CAREERS

We have an exciting opportunity for an Associate/VP-level candidate to join the Quantitative Analytics team responsible for building out Equity options trading capability. This is an exceptional opportunity to work directly with Equity Derivatives Traders and help shape Brevan Howard’s Equity Derivatives platform. As part of the Quantitative Analytics team you will also have the opportunity to be exposed to other asset classes and work on the core analytics library.

PERSON SPECIFICATION/RESPONSIBILITIES OF THE ROLE:

- PhD/MSc or equivalent in quantitative discipline (e.g. Maths, Physics, Engineering)

- Experience in the equity volatility space - fitting volatility surfaces to a variety of market types/modelling situations

- 2+ years financial market experience

- Excellent Python developer, plus experience and ability to work in another lower-level language: Java, C/C++, etc.

- Knowledge of suitable risk and analytics for monitoring and evaluating equity option portfolios.

- Ability to develop and maintain analytic library functionality for vanilla option types.

- Review the code from other quants on the team, with a focus on the good coding practices. Experience with software lifecycle management (GitHub, Jira, etc)

- Able to communicate and explain complicated topics clearly to a non-technical audience.

DESIRABLE:

- Experience in other asset classes e.g. FX, cryptocurrencies

- 2+ years Java, modern C++ (20 and up) with some experience in optimising high performance libraries.

- Experience modelling and building infrastructure for path dependent products.