Deeter Analytics
via Ashby
Head of Algo Trading (AI)
This is the employer's own posting, not a copy on a job board.
What we know
Is it still open?
Confirmed still open
Last checked 1d ago — checked against the employer's own applicant tracking system, which is the company answering directly.
We re-read the employer's own applicant tracking system and the posting was still there. That is the company answering directly.
How old is it?
Posted 43d ago
The date the source published, not the day we noticed it (2026-08-02). Last seen at its source 3h ago.
Is it remote?
US - Remote
That is the location the employer filed this posting under. Quoted as written — we do not re-word the source's own location.
Who may apply?
United States
The description states no restriction of its own. This is the source's own tag.
Pay
$250k–500k/yr
Read out of the job description by us, not from a structured field. Shown in the posting's own currency and period; we never convert.
Skills named in the ad
Recognised terms only, from a fixed vocabulary — this is what CV matching compares against.
Carried by 1 source
-
ashby employer's own board first seen 11d ago · last seen 3h ago
The listing
About the role
Deeter Analytics is a privately held investment research and trading firm managing its own capital across public markets. After years of discretionary success, we think we have some unique ways of seeing the market and we're now building a dedicated algorithmic effort to turn that edge into systematic, AI-driven alpha.
We are hiring a Head of Algo to lead that effort end to end. Reporting to and working directly with the founder and a world-class team, you will take our edge from thesis to a live, iterating mid-frequency (MFT) trading operation, owning the research, the models, the path to production, and the live P&L. This is a hands-on leadership role at the intersection of research and live trading. The emphasis is on AI-native alpha generation, disciplined experimentation, and getting strategies into production quickly, not on a latency-driven systems build.
What you’ll own
Strategy, end to end. Hypothesis generation, signal research, statistical validation, backtesting under realistic assumptions (costs, turnover, capacity, slippage), live deployment, P&L attribution, and ongoing iteration.
The research-to-production pipeline. Signal generation, portfolio construction and sizing, and execution logic: the full path from an idea to a live position.
Two complementary approaches. Developing proprietary models, and leveraging existing frontier AI models, with the judgment to choose the right one for each problem.
Team and collaboration. Building a small, high-caliber team as the effort scales, and working closely with the discretionary, engineering, and data teams. This seat is not siloed.
Who you are
We hire for demonstrated ability and how you think, not for pedigree. You have a track record of building and shipping AI trading systems end to end, and strong quantitative and technical depth, but whether that came from a STEM degree, applied or research work, competitions, or a self-taught path does not matter to us. We welcome strong non-traditional backgrounds, and look for evidence that you are:
A strong first-principles thinker with real technical depth and sound judgment about what matters.
Rigorous about results, candid about uncertainty, and quick to revise your view in light of evidence.
Low ego and resilient: open to challenge, and comfortable being wrong in pursuit of the right answer.
Able to take a broad mandate, define the work that needs doing, and deliver.
Curious and genuinely energized by the problem.
How you work
AI-native. Fluent in modern AI, and able to use it to accelerate research, generate and test ideas, and support decisions across the team. You need not be the firm's deepest AI researcher, but you should be genuinely fluent and able to direct that work.
Empirical and iterative. You establish baselines, run efficient experiments, and compound learnings over time, while holding live-capital work to a high standard, guarding against overfitting and spurious signals.
Pragmatic. You select the right method for each problem and prioritize what moves P&L, rather than complexity for its own sake.
Clear and collaborative. You communicate concisely, give and receive feedback well, and work effectively across teams.
Core skills
Modeling, classical and frontier. Deep facility with statistical and machine-learning modeling (forecasting, signal generation, risk) and with getting real leverage out of frontier AI models, plus the judgment to know which fits a problem and where newer methods (deep learning, reinforcement learning) add edge versus just overfit.
Experiment design & data sense. You design fast, cheap experiments, establish baselines, and will do things that don't scale to find early signal, turning messy and alternative data (e.g., social or text) into something usable, and reading it directly rather than hiding behind a single statistic.
Signal-versus-noise judgment. You can separate real edge from a fragile result or a false positive (honest out-of-sample testing plus an instinct for what's overfit) before anything touches live capital.
Operational build-out. You can get an MFT book live end to end (data, execution, deployment), making sensible buy-vs-build calls.
Prototype to production. A strong, hands-on coder (Python and the modern data/ML stack) who takes an idea from prototype to production quickly, using AI to move faster.
What we offer
Direct partnership with the founder and full ownership of a new, high-impact effort.
A well-capitalized firm with a distinctive, research-led approach to markets.
Significant upside tied to performance.
Compensation: $250k-$500k base + upside exposure.