Jobs at Brevan Howard

Design, deploy, and operate scalable GCP infrastructure using Kubernetes, Terraform, and Helm. Automate software delivery and operational workflows with Python and Bash, implement monitoring and logging, define SLOs and SLIs, troubleshoot reliability and performance issues, participate in incident response, and collaborate with development teams on cloud-native deployment strategies. Own infrastructure projects through production, documentation, and knowledge transfer.

Builds and maintains Windows and macOS endpoint environments, including device images, engineering standards, policies, compliance baselines, application packaging, patching, vulnerability remediation, and lifecycle management. The role provides senior escalation support, troubleshoots complex endpoint issues, partners with cybersecurity and compliance teams, and improves endpoint processes. It requires extensive Microsoft endpoint, Azure, Intune, SCCM/MECM, Jamf, PowerShell, networking, identity, and Windows administration expertise.

Build and support scalable data platforms, pipelines, and services for quantitative research, trading, and portfolio decision-making. Ingest and transform financial data using Python, Snowflake, and MongoDB; implement data validation, monitoring, and dashboards; contribute to data architecture; and provide testing, deployment, production troubleshooting, and on-call support. Collaborate with quantitative researchers and engineering teams to deliver reliable investment data and analytics infrastructure.

Lead development of AI platform services, including Python back-end APIs, LLM extraction and enrichment pipelines, agentic workflows, MCP integrations, MongoDB vector search, and Airflow pipelines on AWS EKS. The role includes API design, testing, CI/CD, observability, reliability improvements, architectural collaboration, and mentoring through code reviews and agile practices.

Summer interns work with portfolio managers, quants, and front-office teams to build data pipelines, analyze financial data, develop models and trading signals, integrate AI and LLM tools, and contribute to analytics libraries used for research, trading, and risk management. The program includes training in financial markets, quantitative methods, Python, Excel, and AI tools, with potential conversion to a graduate program.

Summer interns will work with portfolio managers, quants, and front-office teams to analyze financial data, develop models and trading signals, build AI- and LLM-powered tools, and contribute to analytics libraries. The program includes training in macroeconomics, financial markets, trading strategies, risk management, Python, Excel, and AI tools. Interns will research trade ideas, support market models, and may be considered for the firm’s graduate program.

Summer interns build data pipelines, analyze market data, develop models and trading signals, integrate AI and LLM tools, and contribute to analytics used for research, trading, and risk management. The program includes financial markets training, mentoring, and exposure to macro investing. Candidates should have strong quantitative, technical, problem-solving, communication, and teamwork skills, plus an interest in trading and financial products.

Summer interns support the Data Sourcing and Strategy team by acquiring new data assets, managing complex data projects, evaluating alternative data, and analyzing investment professionals’ data requirements. The program includes training in financial markets, trading, risk management, Excel, Python, AI tools, and LLMs. Interns collaborate with senior professionals in a fast-paced macro hedge fund environment, with potential conversion to a graduate program.

Summer software engineering intern building real-time trading services, market data systems, portfolio manager tools, and production monitoring. Responsibilities span the full software development lifecycle, including design, implementation, testing, deployment, and production support. The role provides exposure to systematic trading, financial markets, low-latency systems, and collaboration with engineers, portfolio managers, and business stakeholders. High-performing interns may be considered for the following year's graduate program.

Summer interns build data pipelines, quantitative models, trading signals, AI-powered tools, and analytics libraries supporting portfolio managers, quants, trading, and risk management. The program includes financial markets training, mentorship, and exposure to macro investing, LLMs, retrieval systems, and agent workflows. High-performing interns may be considered for the following year’s graduate program.

Ten-week systematic trading internship focused on execution trading, research, portfolio financing, and macro hedge fund markets. Interns will analyze trading activity, solve mathematical optimization problems using Python, build systems to improve trading operations, conduct independent research, and communicate recommendations. The program includes training in financial markets, trading strategies, risk management, Excel, and Python, with potential conversion to the 2028 Graduate Program.

This internship applies quantitative and machine learning skills to financial markets. Responsibilities include building data pipelines, developing models and trading signals, integrating AI and LLM-based tools, and contributing to analytics libraries used for research, trading, and risk management. Interns work directly with portfolio managers and quantitative teams, receive mentorship and industry education, and may be considered for the firm’s graduate program.

Summer interns support systematic execution research for macro trading across equities, futures, FX, rates, and other asset classes. Responsibilities include evaluating trading performance, improving algorithms, comparing execution strategies, applying statistical techniques to large datasets, and building execution-performance frameworks and reports. The program includes financial markets training, mentorship, and potential conversion to a graduate program.

Summer internship applying quantitative analysis, Python, machine learning, and frontier AI techniques to hedge fund research and trading problems. Interns may develop analytics libraries, trading strategies, signals, backtests, AI-enabled tools, LLM applications, and agentic systems while collaborating with quantitative, applied AI, and portfolio management teams. The program includes financial markets training, mentorship, and potential conversion to a graduate role.

Summer interns apply quantitative analysis, Python, machine learning, and frontier AI techniques to financial research and trading problems. They may develop analytics libraries, integrate AI into trading tools, create trading strategies and signals, backtest models, and build LLM-based research workflows. The program includes financial markets training, mentorship, and collaboration with quantitative and applied AI teams, with potential conversion to a graduate program.

Own end-to-end India payroll delivery, including inputs, gross-to-net validation, statutory compliance, reconciliations, vendor oversight, employee queries, leave administration, audits, and reporting. Provide payroll support across Singapore, Hong Kong, Japan, the UAE, and the UK. Maintain controls, manage payroll documentation, partner with HR and Finance, and deliver process improvements in a regulated, confidentiality-sensitive environment.

Summer interns support systematic macro trading by building data pipelines, analytical models, trading signals, backtests, and AI-powered tools. They collaborate with portfolio managers and quants, contribute to analytics libraries, research trade ideas, and support risk and trading decisions. The program includes training in financial markets, Python, Excel, AI tools, and LLMs, with potential conversion to a graduate program.

Ten-week venture capital internship analyzing deep-technology startups across energy, AI, space, quantum computing, and agricultural technology. Interns will assess technical claims, industries, business models, financials, scalability, and investment prospects while connecting macroeconomic and geostrategic trends to investment judgments. The program includes financial markets, programming, and venture capital training, with opportunities to work directly with senior investment professionals and potential conversion to a graduate program.

Summer interns will apply quantitative analysis, machine learning, and AI techniques to financial research and trading problems. Responsibilities include developing analytics libraries, integrating AI into trading tools, creating strategies and signals, backtesting, and building LLM-based and agentic research workflows. Interns receive training in financial markets, quantitative methods, Excel, Python, and AI tools, while collaborating with quantitative teams, portfolio managers, and senior professionals.

Responsible for monthly management reporting, variance analysis, forecasting, statutory accounts, audit packs, board reporting, intercompany payments, bank reconciliations, cash-flow analysis, and ad hoc finance projects across group entities. The role works closely with senior finance stakeholders, auditors, accounts payable, and business teams.