Quantitative Developer - Rates

Brevan Howard Asset Management

Brevan Howard Asset Management

Software Engineering
London, UK
Posted 6+ months ago

The Team:

The Quantitative Development team partners with portfolio managers and trading teams to provide technology and data-analysis consultancy and development, and is continuing to grow to better support further business expansion.

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:

  • Build strategic pricing and data analysis tools/systems to be used by multiple trading teams and strategists

  • Partner with portfolio managers and strategists to drive enhancements in research and production systems

  • Provide ad-hoc development and data analysis to further improve the investment management process

TECHINICAL/BUSINESS SKILLS & KNOWLEDGE:

Essential:

  • Excellent programming skills in Python

  • Experience programming in C+, Java or C#

  • Strong understanding of data structures

  • Comfortable with NoSQL/relational databases

  • Strong interpersonal and teamwork skills

Desirable:

  • Exposure to Numpy, Pandas and Jupyter

  • Comfortable building resilient ETL pipelines

  • Experience using front-office pricing libraries

  • Fixed income product and pricing knowledge

  • Exposure to systematic trading strategies