The Opportunity
If you enjoy applying your quantitative and ML skills to real-world problems, coding production-quality analysis and tools, and working in a fast-paced environment with immediate and tangible feedback, our Summer Internship Program is ideal for you.
At Brevan Howard, we build systematic and discretionary investment processes that rely on rigorous analysis of a vast universe of data, such as asset prices, macroeconomic indicators, news, sell-side research, and trading signals.
Transforming this data into actionable insights is central to how we win, and we’re looking to find the next generation of portfolio managers and quants through our internship program—people who are eager to push the frontier of research and engineering in global macro investing.
What you will do
You will work directly with our front-office personnel to provide immediate impact on a range of projects:
Build pipelines to extract and analyse data, develop models and trading signals, and support decision-making of Portfolio Managers.
Integrate AI into analytical systems as well as building new AI-powered tools using the latest LLMs and agent workflows.
Contribute to our core analytics library, which is leveraged by Quants and PMs across the firm for research, trading and risk management.
How we will support you
Our Internship Program starts with one-week in-depth training to prepare interns for the desk. This covers a range of topics relevant for financial markets, including macroeconomics, traditional assets (fixed income, currencies, equity markets, and commodities), digital assets, trading strategies, risk management, and the latest AI tools and LLMs.
Additionally, you will benefit from key talks, a mentor program, social events and engagements with some of the most respected and talented individuals in their field.
Why take this opportunity
This is a unique opportunity to gain insight into one of the world’s leading firms operating at the forefront of macro trading. At Brevan Howard, we believe the future of investing lies at the intersection of deep domain expertise and cutting-edge technology. As our industry is being reshaped by AI and automation, you’ll see first-hand how LLMs, retrieval, and agent-like systems are being used in the front-office environment at one of the world’s premier macro hedge funds – where correctness, robustness and speed matter.
Top performing interns are considered for our Graduate Program the following year and longer-term paths include roles as analyst, quant, and portfolio manager.
The Requirements
A penultimate year undergraduate or master's student in Mathematics, Physics, Computer Science, Quantitative or a STEM-related field.
Solid coding skills.
A demonstrated interest in ML/AI and the ability to explain fundamental concepts.
Good written and verbal communication skills in English.
Finance/trading knowledge is a bonus but not a requirement: we care more about your ability to learn quickly, reason from data, solve problems, and build quality code.