmic division—and we’re looking for a Head of Quant Trading to architect and scale this effort from day one.

You will spearhead the development, optimization, and deployment of cutting‑edge algorithmic strategies and quantitative models. The position blends deep hands‑on technical work with high‑level strategic oversight across research, engineering, and trading operations.

• Lead the creation and refinement of proprietary trading algorithms rooted in the firm’s market framework, leveraging advanced statistical and machine‑learning techniques.
• Build forecasting, signal‑generation, and risk models; run rigorous back‑tests and simulations to validate performance.
• Continuously evaluate emerging research (deep learning, reinforcement learning, agent‑based modeling) to sharpen our edge.
• Partner with engineering to design high‑throughput trading systems that scale globally.
• Oversee codebases in Python, C++; enforce best practices for testing, CI/CD, and performance monitoring.
• Build end‑to‑end pipelines for data ingestion, model training, and live deployment; ensure seamless connection to execution venues and data feeds.
• Select and integrate best‑in‑class analytics platforms, databases, and cloud resources.
• Define and track KPIs—alpha decay, slippage, Sharpe, drawdown, and latency—via real‑time dashboards.
• Embed robust risk models and dynamic hedging; enforce firm‑wide limits and compliance requirements.
• Iterate relentlessly—parameter sweeps, sensitivity analyses, and scenario tests to future‑proof strategies.
• Grow and mentor a multidisciplinary team of quants, data scientists, and engineers; cultivate a culture of experimentation and peer review.
• Champion readable, well‑tested, version‑controlled code and transparent research notebooks.

• B.S. or M.S. in a quantitative field such as Mathematics, Computer Science, Engineering, Statistics, or Physics.
• Minimum 2 years building and deploying profitable algorithmic strategies at a hedge fund, bank, or proprietary trading firm.
• Advanced expertise in at least one core language (Python, C++, or Java) and familiarity with Linux, Git, and CI workflows.
• Deep knowledge of statistical modeling, and machine‑learning frameworks (PyTorch, Tensor Flow, scikit‑learn).
• Proven skill in real‑time data pipelines, distributed/cloud computing, and performance optimization.
• Fluent English (written and spoken) is required.
• Exceptional analytical rigor, clear communication, and the leadership mindset to help build a high‑performance team from scratch.

• A well‑funded trading firm expanding into AI research and discovery.
• Real ownership and influence on roadmap, direction and products.
• Competitive base compensation with significant upside tied to results.
• A culture optimized for deep work, fast learning, and doing the right thing.
• Unique and successful first principles based approach to markets that we haven’t heard anywhere else.

Director

Full‑time

Finance, Information Technology, and Analyst