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.

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 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.

Provides white-glove desktop and end-user support to portfolio managers, traders, and London office users. Supports Bloomberg, market data, OMS, EMS, Windows endpoints, Microsoft 365, Active Directory, and trading-critical applications. Manages incidents in ServiceNow, participates in global follow-the-sun coverage and weekend on-call rotations, troubleshoots escalated issues, supports endpoint monitoring and automation, and contributes to EUC and infrastructure projects while maintaining strict confidentiality and SLA accountability.

Summer interns on the Quantitative Investment Strategies team 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 financial markets training, mentorship, and potential conversion to a graduate role.