。
He's doing deep research in the field of ancient history.
Literal
He [topic-は] ancient-history [genitive-の] field [at-で] thrust-in research [object-を] doing [progressive-ている].
突っ込んだ研究 ('in-depth research,' literally 'thrust-in research') uses the past form of 突っ込む ('to thrust in, delve into') as a pre-nominal modifier. The past form works like an adjective here — 'the kind of research that has been thrust deep into.' Common in discussions of academic or journalistic investigation.