Senior Quant Analyst
Brevan Howard Asset Management
The role is for a Desk Quant/Strat supporting the Trading Desks day-to-day. 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 – with some exposure to Credit and Equity. There will also be regular dialogue with risk managers and other departments
Main Duties/responsibilities:
- Day-to-day support of Trading Desks
- Maintain and build Front Office Trading/Analysis tools
- Potential to develop core analytics library
- Dialogue with Traders, Risk Managers and other departments as necessary
- Deputise for the Head of Quant Analysis as required
WORK EXPERIENCE/BACKGROUND:
Essential
- 5-10 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
TECHNICAL/BUSINESS SKILLS & KNOWLEDGE:
Essential
- Python
- Excel/VBA
Desirable
- C++
- ML / AI
- SQL
