Teams at Deeter Analytics

Conduct quantitative research for traders by testing market hypotheses, building and maintaining documented signals, performing event studies and backtests, and validating results against leakage, survivorship bias, transaction costs, and regime dependence. Organize reproducible point-in-time datasets, communicate findings clearly, track signal performance, and use AI tools to accelerate research and coding while verifying outputs.

Build and deploy deep-learning models for financial market data, owning the full workflow from raw data and experiments through daily production inference. Responsibilities include managing small-scale GPU infrastructure, conducting leakage-proof and regime-aware evaluations, reproducing research, reading recent AI literature, and communicating findings. The role requires strong ML fundamentals, Python and PyTorch expertise, hands-on infrastructure skills, rigorous experimentation, and self-directed remote work. Trading experience is not required.

Lead and build a high-performance research operation that extracts early, high-signal insights across public/private markets, designs real-time information pipelines, originates thematic/trend-driven investment ideas, partners with the Principal to form actionable worldviews, and translates analysis into trading guidance.