Junior Quantitative Researcher

🔥 0 minutes ago

🇺🇸 United States – Remote

💵 $120k - $170k / year

⏰ Full Time

🟢 Junior

🚫👨‍🎓 No degree required

👻 Ghost score 0%

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Deeter Analytics

WebsiteLinkedInAll Job Openings

11 - 50 employees

💸 Finance

💳 Fintech

🤝 B2B

Finance • Fintech • B2B

Deeter Analytics is a financial analytics firm that turns complex market data into actionable trading insights for investors and institutions. The company combines quantitative research, advanced analytics, and proprietary technology to help clients identify opportunities, manage risk, and improve trading performance through clear, data-driven recommendations and tools.

📋 Description

• Scope questions from traders, run quantitative studies, and report findings in plain language • Maintain a library of signals and screens covering earnings and event setups, positioning and flow extremes, and regime and factor context • Document signal edges, failure modes, and live tracking against expectations; retire decaying signals • Conduct event studies, conditioning analyses, base-rate analyses, and walk-forward checks • Enforce point-in-time data, no leakage, no survivorship bias, transaction-cost accounting, and multiple-testing restraint • Produce the recurring quantitative market layer covering regime, factor moves, breadth, and positioning for the morning market picture • Build and maintain clean point-in-time datasets for prices, fundamentals, earnings calendars, options, and positioning • Use AI tools to test ideas, review literature, and write code, while verifying outputs • Work reproducibly with versioned data and code • Work independently in a remote environment and prioritize research questions according to urgency and stakes • Communicate findings clearly to traders and collaborate directly with the live trading operation

🎯 Requirements

• Demonstrated rigorous quantitative work; professional markets experience is not required • Strong understanding of base rates, sample sizes, conditioning, autocorrelation, overlapping windows, and fat tails • Hypothesis-driven research approach grounded in market mechanisms • Ability to translate quantitative research into clear charts and plain-language explanations for non-quants • Genuine curiosity about markets and why prices move • Low ego, coachable, receptive to feedback, and able to update quickly when facts change • Self-directed and comfortable working remotely with low guardrails • Knowledge of regression and its failure modes, hypothesis testing, bootstrap and resampling, and uncertainty in small and messy samples • Proficiency with Python data stack: pandas, NumPy, SQL, and plotting • Backtest and event-study hygiene: point-in-time discipline, survivorship and look-ahead awareness, transaction-cost sanity, walk-forward validation, and multiple-testing restraint • Familiarity with prices, returns, fundamentals, and earnings calendars; options or positioning data a plus • Experience with regularized regression and gradient boosting when appropriate; interpretability-first approach • Fluent with modern AI tools for research, coding, and literature triage, with disciplined output verification • Crisp communication of research findings to traders • Full-time, fully remote, US-based, overlapping the desk on US market hours

🏖️ Benefits

• Bonus • A seat inside a live trading operation, with a direct line to the traders who act on your evidence • Fast feedback: when a signal proves out, you watch it get used — and you'll know precisely what your work changed • A well-capitalized firm with a distinctive approach to markets • A deliberate growth path: own the question queue first, then take on a bigger slice of the research agenda as you prove out • A small, low-ego, fully remote team