Quant Analyst - Emerging Markets

Brevan Howard Asset Management

Brevan Howard Asset Management

IT
London, UK
Posted on Tuesday, January 23, 2024

Summary of position

The role is for a Desk Quant/Strat supporting the Trading Desks day-to-day with a focus on Emerging Markets. Helping the desks understand risk/PnL, discussing and developing Trading Tools (Excel, Python) and using/enhancing the existing analytics library (C++).

It represents an excellent opportunity for a Quant to work alongside Interest Rate and FX Traders, understand how these markets behave and deliver trading tools/analysis. It will require staying up to date on the latest technologies and market developments – researching these and implementing where appropriate.

The primary asset classes in focus will be Rates and FX in the Emerging Markets space. There will also be regular dialogue with risk managers and other departments

Main Duties/responsibilities:

  • Day-to-day support of the EM Trading Desks
  • Maintain and build Front Office Trading/Analysis tools
  • Dialogue with Traders, Risk Managers and other departments as necessary
  • Potential to develop core analytics library

Essential:

  • 2-5 years hands-on experience as a FO Quant/Strat
  • Knowledge and a passion for Interest Rate and/or FX markets and analytics
  • Good degree in a quantitative discipline

Skill set:

Essential:

  • Python
  • Excel/VBA

Desirable

  • C++
  • ML / AI
  • SQL

Competence/Other Requirements.

  • Strong communication skills, comfortable interacting with Traders and risk managers.
  • Motivated, delivery focused self-starter who thrives in a dynamic team environment
  • Self-management
  • Attention to detail