Quant Analyst - Credit

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:

• Responsible for building out the new cross asset quantitative analytics library for Brevan Howard, with a particular focus on credit cash and derivatives modelling
• Build out the library across additional asset classes, with new products, models, trade representations, pricing, risk, and calibration methods.
• Be comfortable communicating with and developing alongside the library clients - Portfolio managers, Strategists and the wider Risk team. Assist with gathering business requirements and working with the IT teams to assist with delivery
• Review the code from other quants on the team, with a focus on the modelling.
• Hands-on development and testing

WORK EXPERIENCE/BACKGROUND:

• 5+ years credit analytics/ derivatives modelling
• 2-5 years modern C++ (20 and up), with some experience in optimising high-performance libraries
• Excellent financial mathematics, and implementation of numerical methods
• Software lifecycle management (GitHub, Jira, etc)

Brevan Howard Asset Management is one of the leading absolute return/hedge fund managers, overseeing assets on behalf of institutional investors from around the world, including pension funds, endowments, insurance companies, government agencies, private banks and fund of funds.

Brevan Howard was founded in 2002, and launched its flagship global macro strategy in April 2003. It currently manages over $34bnand engages predominantly in discretionary directional and relative value trading in fixed income, FX markets and equities. BH Digital, a division within Brevan Howard that manages crypto and digital asset strategies was launched in 2022.

The firm currently employs over 1,100 personnel worldwide, including over 400 investment professionals. This global presence gives Brevan Howard the ability to identify and source attractive investment opportunities, as well as investment management talent wherever they may be. Brevan Howard has won several industry awards for excellence in risk management, operational robustness and investment performance.

The firm's main hubs are in London, Jersey, Geneva, New York, Austin, Hong Kong, Singapore and Abu Dhabi.

Why Join Our Team

• We combine a dedication to meeting our clients' needs with a commitment to our people.
• At Brevan Howard, you will find the dynamism and entrepreneurial spirit of a small firm with the infrastructure, technology and support of a large organisation.
• We are always looking for exceptional talent to join our global community. From undergraduates to experienced professionals, we look for individuals who are intellectually curious, passionate and share our mission and principles.

Diversity and Inclusion

Brevan Howard is committed to being an inclusive employer and encourages applications from all suitably qualified individuals without regards to race, colour, religion, origin, age, sexual orientation, physical/mental disability/ long term health condition, marital status, gender expression or any other characteristic protected by law in the jurisdictions we operate.