Head of Quant Trading

Deeter Analytics; New York (NY); On-site; USD 400,000 - 1,000,000; Full time

Benefits offered by this job

Real ownership and influence on roadmap

Competitive base compensation

Culture optimized for deep work and fast learning

Job summary

A leading proprietary trading firm in New York is seeking a Head of Quant Trading to lead the development and deployment of advanced trading algorithms. This role combines deep technical work with strategic oversight in a collaborative environment. Candidates should have at least 2 years of experience in developing profitable algorithmic strategies and strong skills in Python and statistical modeling. This position offers a competitive salary range of $400,000 to $1,000,000 annually.

Qualifications

• Minimum 2 years building and deploying profitable algorithmic strategies.
• Advanced expertise in at least one core language (Python, C++, or Java).
• Deep knowledge of statistical modeling and machine-learning frameworks.
• Exceptional analytical rigor and leadership mindset.

Responsibilities

• Lead the creation and refinement of proprietary trading algorithms.
• Build forecasting and risk models; run rigorous back-tests.
• Partner with engineering to design high-throughput trading systems.
• Grow and mentor a multidisciplinary team of quants and data scientists.

Skills

Statistical modeling

Machine learning frameworks (PyTorch, TensorFlow)

Algorithmic strategies

Python

C++

Linux

Git

CI workflows

Data pipelines

Cloud computing

Education

B.S. or M.S. in a quantitative field

Job description

Head of Quant Trading

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

Base pay range

$400,000.00/yr - $1,000,000.00/yr

About Deeter Investments

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.

Role Summary

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.

Key Responsibilities

• 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.

Qualifications

• 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, TensorFlow, 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.

What we offer

• 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.

Seniority level

Director

Employment type

Full‑time

Job function

Finance, Information Technology, and Analyst